Related papers: Diffusion in a partially absorbing medium with pos…
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…
In this paper we develop a probabilistic model of single-particle diffusion in 1D multi-layered media by constructing a multi-layered version of so-called snapping out Brownian motion (BM). The latter sews together successive rounds of…
We study the first-passage time to the origin of a mortal Brownian particle, with mortality rate $ \mu $, diffusing in one dimension. The particle starts its motion from $ x>0 $ and it is subject to stochastic resetting with constant rate $…
Nonequilibrium behaviors of positional order are discussed based on diffusion processes in particle systems. With the cumulant expansion method up to the second order, we obtain a relation between the positional order parameter $\Psi$ and…
We study the statistical properties of first-passage time functionals of a one dimensional Brownian motion in the presence of stochastic resetting. A first-passage functional is defined as $V=\int_0^{t_f} Z[x(\tau)]$ where $t_f$ is the…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation and filtration processes.…
We consider a system of non-interacting particles on a line with initial positions distributed uniformly with density $\rho$ on the negative half-line. We consider two different models: (i) each particle performs independent Brownian motion…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…
Models of fractal growth commonly consider particles diffusing in a medium and that stick irreversibly to the forming aggregate when making contact for the first time. As shown by the well-known diffusion limited aggregation (DLA) model and…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…
The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…
We revisit the work of Dhar and Majumdar [Phys. Rev. E 59, 6413 (1999)] on the limiting distribution of the temporal mean $M_{t}=t^{-1}\int_{0}^{t}du \sign y_{u}$, for a Gaussian Markovian process $y_{t}$ depending on a parameter $\alpha $,…
We study a two state ``jumping diffusivity'' model for a Brownian process alternating between two different diffusion constants, $D_{+}>D_{-}$, with random waiting times in both states whose distribution is rather general. In the limit of…
We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…
This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…
We analyze the mean time t_{app} that a randomly moving particle spends in a bounded domain (sphere) before it escapes through a small window in the domain's boundary. A particle is assumed to diffuse freely in the bulk until it approaches…
In this work we establish a link between two different phenomena that were studied in a large and growing number of biological, composite and soft media: the diffusion in compartmentalized environment and the Brownian yet non-Gaussian…