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The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…

Probability · Mathematics 2018-05-31 Arnab Ganguly , P. Sundar

We study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…

Biological Physics · Physics 2013-10-23 Oleksandr Chepizhko , Fernando Peruani

Molecular transport in living systems regulates numerous processes underlying biological function. Although many cellular components exhibit anomalous diffusion, only recently has the subdiffusive motion been associated with nonergodic…

This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…

Statistics Theory · Mathematics 2025-05-19 Yuzhong Cheng , Hiroki Masuda

We study the diffusion of a tracer particle, which moves in continuum space between a lattice of excluded volume, immobile non-inert obstacles. In particular, we analyse how the strength of the tracer-obstacle interactions and the volume…

Soft Condensed Matter · Physics 2014-12-24 Surya K. Ghosh , Andrey G. Cherstvy , Ralf Metzler

We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…

Statistical Mechanics · Physics 2009-11-10 J. M. Sancho , A. M. Lacasta , K. Lindenberg , I. M. Sokolov , A. H. Romero

We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…

Machine Learning · Computer Science 2026-05-04 Sai Niranjan Ramachandran , Manish Krishan Lal , Suvrit Sra

Most biochemical reactions in living cells rely on diffusive search for target molecules or regions in a heterogeneous overcrowded cytoplasmic medium. Rapid re-arrangements of the medium constantly change the effective diffusivity felt…

Statistical Mechanics · Physics 2019-11-13 Yann Lanoiselée , Nicolas Moutal , Denis S. Grebenkov

Surface-active molecules supplied from a particle fixed at the water surface create a spatial gradient of the molecule concentration, resulting in Marangoni convection. Convective flow transports the molecules far from the particle,…

Pattern Formation and Solitons · Physics 2018-04-05 Hiroyuki Kitahata , Natsuhiko Yoshinaga

In many physical systems, degrees of freedom are coupled \emph{via} hydrodynamic forces, even in the absence of Hamiltonian interactions. A particularly important and widespread example concerns the transport of microscopic particles in…

Soft Condensed Matter · Physics 2025-02-11 Juliette Lacherez , Maxime Lavaud , Yacine Amarouchene , David S. Dean , Thomas Salez

Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between…

Statistical Mechanics · Physics 2015-09-16 Andrea Cairoli , Adrian Baule

We study the interplay of pore-scale mixing and network-scale advection through heterogeneous porous media, and its role for the evolution and asymptotic behavior of hydrodynamic dispersion. In a Lagrangian framework, we identify three…

Fluid Dynamics · Physics 2021-04-28 Alexandre Puyguiraud , Philippe Gouze , Marco Dentz

Tracking experiments in dense biological tissues reveal a diversity of sources f or local energy injection at the cell scale. The effect of cell motility has been largely studied, but much less is known abo ut the effect of the observed…

Soft Condensed Matter · Physics 2017-11-29 Elsen Tjhung , Ludovic Berthier

In this paper, we develop an encounter-based model of partial surface adsorption for fractional diffusion in a bounded domain. We take the probability of adsorption to depend on the amount of particle-surface contact time, as specified by a…

Statistical Mechanics · Physics 2023-03-21 Paul C Bressloff

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai

We study the dispersion of bubble swarms rising in initially quiescent water using 3D Lagrangian tracking of deformable bubbles and tracer particles in an octagonal bubble column. First, we compare the dispersion inside bubble swarms with…

Diffusion barriers for a cluster of three water molecules on Pd(111) have been estimated from ab-initio Density Functional Theory. A model for the diffusion of the trimer based in rotations yields a simple explanation of why the cluster can…

Materials Science · Physics 2016-04-04 Victor A. Ranea , P. L. de Andres

Particles moving along curved trajectories will diffuse if the curvature fluctuates sufficiently in either magnitude or orientation. We consider particles moving at a constant speed with either a fixed or with a Gaussian distributed…

Soft Condensed Matter · Physics 2009-11-10 Andrew D. Rutenberg , Andrew J. Richardson , Claire J. Montgomery

We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…

Probability · Mathematics 2020-01-16 Eric Luçon , Wilhelm Stannat

Light diffusion is usually associated with thick, opaque media. Indeed, multiple scattering is necessary for the onset of the diffusive regime and such condition is generally not met in almost transparent media. Nonetheless, at long enough…