Related papers: Diffusion with stochastic resetting screened by a …
We study several lattice random walk models with stochastic resetting to previously visited sites which exhibit a phase transition between an anomalous diffusive regime and a localization regime where diffusion is suppressed. The localized…
In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical reasons, one has to time-discretize the diffusion process which…
We investigate a stochastic search process in one, two, and three dimensions in which $N$ diffusing searchers that all start at $x_0$ seek a target at the origin. Each of the searchers is also reset to its starting point, either with rate…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…
We investigate a stochastic process consisting of a two-dimensional particle with anisotropic diffusion, mortality rate and a drift velocity, in the presence of an absorbing boundary. After the particle has encountered the boundary, the…
Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…
Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…
Energy carrier transport and recombination in emerging semiconductors can be directly monitored with optical microscopy, leading to the measurement of the diffusion coefficient (D), a critical property for design of efficient optoelectronic…
The calculation of the diffusion-controlled reaction rate for partially absorbing, non-spherical boundaries presents a formidable problem of broad relevance. In this paper we take the reference case of a spherical boundary and work out a…
We give a geometrically exact treatment of percolation through voids around assemblies of randomly placed impermeable barrier particles, introducing a computationally inexpensive approach to finding critical barrier density thresholds…
In purely normal elastic rough surface contact problems, Persson's theory of contact shows that the evolution of the probability density function (PDF) of contact pressure with the magnification is governed by a diffusion equation. However,…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
We present an analytical study of the time dependent diffusion coefficient in a dilute suspension of spheres with partially absorbing boundary condition. Following Kirkpatrick (J. Chem. Phys. 76, 4255) we obtain a perturbative expansion for…
There are a wide range of first passage time (FPT) problems in the physical and life sciences that can be modelled in terms of a Brownian particle binding to a reactive surface (absorption). However, prior to absorption, the particle may…
In this work we consider a stochastic movement process with random resets to the origin followed by a random residence time there before the walker restarts its motion. First, we study the transport properties of the walker, we derive an…
We show that propagation speeds in invasion processes modeled by reaction-diffusion systems are determined by marginal spectral stability conditions, as predicted by the marginal stability conjecture. This conjecture was recently settled in…
This study examines the dynamics of a tracer particle diffusing in a nonequilibrium medium under stochastic resetting. The nonequilibrium state is induced by harmonic coupling between the tracer and bath particles, generating memory effects…
The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…
One of the most compelling features of global discrete diffusion language models is their global bidirectional contextual capability. However, existing block-based diffusion studies tend to introduce autoregressive priors, which, while…