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Living cells are known to generate non-Gaussian active fluctuations significantly larger than thermal fluctuations owing to various active processes. Understanding the effect of these active fluctuations on various physicochemical…
Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…
We analyze and simulate a two dimensional Brownian multi-type particle system with death and branching (birth) depending on the position of particles of different types. The system is confined in the two dimensional box, whose boundaries…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…
Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between…
For covering spaces and properly discontinuous actions with compatible diffusion processes, we discuss Lyons-Sullivan discretizations of the processes and the associated function theory.
Recent studies have indicated that the coarse grained dynamics of a large class of traffic models and driven-diffusive systems may be described by urn models. We consider a class of one-dimensional urn models whereby particles hop from an…
We discuss two-dimensional diffusion of a Brownian particle confined to a periodic asymmetric channel with soft walls modeled by a parabolic potential. In the channel, the particle experiences different noise intensities, or temperatures,…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
Using analytical calculations and computer simulations we consider both the lateral diffusion of a membrane protein and the fluctuation spectrum of the membrane in which the protein is embedded. The membrane protein interacts with the…
In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…
We construct a path distribution representing the kinetic part of the Feynman path integral at discrete times similar to that defined by Thomas [1], but on a Hilbert space of paths rather than a nuclear sequence space. We also consider…
We introduce an atomistic approach to the dissipative quantum dynamics of charged or neutral excitations propagating through macromolecular systems. Using the Feynman-Vernon path integral formalism, we analytically trace out from the…
In many biological systems, the movement of individual agents is commonly characterized as having multiple qualitatively distinct behaviors that arise from various biophysical states. This is true for vesicles in intracellular transport,…
We introduce and study a family of cooperative exclusion processes whose microscopic dynamics is governed by selective kinetic constraints. They display, in sharp contrast to the simple symmetric exclusion process, density profiles that can…
We consider the numerical analysis of the time discretization of Feynman-Kac semigroups associated with diffusion processes. These semigroups naturally appear in several fields, such as large deviation theory, Diffusion Monte Carlo or…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…
Infrared divergences in Quantum Field Theory govern the low-energy dynamics of many physical theories, and their understanding is a crucial ingredient in predicting the outcomes of collider experiments. We present a novel approach to…
We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…
Diffusion through semipermeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular…