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The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…

Physics Education · Physics 2025-09-15 Luiz Antonio Barreiro

Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…

Statistical Mechanics · Physics 2022-08-31 Przemyslaw Chelminiak

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

In order to characterize the mechanisms governing the diffusion of particles in biological scenarios, it is essential to accurately determine their diffusive properties. To do so, we propose a machine learning method to characterize…

Soft Condensed Matter · Physics 2023-11-29 Borja Requena , Sergi Masó , Joan Bertran , Maciej Lewenstein , Carlo Manzo , Gorka Muñoz-Gil

Diffusion models have garnered significant attention since they can effectively learn complex multivariate Gaussian distributions, resulting in diverse, high-quality outcomes. They introduce Gaussian noise into training data and reconstruct…

Computer Vision and Pattern Recognition · Computer Science 2023-12-27 Vidya Prasad , Chen Zhu-Tian , Anna Vilanova , Hanspeter Pfister , Nicola Pezzotti , Hendrik Strobelt

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…

Statistical Mechanics · Physics 2019-04-01 Arnab Pal , V. V. Prasad

Applications of first passage times in stochastic processes arise across a wide range of length and time scales in biological settings. After an initial technical overview, we survey representative applications and their corresponding…

Statistical Mechanics · Physics 2026-05-12 Tom Chou , Maria R. D'Orsogna

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

Diffusive molecular dynamics is a novel model for materials with atomistic resolution that can reach diffusive time scales. The main ideas of diffusive molecular dynamics are to first minimize an approximate variational Gaussian free energy…

Numerical Analysis · Mathematics 2015-06-09 Gideon Simpson , Mitchell Luskin , David J. Srolovitz

Reaction-diffusion equations are one of the most common mathematical models in the natural sciences and are used to model systems that combine reactions with diffusive motion. However, rather than normal diffusion, anomalous subdiffusion is…

Statistical Mechanics · Physics 2021-04-23 Amanda M Alexander , Sean D Lawley

Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…

Probability · Mathematics 2013-12-20 Shiqi Song

Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…

Probability · Mathematics 2007-05-23 G. Sh. Tsitsiashvili , A. E. Yashin

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

Soft Condensed Matter · Physics 2010-11-22 Janne Juntunen , Juha Merikoski

Motivated by recent experiments, the theoretical study of wave propagation in time varying materials is of current interest. Although significant in nearly all such experiments, material dispersion is commonly neglected in theoretical…

Optics · Physics 2025-11-25 Bryce Dixon , Calvin M. Hooper , Ian R. Hooper , Simon A. R. Horsley

First passage percolation on $\mathbb{Z}^2$ is a model for describing the spread of an infection on the sites of the square lattice. The infection is spread via nearest neighbor sites and the time dynamic is specified by random passage…

Probability · Mathematics 2014-12-19 Sven Erick Alm , Maria Deijfen

We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…

Statistical Mechanics · Physics 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi

An exactly solvable reaction-diffusion model consisting of first-class particles in the presence of a single second-class particle is introduced on a one-dimensional lattice with periodic boundary condition. The number of first-class…

Statistical Mechanics · Physics 2009-11-13 F H Jafarpour , B Ghavami

We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…

Statistical Mechanics · Physics 2021-10-14 Denis S. Grebenkov