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Many physical, chemical, and biological systems depend on the first passage time (FPT) of a diffusive searcher to a target. Typically, this FPT is much slower than the characteristic diffusion timescale. For example, this is the case if the…

Probability · Mathematics 2020-10-26 Jacob B. Madrid , Sean D. Lawley

Diffusion models over discrete spaces have recently shown striking empirical success, yet their theoretical foundations remain incomplete. In this paper, we study the sampling efficiency of score-based discrete diffusion models under a…

Machine Learning · Computer Science 2026-02-17 Daniil Dmitriev , Zhihan Huang , Yuting Wei

Let $a\in\mathbb{R}$ denote an unknown stationary target with a known distribution $\mu\in\mathcal{P(\mathbb{R}})$, the space of probability measures on $\mathbb{R}$. A diffusive searcher $X(\cdot)$ sets out from the origin to locate the…

Probability · Mathematics 2018-05-02 Ross G. Pinsky

We study the effect of spatially-varying potential and diffusivity on the dispersion of a tracer particle in single-file diffusion. Non-interacting particles in such a system exhibit normal diffusion at late times, which is characterised by…

Statistical Mechanics · Physics 2025-09-15 Benjamin Sorkin , David S. Dean

Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…

Statistical Mechanics · Physics 2022-06-29 Subhajit Acharya , Biman Bagchi

The dynamics of dispersal-structured populations, consisting of competing individuals that are characterized by different diffusion coefficients but are otherwise identical, is investigated. Competition is taken into account through…

Biological Physics · Physics 2020-04-15 E. Heinsalu , D. Navidad Maeso , M. Patriarca

In this work, we study an inverse problem of recovering a space-time dependent diffusion coefficient in the subdiffusion model from the distributed observation, where the mathematical model involves a Djrbashian-Caputo fractional derivative…

Numerical Analysis · Mathematics 2022-09-23 Bangti Jin , Zhi Zhou

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

Chaotic Dynamics · Physics 2009-11-07 R. Klages

We consider a stochastic search model with resetting for an unknown stationary target $a\in\mathbb{R}^d,\ d\ge1$, with known distribution $\mu$. The searcher begins at the origin and performs Brownian motion with diffusion coefficient $D$.…

Probability · Mathematics 2022-11-23 Ross G. Pinsky

We study an individual-based model in which two spatially-distributed species, characterized by different diffusivities, compete for resources. We consider three different ecological settings. In the first, diffusing faster has a cost in…

Populations and Evolution · Quantitative Biology 2016-01-27 Simone Pigolotti , Roberto Benzi

We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{\alpha -1}$ with $\alpha > 0$ (scaled Brownian motion) is stochastically reset to its initial position,…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

The first passage search of a diffusing target (prey) by multiple searchers (predators) in confinement is an important problem in the stochastic process literature. While the analogous problem in open space has been studied in some details,…

Statistical Mechanics · Physics 2021-01-04 Indrani Nayak , Amitabha Nandi , Dibyendu Das

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

Statistical Mechanics · Physics 2020-10-07 L. Lugosi , T. Kovács

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…

Statistical Mechanics · Physics 2022-08-17 Sunghan Ro , Yong Woon Kim

Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…

Probability · Mathematics 2020-12-29 Lea Popovic , Liam Peuckert

This paper investigates score-based diffusion models when the underlying target distribution is concentrated on or near low-dimensional manifolds within the higher-dimensional space in which they formally reside, a common characteristic of…

Machine Learning · Computer Science 2025-01-03 Gen Li , Yuling Yan

In this paper we use asymptotic analysis to determine the steady-state mean number of resources in each of $N$ small interior targets within a three-dimensional bounded domain. The accumulation of resources is based on multiple rounds of…

Statistical Mechanics · Physics 2020-10-26 Paul C. Bressloff

The single-file problem of N particles in one spatial dimension is analyzed, when each particle has a randomly distributed diffusion constant D sampled in a density $\rho(D)$. The averaged one-particle distributions of the edge particles…

Statistical Mechanics · Physics 2009-10-31 Claude Aslangul

A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…

Statistical Mechanics · Physics 2019-01-30 V. Sposini , A. V. Chechkin , R. Metzler

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov