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We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
We present here a model for multivalent diffusive transport whereby a central point-like hub is coupled to multiple feet, which bind to complementary sites on a two-dimensional landscape. The available number of binding interactions is…
With a view to statistical inference for discretely observed diffusion models, we propose simple methods of simulating diffusion bridges, approximately and exactly. Diffusion bridge simulation plays a fundamental role in likelihood and…
From footpaths to flight routes, human mobility networks facilitate the spread of communicable diseases. Control and elimination efforts depend on characterizing these networks in terms of connections and flux rates of individuals between…
Experiments on particles' motion in living cells show that it is often subdiffusive. This subdiffusion may be due to trapping, percolation-like structures, or viscoelatic behavior of the medium. While the models based on trapping (leading…
Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…
Diffusion limits of MCMC methods in high dimensions provide a useful theoretical tool for studying computational complexity. In particular, they lead directly to precise estimates of the number of steps required to explore the target…
We develop a multiscale simulation model for diffusion of solutes through porous triblock copolymer membranes. The approach combines two techniques: self-consistent field theory (SCFT) to predict the structure of the self-assembled,…
Sediment transport over an erodible sediment bed is studied by particle resolved simulations with a hybrid parallel approach. To overcome the challenges of load imbalance in the traditional domain decomposition method when encountering…
It is possible to discuss the propagation of an electronic current through certain layered nanostructures modeling them as a collection of random one-dimensional interfaces, through which a coherent signal can be transmitted or reflected…
Visual traversability estimation is critical for autonomous navigation, but existing VLM-based methods rely on hand-crafted prompts, generalize poorly across embodiments, and output only traversability maps, leaving trajectory generation to…
In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of…
We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Biological, physical, medical, and numerical applications involving membrane problems on different scales are numerous. We propose an extension of the standard Turing theory to the case of two domains separated by a permeable membrane. To…
Using a continuum bead-spring Monte Carlo model, we study the anomalous diffusion dynamics of a self-avoiding tethered membrane by means of extensive computer simulations. We focus on the subdiffusive stochastic motion of the membrane's…
Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…
This work presents a hierarchical model for solute transport in bounded layered porous media with random permeability. The model generalizes the Taylor-Aris dispersion theory to stochastic transport in random layered porous media with a…
The phenomenology of turbulent relative dispersion is revisited. A heuristic scenario is proposed, in which pairs of tracers undergo a succession of independent ballistic separations during time intervals whose lengths fluctuate. This…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…