Related papers: Renewal equations for single-particle diffusion th…
Renewal-anomalous-heterogeneous files are solved. A simple file is made of Brownian hard spheres that diffuse stochastically in an effective 1D channel. Generally, Brownian files are heterogeneous: the spheres' diffusion coefficients are…
We consider the random deposition of objects of variable width and height over a line. The successive additions of these structures create a random interface. We focus on the regime of heavy tailed distributions of the structure width. When…
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…
Non-Markovian processes can often be turned Markovian by enlarging the set of variables. Here we show, by an explicit construction, how this can be done for the dynamics of a Brownian particle obeying the generalized Langevin equation.…
We introduce the first continuous-time score-based generative model that leverages fractional diffusion processes for its underlying dynamics. Although diffusion models have excelled at capturing data distributions, they still suffer from…
Hypothesis: A broad range of phenomena, such as emulsification and emulsion stability, foam formation or liquid evaporation, are closely related to the dynamics of adsorbing colloidal particles. Elucidation of the mechanisms implied is key…
In this paper, we present an analytical model for a diffusive molecular communication (MC) system with a reversible adsorption receiver in a fluid environment. The time-varying spatial distribution of the information molecules under the…
The effect of partial absorption on a diffusive particle which stochastically resets its position with a finite rate $r$ is considered. The particle is absorbed by a target at the origin with absorption `velocity' $a$; as the velocity $a$…
The permeability of certain polymer membranes with impenetrable nanoinclusions increases with the particle volume fraction (Merkel et al., Science, 296, 2002). This intriguing observation contradicts even qualitative expectations based on…
We investigate numerically, using the bond-fluctuation model, the adsorption of many random AB--copolymers with excluded volume interactions at the interface between two solvents. We find two regimes, controlled by the total number of…
This work gives sufficient conditions for uniqueness in law of semimartingale, obliquely reflecting Brownian motion in a nonpolyhedral, piecewise ${\cal C}^2$ cone, with radially constant, Lipschitz continuous direction of reflection on…
In this paper we propose and validate a multiscale model for the description of particle diffusion in presence of trapping boundaries. We start from a drift-diffusion equation in which the drift term describes the effect of bubble traps,…
Two models for quantum Brownian motion - the Oscillator Bath (OB) model and the Random-Band-Matrix (RBM) model - are compared and a relation between the spectral density function I(w) and the variance (Vab)^2 is established. The extension…
We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…
In many biological systems, the movement of individual agents is commonly characterized as having multiple qualitatively distinct behaviors that arise from various biophysical states. This is true for vesicles in intracellular transport,…
Fractional Brownian motion (fBm) is a ubiquitous diffusion process in which the memory effects of the stochastic transport result in the mean squared particle displacement following a power law, $\langle {\Delta r}^2 \rangle \sim…
The radiation (reaction, Robin) boundary condition for the continuum diffusion equation is widely used in chemical and biological applications to express reactive boundaries. The underlying trajectories of the diffusing particles are…
We investigate the first passage properties of a Brownian particle diffusing freely inside a $d$-dimensional sphere with absorbing spherical surface subject to stochastic resetting. We derive the mean time to absorption (MTA) as functions…
Schrodinger Bridges (SBs) are diffusion processes that steer, in finite time, a given initial distribution to another final one while minimizing a suitable cost functional. Although various methods for computing SBs have recently been…
Motivated by nanoscale growth of ultra-thin films, we study a model of deposition, on an interval substrate, of particles that perform Brownian motions until any two meet, when they nucleate to form a static island, which acts as an…