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Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…

Statistical Mechanics · Physics 2024-12-19 Toby Kay , Luca Giuggioli

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

Statistical Mechanics · Physics 2013-03-26 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…

Statistical Mechanics · Physics 2015-10-28 Moises Santillan , Hong Qian

We study the dynamics of the passage of a stiff chain through a pore into a cell containing particles that bind reversibly to it. Using Brownian Molecular Dynamics simulations we investigate the mean-first-passage time as a function of the…

Soft Condensed Matter · Physics 2009-11-10 Roya Zandi , David Reguera , Joseph Rudnick , William M. Gelbart

We investigate the influence of an external magnetic field (torque) on the motion of Brownian particles confined in a channel geometry with varying width. Furthermore, the particles are driven by random fluctuations modeled by the…

Biological Physics · Physics 2012-05-10 Paul K. Radtke , Lutz Schimansky-Geier

We propose a new evolutionary dynamics for population games with a discrete strategy set, inspired by the theory of optimal transport and Mean field games. The dynamics can be described as a Fokker-Planck equation on a discrete strategy…

Optimization and Control · Mathematics 2018-11-14 Shui-Nee Chow , Wuchen Li , Jun Lu , Haomin Zhou

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

Using both dynamical density functional theory and particle-resolved Brownian dynamics simulations, we explore the flow of two-dimensional colloidal solids and fluids driven through a linear channel with a geometric constriction. The flow…

Soft Condensed Matter · Physics 2016-05-25 Urs Zimmermann , Frank Smallenburg , Hartmut Löwen

Brownian motion whose infinitesimal variance changes according to a three-state continuous time Markov Chain is studied. This Markov Chain can be viewed as a telegraph process with one on state and two off states. We first derive the…

Methodology · Statistics 2020-08-25 Vladimir Pozdnyakov , L. Mark Elbroch , Chaoran Hu , Thomas Meyer , Jun Yan

It is shown that large deviation statistical quantities of the discrete time, finite state Markov process $P_{n+1}^{(j)}=\sum_{k=1}^NH_{jk}P_n^{(k)}$, where P_n^{(j)} is the probability for the j-state at the time step n and H_{jk} is the…

Chaotic Dynamics · Physics 2009-11-13 Miki U. Kobayashi , Hirokazu Fujisaka , Syuji Miyazaki

Starting from a classical mechanics of a ``colloid particle'' and $N$ ``water molecules'', we study effective stochastic dynamics of the particle which jumps between deep potential wells. We prove that the effective transition probability…

Statistical Mechanics · Physics 2007-06-08 Hal Tasaki

A macroscopic model to describe the dynamics of ion transport in ion channels is the Poisson-Nernst-Planck(PNP) equations. In this paper, we develop a finite-difference method for solving PNP equations, which is second-order accurate in…

Numerical Analysis · Mathematics 2013-03-18 Allen Flavell , Michael Machen , Bob Eisenberg , Chun Liu , Xiaofan Li

The molecular mechanism of ion channel gating and substrate modulation is elusive for many voltage gated ion channels, such as eukaryotic sodium ones. The understanding of channel functions is a pressing issue in molecular biophysics and…

Biomolecules · Quantitative Biology 2016-11-15 Duan Chen , Guowei Wei

A dynamical treatment of Markovian diffusion is presented and several applications discussed. The stochastic interpretation of quantum mechanics is considered within this framework. A model for Brownian movement which includes second order…

Quantum Physics · Physics 2007-05-23 Mark Davidson

Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…

Statistical Mechanics · Physics 2022-08-18 Pedro E. Harunari , Annwesha Dutta , Matteo Polettini , Édgar Roldán

We consider the discrete time unitary dynamics given by a quantum walk on $\Z^d$ performed by a particle with internal degree of freedom, called coin state, according to the following iterated rule: a unitary update of the coin state takes…

Mathematical Physics · Physics 2015-05-30 Eman Hamza , Alain Joye

Recent single molecule experiments probing the passage process of a short single-stranded DNA (ssDNA) through a membrane channel (translocation) allow to measure the passage time distribution. Building on a recent modelling approach (D. K.…

Statistical Mechanics · Physics 2009-11-10 Ralf Metzler , Joseph Klafter

The path-integral representation of Smoluchowski equation is exploited to explore the stochastic dynamics of a tagged Brownian particle within an interacting system where hydrodynamic effects are neglected. In particular, this formalism is…

Complex physical dynamics can often be modeled as a Markov jump process between mesoscopic configurations. When jumps between mesoscopic states are mediated by thermodynamic reservoirs, the time-irreversibility of the jump process is a…

Statistical Mechanics · Physics 2017-04-12 Todd R. Gingrich , Grant M. Rotskoff , Jordan M. Horowitz

Piezo1 ion channels are voltage-modulated, stretch-activated ion channels involved in a variety of important physiological and pathophysiological processes, as for example cardiovascular development and homeostasis. Since its discovery, it…

Quantitative Methods · Quantitative Biology 2025-05-20 Dennis Ogiermann , Abdulaziz Mohamed , Luigi E. Perotti , Daniel Balzani