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We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…

Probability · Mathematics 2007-06-20 Antonio Di Crescenzo , Elvira Di Nardo , Luigi M. Ricciardi

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…

Dynamical Systems · Mathematics 2025-05-30 Cecilia González-Tokman , Joshua Peters

Diffusion models have emerged from various theoretical and methodological perspectives, each offering unique insights into their underlying principles. In this work, we provide an overview of the most prominent approaches, drawing attention…

Machine Learning · Computer Science 2024-09-04 Solveig Klepper

Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…

Statistical Mechanics · Physics 2019-07-24 Stefano Bo , Falko Schmidt , Ralf Eichhorn , Giovanni Volpe

An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…

Probability · Mathematics 2015-08-24 Zsolt Pajor-Gyulai , Michael Salins

We study molecular diffusion in linear nanopores with different types of roughness in the so-called Knudsen regime. Knudsen diffusion represents the limiting case of molecular diffusion in pores, where mutual encounters of the molecules…

Disordered Systems and Neural Networks · Physics 2007-05-23 S. Zschiegner , S. Russ , A. Bunde , J. Kärger

This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…

Machine Learning · Computer Science 2019-02-05 Y. Yu , H. Zhao , R. C. de Lamare , Y. Zakharov , L. Lu

We study the process of information dispersal in a network with communication errors and local error-correction. Specifically we consider a simple model where a single bit of information initially known to a single source is dispersed…

Social and Information Networks · Computer Science 2021-07-15 Omri Ben-Eliezer , Elchanan Mossel , Madhu Sudan

We theoretically describe how weak signals may be efficiently transmitted throughout more than one frequency range in noisy excitable media by kind of stochastic multiresonance. This serves us here to reinterpret recent experiments in…

Data Analysis, Statistics and Probability · Physics 2015-05-27 J. J. Torres , J. Marro , J. F. Mejias

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

This work proposes a two-dimensional electrophysiological model for describing neuronal responses to external electric stimuli under patch-clamped conditions. Our proposed model successfully captures the key features of the Hodgkin-Huxley…

Neurons and Cognition · Quantitative Biology 2023-12-13 Lízia Maria Gonçalves Branco , Rui Manuel Agostinho Dilão

Demixing of binary fluids subjected to slow temperature ramps shows repeated waves of nucleation which arise as a consequence of the competition between generation of supersaturation by the temperature ramp and relaxation of supersaturation…

Statistical Mechanics · Physics 2012-10-16 Izabella J. Benczik , Jürgen Vollmer

In this paper, we consider a random network such that there could be a link between any two nodes in the network with a certain probability (plink). Diffusion is the phenomenon of spreading information throughout the network, starting from…

Social and Information Networks · Computer Science 2015-11-23 Natarajan Meghanathan

We consider noise-assisted spike propagation in myelinated axons within a multi-compartment stochastic Hodgkin-Huxley model. The noise originates from a finite number of ion channels in each node of Ranvier. For the subthreshold internodal…

Neurons and Cognition · Quantitative Biology 2009-11-13 Anna Ochab-Marcinek , Gerhard Schmid , Igor Goychuk , Peter Hänggi

In this paper, we analyze the effects of random sampling on adaptive diffusion networks. These networks consist in a collection of nodes that can measure and process data, and that can communicate with each other to pursue a common goal of…

Signal Processing · Electrical Eng. & Systems 2024-03-27 Daniel G. Tiglea , Renato Candido , Magno T. M. Silva

The paper is devoted to the spreading of a message within the random graph evolving by the Norros-Reittu preferential attachment model. The latter model forms random Poissonian numbers of edges between newly added nodes and existing ones.…

Statistics Theory · Mathematics 2025-05-16 N. M. Markovich , D. V. Osipov

The problem of transport through nanochannels is one of the major questions in cell biology, with a wide range of applications. Brownian ratchets are fundamental in various biochemical processes, and are roughly divided into two categories:…

Soft Condensed Matter · Physics 2013-07-24 Anna Lappala , Alessio Zaccone , Eugene M. Terentjev

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

We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…

Statistical Mechanics · Physics 2014-12-11 Giuseppe Forte , Fabio Cecconi , Angelo Vulpiani

The origins of the large differences observed to the rates with which the diverse particles are conveyed along axonal microtubules are still a matter of debate in the literature. There is evidence that certain neurodegenerative diseases may…

Subcellular Processes · Quantitative Biology 2020-09-30 Alexandre Y. C. Cho , Victor R. C. M. Roque , Carla Goldman
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