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We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…

Statistical Mechanics · Physics 2018-09-28 Christopher E. Miles , James P. Keener

We consider a charged Brownian particle in an asymmetric bistable electrostatic potential biased by an externally applied or induced time periodic electric field. While the amplitude of the applied field is independent of frequency, that of…

Biomolecules · Quantitative Biology 2009-03-04 Meir Shaked , Zeev Schuss

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…

Statistical Mechanics · Physics 2010-12-14 S. L. Narasimhan , A. Baumgaertner

Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…

Statistical Mechanics · Physics 2013-09-06 Matteo Polettini

Ion channels are of major interest and form an area of intensive research in the fields of biophysics and medicine since they control many vital physiological functions. The aim of this work is on one hand to propose a fully stochastic and…

Biomolecules · Quantitative Biology 2016-01-11 Daniela Morale , Mattia Zanella , Vincenzo Capasso , Willi Jaeger

Ion-conducting glasses and polymer systems show several characteristic peculiarities in their composition-dependent diffusion properties and in their dynamic response. First we give a brief review of the current understanding of the ion…

Condensed Matter · Physics 2016-08-31 O. Durr , P. Pendzig , W. Dieterich , A. Nitzan

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

Condensed Matter · Physics 2007-05-23 Gunter Schuetz , Sven Sandow

In line with Pomeau's conjecture about the relevance of directed percolation (DP) to turbulence onset/decay in wall-bounded flows, we propose a minimal stochastic model dedicated to the interpretation of the spatially intermittent regimes…

Fluid Dynamics · Physics 2020-12-18 Paul Manneville , Masaki Shimizu

In this paper we develop a random walk model on lattice for coordinate dependent diffusion at constant temperature in contact with a heat bath. We employ here a coordinate dependent waiting time of the random walker to make the diffusivity…

Statistical Mechanics · Physics 2020-08-27 Rohan Maniar , A. Bhattacharyay

A model of mobile, charged ion channels embedded in a biomembrane is investigated. The ion channels fluctuate between an opened and a closed state according to a simple two-state reaction scheme whereas the total number of ion channels is a…

Pattern Formation and Solitons · Physics 2009-11-11 Ronny Peter , Walter Zimmermann

We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…

Statistical Mechanics · Physics 2007-05-23 Jorge A. Revelli , Carlos. E. Budde , Horacio S. Wio

Experiments on single ionic channels have contributed to a large extent to our current view on the function of cell membrane. In these experiments the main observables are the physical quantities: ionic concentration, membrane electrostatic…

Biological Physics · Physics 2018-04-17 Laureano Ramírez-Piscina , José M. Sancho

We present a simple one-dimensional trapping model prompted by the problem of ion current across biological membranes. The trap is modeled mimicking the ionic channel membrane behaviour. Such voltage-sensitive channels are open or closed…

Statistical Mechanics · Physics 2009-10-31 Alejandro D. Sanchez , Jorge A. Revelli , Horacio S. Wio

The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…

Soft Condensed Matter · Physics 2019-09-10 Narender Khatri , P. S. Burada

Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…

Statistical Mechanics · Physics 2023-02-06 Jonathan Dexter , Ian J. Ford

The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…

Statistical Mechanics · Physics 2007-05-23 Serge Shpyrko , V. V. Ryazanov

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

The majority of stochastic channel models rely on the electromagnetic far-field assumption, which allows to decompose the channel in terms of plane waves. The far-field assumption breaks down in future applications that push towards the…

Information Theory · Computer Science 2022-04-28 Andrea Pizzo , Luca Sanguinetti , Thomas L. Marzetta