Related papers: A probabilistic model of diffusion through a semi-…
In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual $\Gamma_2$ curvature of Bakry and Emery in the…
We study the paraxial wave equation with a randomly perturbed index of refraction, which can model the propagation of a wave beam in a turbulent medium. The random perturbation is a stationary and isotropic process with a general form of…
While it is very common to model diffusion as a random walk by assuming memorylessness of the trajectory and diffusive step lengths, these assumptions can lead to significant errors. This paper describes the extent to which a physical…
We study an asymmetric simple exclusion process in a strip in the presence of a solid impenetrable barrier. We focus on the effect of the barrier on the residence time of the particles, namely, the typical time needed by the particles to…
The dynamics of a tracer molecule near a fluid membrane is investigated, with particular emphasis given to the interplay between the instantaneous position of the particle and membrane fluctuations. It is found that hydrodynamic…
Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…
During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…
In this article integro-differential Volterra equations whose convolution kernel depends on the vector variable are considered and a connection of these equations with a class of semi-Markov processes is established. The variable order…
The transport of self-propelled particles such as bacteria and phoretic swimmers through crowded heterogeneous environments is relevant to many natural and engineering processes, from biofilm formation and contamination processes to…
We consider a one-dimensional Brownian motion with diffusion coefficient $D$ in the presence of $n$ partially absorbing traps with intensity $\beta$, separated by a distance $L$ and evenly spaced around the initial position of the particle.…
Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant…
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We examine the conditions under which a $d$--dimensional simple random walk in a symmetric random media converges to a Brownian motion. For…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by the exponentiation of a correlated fractional Brownian motion. Due to the mixed nature of driving Brownian and fractional Brownian motions,…
We study the mean velocity and diffusion constant in three related models of molecular Brownian ratchets. Brownian ratchets can be used to describe translocation of biopolymers like DNA through nanopores in cells in the presence of…
We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…
We consider the branching random walk in random environment with a random absorption wall. When we add this barrier, we discuss some topics related to the survival probability. We assume that the random environment is i.i.d., $S_i$ is a…
Aggregation and fragmentation of single molecules in the cell environment lead to a spectrum of diffusivities and to statistical laws of movement very different from typical Brownian motion. Current models of intracellular transport do not…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…