Related papers: Efficiency of random search with space-dependent d…
In 2006 (J. Differential Equ.), Lou proved that, once the intrinsic growth rate $r$ in the logistic model is proportional to the spatially heterogeneous carrying capacity $K$ ($r=K^1$), the total population under the regular diffusion…
The use of stochastic differential equations in multi-objective optimization has been limited, in practice, by two persistent gaps: incomplete stability analyses and the absence of accessible implementations. We revisit a drift--diffusion…
In this work we investigate an inverse problem of identifying a spatially variable order in the one-dimensional subdiffusion model from the boundary flux measurement. The model involves a generalized Caputo derivative in time, and arises in…
This article is accepted for publication in the "Annals I.H.P. Prob. & Stat.". We investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T') of the discrete setting, cf.…
We investigate a stochastic search process in one, two, and three dimensions in which $N$ diffusing searchers that all start at $x_0$ seek a target at the origin. Each of the searchers is also reset to its starting point, either with rate…
Recent developments in offline reinforcement learning have uncovered the immense potential of diffusion modeling, which excels at representing heterogeneous behavior policies. However, sampling from diffusion policies is considerably slow…
Recent advances in diffusion and flow matching models have highlighted a shift in the preferred prediction target -- moving from noise ($\varepsilon$) and velocity (v) to direct data (x) prediction -- particularly in high-dimensional…
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 investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
We consider a mutation-selection model of a population structured by the spatial variables and a trait variable which is the diffusion rate. Competition for resource is local in spatial variables, but nonlocal in the trait variable. We…
We consider properties of one-dimensional diffusive dichotomous flow and discuss effects of resonant activation in the presence of statistically independent random resetting mechanism. Resonant activation and stochastic resetting are two…
Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…
Starting from a master equation in a quantum Hamiltonian form and a coupling to a heat bath we derive an evolution equation for a collective hopping process under the influence of a stochastic energy landscape. There results different…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
The study of diffusion with preferential returns to places visited in the past has attracted an increased attention in recent years. In these highly non-Markov processes, a standard diffusive particle intermittently resets at a given rate…
We study the target searching on the DNA for proteins in the presence of non-constant drift and non-Gaussian $\alpha$-stable L\'evy fluctuations. The target searching is realized by the facilitated diffusion process. The existing works are…
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…
In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…
Resetting has been shown to reduce the completion time for a stochastic process, such as the first passage time for a diffusive searcher to find a target. The time between two consecutive resetting events is drawn from a waiting time…