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Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
Biomolecular condensates organize biochemical processes by spatially concentrating molecules while allowing for dynamic exchange with their surroundings. However, transport across their interface can be strongly attenuated, leading to…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient $D(t)\sim t^{\alpha-1}$, $\alpha>0$ (scaled Brownian motion), is stochastically reset to its initial position and…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
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…
We investigate the impact of intermittent energy injections on a Brownian particle, modeled as stochastic renewals of its kinetic energy to a fixed value. Between renewals, the particle follows standard underdamped Langevin dynamics. For…
In this paper we develop a hybrid version of the encounter-based approach to diffusion-mediated absorption at a reactive surface, which takes into account stochastic switching of a diffusing particle's conformational state. For simplicity,…
In this paper we consider diffusion in a domain $\Omega$ containing a partially absorbing target $\calM$ with position and occupation time resetting. The occupation time $A_t$ is a Brownian functional that determines the amount of time that…
Active matter concerns the self-organization of energy consuming elements such as motile bacteria or self-propelled colloids. A canonical example is an active Brownian particle (ABP) that moves at constant speed while its direction of…
The derivation of suitable analytical models is an important step for the design and analysis of molecular communication systems. However, many existing models have limited applicability in practical scenarios due to various simplifications…
A probabilistic framework for studying single-particle diffusion in partially absorbing media has recently been developed in terms of an encounter-based approach. The latter computes the joint probability density (generalized propagator)…
The emerging field of stochastic thermodynamics extends classical ideas of entropy, heat and work to non-equilibrium systems. One notable finding is that the second law of thermodynamics typically only holds after taking appropriate…
We present Fractional Diffusion Bridge Models (FDBM), a novel generative diffusion bridge framework driven by an approximation of the rich and non-Markovian fractional Brownian motion (fBM). Real stochastic processes exhibit a degree of…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…
We study the Brownian motion of an assembly of mobile inclusions embedded in a fluid membrane. The motion includes the dispersal of the assembly, accompanied by the diffusion of its center of mass. Usually, the former process is much faster…
How many times a diffusing molecule can permeate across a membrane or be adsorbed on a substrate? We employ the encounter-based approach to find the statistics of adsorption or permeation events for molecular diffusion in a general…
We investigate the wetting transitions displayed by the collection of active Brownian particles (ABPs) confined within rigid, impenetrable, flat walls. In our computational study using Brownian dynamics simulations, the wall-particle…
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…