Related papers: Statistics of diffusive encounters with a small ta…
In this paper, we study a simple model of a diffusive particle on a line, undergoing a stochastic resetting with rate $r$, via rescaling its current position by a factor $a$, which can be either positive or negative. For $|a|<1$, the…
Distributed algorithms, particularly Diffusion Least Mean Square, are widely favored for their reliability, robustness, and fast convergence in various industries. However, limited observability of the target can compromise the integrity of…
In this paper we analyze the narrow capture problem for a single Brownian particle diffusing in a three-dimensional (3D) bounded domain containing a set of small, spherical traps. The boundary surface of each trap is taken to be a…
We use a deterministic particle method to produce numerical approximations to the solutions of an evolution cross-diffusion problem for two populations. According to the values of the diffusion parameters related to the intra and…
The general, multidimensional barrier crossing problem for diffusive processes under the action of conservative forces is studied with the goal of developing tractable approximations. Particular attention is given to the effect of different…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
We analyze a reaction coefficient identification problem for the spectral fractional powers of a symmetric, coercive, linear, elliptic, second-order operator in a bounded domain $\Omega$. We realize fractional diffusion as the…
The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…
Stochastic resetting has attracted significant attention in recent years due to its wide-ranging applications across physics, biology, and search processes. In most existing studies, however, resetting events are governed by an external…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…
We use a diffuse interface method for solving Poisson's equation with a Dirichlet condition on an embedded curved interface. The resulting diffuse interface problem is identified as a standard Dirichlet problem on approximating regular…
First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…
A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation,…
We calculate the survival probability of an immobile target surrounded by a sea of uncorrelated diffusive or subdiffusive evanescent traps, i.e., traps that disappear in the course of their motion. Our calculation is based on a fractional…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
This work focuses on the development of an analytical framework to study a diffusion-assisted molecular communication-based network of nano-machines (NMs) with a clustered initial deployment to detect a target in a three-dimensional (3D)…
We develop a computational approach to locate the source of a steady-state gradient of diffusing particles from the fluxes through narrow windows distributed either on the boundary of a three dimensional half-space or on a sphere. This…
The properties of a particle diffusing on a one-dimensional lattice where at each site a random barrier and a random trap act simultaneously on the particle are investigated by numerical and analytical techniques. The combined effect of…
The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…