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We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
Projects are finite terminating endeavors with distinctive outcomes, usually, occurring under transient conditions. Nevertheless, most estimation, planning, and scheduling approaches overlook the dynamics of project-based systems in…
A one-dimensional model on a line of the length L is investigated, which involves particle diffusion as well as single particle annihilation. There are also creation and annihilation at the boundaries. The static and dynamical behaviors of…
We study diffusion-controlled processes in nonequilibrium steady states, where standard rate theory assumptions break down. Using transition path theory, we generalize the relations between reactive probability fluxes and measures of the…
Monte Carlo simulation is used to study the dynamical crossover from single file diffusion to normal diffusion in fluids confined to narrow channels. We show that the long time diffusion coefficients for a series of systems involving hard…
We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…
A method-of-moments scheme is invoked to compute the asymptotic, long-time mean (or composite) velocity and dispersivity (effective diffusivity) of a two-state particle undergoing one-dimensional convective-diffusive motion accompanied by a…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
In this paper we study a storage process or a liquid queue in which the input process is the local time of a positively recurrent stationary diffusion in stationary state and the potential output takes place with a constant deterministic…
A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…
Waiting time is an important transport quantity that is complementary to average current and its fluctuation. So far all the studies of waiting time distribution (WTD) are limited to steady state transport (either dc or ac). In this work,…
In principle, the generalized master equation can be used to efficiently compute the macroscopic first passage time (FPT) distribution of a complex stochastic system from short-term microscopic simulation data. However, computing its…
By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…
Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…
Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…
This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the…
A reaction-diffusion equation is studied in a time-dependent interval whose length varies with time. The reaction term is either linear or of KPP type. On a fixed interval, it is well-known that if the length is less than a certain critical…
This paper introduces the use of statistical distributions based on transport differential equations for clear distinction of transport modes within transient kinetic experiments. More specifically,novel techniques are developed for the…