Related papers: Renewal equations for single-particle diffusion th…
We consider subdiffusion of a particle in a one-dimensional system with a thin partially permeable wall. Passing through the wall, the particle can be absorbed with a certain probability. We call such a wall partially permeable partially…
In this paper, we obtain an explicit representation of the transition density of the one-dimensional skew Brownian motion with (a constant drift and) two semipermeable barriers. Moreover we propose a rejection method to simulate this…
In this paper, we investigate the effects of stochastic resetting on diffusion in $\R^d\backslash \calU$, where $\calU$ is a bounded obstacle with a partially absorbing surface $\partial \calU$. We begin by considering a Robin boundary…
A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…
The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…
We propose a theoretical approach to estimate the permeability coefficient of substrates (permeants) for crossing membranes from donor (D) phase to acceptor (A) phase by means of molecular dynamics (MD) simulation. A fundamental aspect of…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
We extend to Markov-modulated Brownian motion (MMBM) the renewal approach which has been successfully applied to the analysis of Markov-modulated fluid models. It has recently been shown that MMBM may be expressed as the limit of a…
In this paper we present analytical and random walk based solutions to diffusion in semi-permeable layered media with varying diffusivity. We propose a new random walk transit model (hybrid model) based on treating the membrane permeability…
In this paper, we describe a novel application of sigma-point methods to continuous-discrete filtering. In principle, the nonlinear continuous- discrete filtering problem can be solved exactly. In practice, the solution contains terms that…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
A dilute suspension of active Brownian particles in a dense compressible viscoelastic fluid, forms a natural setting to study the emergence of nonreciprocity during a dynamical phase transition. At these densities, the transport of active…
We propose a formulation of an absorbing boundary for a quantum particle. The formulation is based on a Feynman-type integral over trajectories that are confined by the absorbing boundary. Trajectories that reach the absorbing wall are…
A quantitative model of the mobility of functionalized particles at the interface is pivotal to understanding important systems in biology and nanotechnology. In this work, we investigate the emerging dynamics of particles anchored through…
We develop an age-structured hydrodynamic (HD) theory which describes the collective behavior of $N\gg 1$ anomalously diffusing particles under stochastic renewal resetting. The theory treats the age of a particle -- the time since its last…
In this paper we develop an encounter-based model of reaction-subdiffusion in a domain $\Omega$ with a partially absorbing interior trap $\calU\subset \Omega$. We assume that the particle can freely enter and exit $\calU$, but is only…
Diffusion bridge models establish probabilistic paths between arbitrary paired distributions and exhibit great potential for universal image restoration. Most existing methods merely treat them as simple variants of stochastic interpolants,…
We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…
We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…