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Related papers: Diffusion with two resetting points

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A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…

Subcellular Processes · Quantitative Biology 2016-04-13 Peter K. Relich , Mark J. Olah , Patrick J. Cutler , Keith A. Lidke

In this paper, we study both the direct and inverse random source problems associated with the multi-term time-fractional diffusion-wave equation driven by a fractional Brownian motion. Regarding the direct problem, the well-posedness is…

Analysis of PDEs · Mathematics 2023-11-03 Xiaoli Feng , Qiang Yao , Peijun Li , Xu Wang

We consider an anisotropic needle-like Brownian particle with nematic symmetry confined in a $2D$ domain. For this system, the coupling of translational and rotational diffusion makes the process ${\bf x} (t)$ of the positions of the…

Statistical Mechanics · Physics 2017-02-08 Nicolas Levernier , Olivier Bénichou , Raphaël Voituriez

We study here the escape time for the fastest diffusing particle from the boundary of an interval with point-sink killing sources. Killing represents a degradation that leads to the probabilistic removal of the moving Brownian particles. We…

Statistical Mechanics · Physics 2023-02-27 Suney Toste , David Holcman

We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…

Statistical Mechanics · Physics 2020-10-07 Prashant Singh

In this communication, we show that the residence time of a Brownian particle, defined as the cumulative time spent in a given region of space, can be optimized as a function of the diffusion coefficient. We discuss the relevance of this…

Statistical Mechanics · Physics 2010-07-06 O. Bénichou , R. Voituriez

In this paper we develop a hybrid version of the encounter-based approach to diffusion-mediated absorption at a reactive surface, which takes into account stochastic switching of a diffusing particle's conformational state. For simplicity,…

Statistical Mechanics · Physics 2022-09-21 Paul C. Bressloff

The effective diffusivity of Brownian tracer particles confined in periodic micro-channels is smaller than the microscopic diffusivity due to entropic trapping. Here, we study diffusion in two-dimensional periodic channels whose…

Statistical Mechanics · Physics 2019-05-29 M. Mangeat , T. Guérin , D. S. Dean

\noindent We address some direct and inverse problems, for the first-exit time (FET) $\tau $ of a drifted Brownian motion with Poissonian resetting ${\cal X}(t)$ from an interval $(0,b)$ and the first-exit area (FEA) $A,$ namely the area…

Probability · Mathematics 2025-02-28 Mario Abundo

We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…

Statistical Mechanics · Physics 2025-07-15 Denis Boyer , Satya N. Majumdar

In noisy environments such as the cell, many processes involve target sites that are often hidden or inactive, and thus not always available for reaction with diffusing entities. To understand reaction kinetics in these situations, we study…

Statistical Mechanics · Physics 2020-01-29 Gabriel Mercado-Vásquez , Denis Boyer

Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or master equation approach are typically used to study steady state and other transport properties such as average, mean squared displacement etc.…

Statistical Mechanics · Physics 2022-03-02 Viktor Stojkoski , Trifce Sandev , Ljupco Kocarev , Arnab Pal

We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…

Statistical Mechanics · Physics 2021-07-28 Ion Santra , Santanu Das , Sujit Kumar Nath

We study the behaviour of a Brownian particle in the overdamped regime in the presence of a harmonic potential, assuming its diffusion coefficient to randomly jump between two distinct values. In particular, we characterize the probability…

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller

We study the mean first passage time (MFPT) to an absorbing target of a one-dimensional Brownian particle subject to an external potential $v(x)$ in a finite domain. We focus on the cases in which the external potential is confining, of the…

Statistical Mechanics · Physics 2022-07-14 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar

We study the problem of the computation of the effective diffusion constant of a Brownian particle diffusing in a random potential which is given by a function $V(\phi)$ of a Gaussian field $\phi$. A self similar renormalization group…

Statistical Mechanics · Physics 2009-01-27 David S. Dean , Clement Touya

We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…

Statistics Theory · Mathematics 2020-06-26 Oscar Hernan Madrid Padilla , Yi Yu , Daren Wang , Alessandro Rinaldo