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In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…

Statistical Mechanics · Physics 2020-12-08 Carlos A. Plata , Deepak Gupta , Sandro Azaele

Recurrent neural networks have gained widespread use in modeling sequence data across various domains. While many successful recurrent architectures employ a notion of gating, the exact mechanism that enables such remarkable performance is…

Machine Learning · Statistics 2018-08-16 Minmin Chen , Jeffrey Pennington , Samuel S. Schoenholz

We investigate a diffusion process in heterogeneous media where particles stochastically reset to their initial positions at a constant rate. The heterogeneous media is modeled using a spatial-dependent diffusion coefficient with a…

Statistical Mechanics · Physics 2022-01-17 M. K. Lenzi , E. K. Lenzi , L. M. S. Guilherme , L. R. Evangelista , H. V. Ribeiro

Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…

Statistical Mechanics · Physics 2022-12-07 Deepak Gupta , Carlos A. Plata

Stochastic processes of bridge types having pinned initial and terminal conditions have been widely used in applied research areas, but they all have a common drawback in that the model at hand is possibly misspecified owing to its…

Probability · Mathematics 2025-12-09 Hidekazu Yoshioka

We present a procedure for enhanced sampling of molecular dynamics simulations through informed stochastic resetting. Many phenomena, such as protein folding and crystal nucleation, occur over time scales that are inaccessible in standard…

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic…

Machine Learning · Computer Science 2025-10-10 Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

We look into the problem of stochastic resetting with refractory periods. The model dynamics comprises diffusive and motionless phases. The diffusive phase ends at random time instants, at which the system is reset to a given position --…

Statistical Mechanics · Physics 2024-03-26 Gregorio García-Valladares , Deepak Gupta , Antonio Prados , Carlos A. Plata

Modern generative models can be understood as probability transport from a simple base distribution to a target data distribution. Deterministic transport models offer tractable velocity-field parameterizations, whereas stochastic…

Machine Learning · Computer Science 2026-05-19 Xingyu Song , Yuan Mei , Naoya Takeishi

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…

Statistical Mechanics · Physics 2007-05-23 Jorge A. Revelli , Carlos. E. Budde , Horacio S. Wio

One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…

Statistical Mechanics · Physics 2021-09-01 Paul C Bressloff

We consider a controlled-diffusion process pertaining to a chain of distributed systems with random perturbations that satisfies a weak H\"ormander type condition. In particular, we consider a stochastic control problem with the following…

Optimization and Control · Mathematics 2015-09-29 Getachew K. Befekadu , Eduardo L. Pasiliao

The essence of a chemical reaction lies in the redistribution and reorganization of electrons, which is often manifested through electron transfer or the migration of electron pairs. These changes are inherently discrete and abrupt in the…

Machine Learning · Computer Science 2025-07-14 Haitao Lin , Junjie Wang , Zhifeng Gao , Xiaohong Ji , Rong Zhu , Linfeng Zhang , Guolin Ke , Weinan E

Long-term action anticipation has become an important task for many applications such as autonomous driving and human-robot interaction. Unlike short-term anticipation, predicting more actions into the future imposes a real challenge with…

Computer Vision and Pattern Recognition · Computer Science 2024-07-17 Olga Zatsarynna , Emad Bahrami , Yazan Abu Farha , Gianpiero Francesca , Juergen Gall

The time needed for a particle to exit a confining domain through a small window, called the narrow escape time (NET), is a limiting factor of various processes, such as some biochemical reactions in cells. Obtaining an estimate of the mean…

Statistical Mechanics · Physics 2007-11-22 O. Benichou , R. Voituriez

This paper is concerned with classes of models of stochastic reaction dynamics with time-scales separation. We demonstrate that the existence of the time-scale separation naturally leads to the application of the averaging principle and…

Computational Physics · Physics 2007-05-23 Sergey Plyasunov

We consider properties of one-dimensional diffusive dichotomous flow and discuss effects of resonant activation in the presence of statistically independent random resetting mechanism. Resonant activation and stochastic resetting are two…

Statistical Mechanics · Physics 2021-06-30 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…

Computation · Statistics 2016-04-26 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…

Chemical Physics · Physics 2022-10-10 Denis S. Grebenkov
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