Related papers: A numerical method for solving snapping out Browni…
Brownian motion provides access to hydrodynamic properties of nanoscale objects independent of their optical resolvability. Here, we present a diffusion-based approach to infer effective particle size distributions of DNA-functionalized…
Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid…
In this paper, we propose an approach for simulating wall-bounded incompressible turbulent flows by integrating the technology of random vortex method with the core principles of large-eddy simulations (LES). In particular, we employ the…
Firstly, we compute the distribution function for the hitting time of a linear time-dependent boundary $t\mapsto a+bt,\ a\geq 0,\,b\in \R,$ by a reflecting Brownian motion. The main tool hereby is Doob's formula which gives the probability…
This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…
Wave propagation in a stratified fluid / porous medium is studied here using analytical and numerical methods. The semi-analytical method is based on an exact stiffness matrix method coupled with a matrix conditioning procedure, preventing…
We map the problem of diffusion in the quenched trap model onto a new stochastic process: Brownian motion which is terminated at the coverage "time" ${\cal S}_\alpha=\sum_{x=-\infty} ^\infty (n_x)^\alpha$ with $n_x$ being the number of…
Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in…
Spatiotemporal disorder has been recently associated to the occurrence of anomalous nonergodic diffusion of molecular components in biological systems, but the underlying microscopic mechanism is still unclear. We introduce a model in which…
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…
Recent diffusion probabilistic models (DPM) in the field of pansharpening have been gradually gaining attention and have achieved state-of-the-art (SOTA) performance. In this paper, we identify shortcomings in directly applying DPMs to the…
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…
We discuss a numerical method for convection-diffusion-reaction problems with a free boundary in 1D. The method is based on the numerical modelling of the interface evolution, the transformation to a fixed domain problem and the…
Chiral active Brownian particles (CABPs) are self-propelled agents with intrinsic rotational dynamics, giving rise to circular trajectories commonly observed in biological and synthetic microswimmers. Understanding how CABPs explore…
Particles confined to a single file, in a narrow quasi-one dimensional channel, exhibit a dynamic crossover from single file diffusion to Fickian diffusion as the channel radius increases and the particles can begin to pass each other. The…
We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like…
Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We…
This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…