Related papers: Hidden Markov modeling of single particle diffusio…

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Investigating the dynamics of learning in machine learning algorithms is of paramount importance for understanding how and why an approach may be successful. The tools of physics and statistics provide a robust setting for such…

In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…

For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…

We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…

Although the dynamics of colloids in the vicinity of a solid interface has been widely characterized in the past, experimental studies of Brownian diffusion close to an air-water interface are rare and limited to particle-interface gap…

Single-file diffusion refers to the Brownian motion in narrow channels where particles cannot pass each other. In such processes, the diffusion of a tagged particle is typically normal at short times and becomes subdiffusive at long times.…

A study of the diffusion of a passive Brownian particle on the surface of a sphere and subject to the effects of an external potential, coupled linearly to the probability density of the particle's position, is presented through a numerical…

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…

We study the diffusivity of a tagged particle in a binary mixture of Brownian particles with non-reciprocal interactions. Numerical simulations reveal that, for a broad class of interaction potentials, non-reciprocity can significantly…

We study a two-dimensional diffusive motion of a tracer particle in restricted, crowded anisotropic geometries. The underlying medium is the same as in our previous work [J. Chem. Phys. 140, 044706 (2014)] in which standard, gaussian…

The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…

We investigate the dynamics of two interacting diffusing particles in an infinite effectively one dimensional system; the particles interact through a step-like potential of width b and height phi_0 and are allowed to pass one another. By…

For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…

An extended interference pattern close to surface may result in both a transmissive or evanescent surface fields for large area manipulation of trapped particles. The affinity of differing particle sizes to a moving standing wave light…