Related papers: Statistics of diffusive encounters with a small ta…
We study simple diffusion where a particle stochastically resets to its initial position at a constant rate r. A finite resetting rate leads to a nonequilibrium stationary state with non-Gaussian fluctuations for the particle position. We…
In many physical situations, there appears the problem of reaching a single target that is spatially distributed. Here we analyse how stochastic resetting, also spatially distributed, can be used to improve the search process when the…
We consider a problem of finding a target located in a finite $d$-dimensional domain, using $N$ independent random walkers, when partial information on the target location is given as a probability distribution. When $N$ is large, the…
Small target detection is inherently challenging due to the minimal size, lack of distinctive features, and the presence of complex backgrounds. Heavy noise further complicates the task by both obscuring and imitating the target appearance.…
In 1977 Berg & Purcell published a landmark paper entitled "Physics of Chemoreception" which examined how a bacterium can sense a chemical attractant in the fluid surrounding it. At small scales the attractant molecules move by Brownian…
We study the problem of a target search by a Brownian particle subject to stochastic resetting to a pair of sites. The mean search time is minimized by an optimal resetting rate which does not vary smoothly, in contrast with the well-known…
Target tracking represents a state estimation problem recurrent in many practical scenarios like air traffic control, autonomous vehicles, marine radar surveillance and so on. In a Bayesian perspective, when phenomena like clutter are…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
Many physical processes depend on the time it takes a diffusing particle to find a target. Though this classical quantity is now well-understood in various scenarios, little is known if the diffusivity depends on the location of the…
We analyze velocity-jump process models of persistent search for a single target on a bounded domain. The searcher proceeds along ballistic trajectories and is absorbed upon collision with the target boundary. When reaching the domain…
We consider a minimal model of persistent random searcher with short range memory. We calculate exactly for such searcher the mean first-passage time to a target in a bounded domain and find that it admits a non trivial minimum as function…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…
Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…
A random search of a partially absorbing target by a run-and-tumble particle in a confined one-dimensional space is investigated. We analytically obtain the mean searching time, which shows a non-monotonic behavior as a function of the…
We employ a general spectral approach based on the Steklov eigenbasis to describe imperfect diffusion-controlled reactions on bounded reactive targets in three dimensions. The steady-state concentration and the total diffusive flux onto the…
We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion. To…
We address the problem of random search for a target in an environment with space-dependent diffusion coefficient $D(x)$. From a general form of the diffusion differential operator that includes It\^o, Stratonovich, and…
We analyze the emergence of diffractive focusing in the transition from discrete to continuous space-time variables. Three types of dynamical equations are studied in a top-to-bottom approach, starting with the most general system. First we…
Cellular networks are often composed of thin tubules connecting much larger node compartments. These structures serve for active or diffusion transport of proteins. Examples are glial networks in the brain, the endoplasmic reticulum in…