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Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation and filtration processes.…

Statistical Mechanics · Physics 2020-08-19 Denis S. Grebenkov

Finding accurate approximations for the effective reactivity of a structured spherical target with a circular absorbing patch of arbitrary size is a long-standing problem in chemical physics. In this Communication, we reveal limitations of…

Chemical Physics · Physics 2025-07-16 Denis S. Grebenkov

Accelerated algorithms for simulating the morphological evolution of strained heteroeptiaxy based on a ball and spring lattice model in three dimensions are explained. We derive exact Green's function formalisms for boundary values in the…

Statistical Mechanics · Physics 2008-02-29 Chi-Hang Lam , M. T. Lung , Leonard M. Sander

We analyze the open boundary partially asymmetric exclusion process with smoothly varying internal hopping rates in the infinite-size, mean field limit. The mean field equations for particle densities are written in terms of Ricatti…

Statistical Mechanics · Physics 2009-11-11 Greg Lakatos , John O'Brien , Tom Chou

We consider the kinetics of the imperfect narrow escape problem, i.e. the time it takes for a particle diffusing in a confined medium of generic shape to reach and to be adsorbed by a small, imperfectly reactive patch embedded in the…

Statistical Mechanics · Physics 2023-05-11 T. Guérin , M. Dolgushev , O. Bénichou , R. Voituriez

We prove bounds on the variance of a function $f$ under the empirical measure of the samples obtained by the Sequential Monte Carlo (SMC) algorithm, with time complexity depending on local rather than global Markov chain mixing dynamics.…

Statistics Theory · Mathematics 2026-03-18 Holden Lee , Matheau Santana-Gijzen

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…

Probability · Mathematics 2021-03-26 Ioannis Dimitriou

Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…

Statistics Theory · Mathematics 2012-03-15 G. Fort , E. Moulines , P. Priouret

In this article, we study the application of Multi-Level Monte Carlo (MLMC) approaches to numerical random homogenization. Our objective is to compute the expectation of some functionals of the homogenized coefficients, or of the…

Numerical Analysis · Mathematics 2013-01-15 Yalchin Efendiev , Cornelia Kronsbein , Frederic Legoll

We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to…

Numerical Analysis · Mathematics 2019-09-25 Shi Jin , Lei Li , Jian-Guo Liu

A new strategy for trapping quantum particles is presented, which behaves like an effective harmonic oscillator potential trap wherever is desired. The approach is based on harmonic contraction and expansion of the system around a fixed…

Quantum Physics · Physics 2019-03-14 Sebastián Carrasco , José Rogan , Juan Alejandro Valdivia

We investigate the capacity of a flat partially reactive patch of arbitrary shape to trap independent particles that undergo steady-state diffusion in the three-dimensional space. We focus on the total flux of particles onto the patch that…

Chemical Physics · Physics 2026-02-02 Denis S. Grebenkov , Raphael Maurette

In this paper, we develop a Monte Carlo based algorithm for estimating the FPT density of a time-homogeneous SDE through a time-dependent frontier. We consider Brownian bridges as well as localized Daniels curve approximations to obtain…

Probability · Mathematics 2013-07-02 Imene Allab , Francois Watier

A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…

Statistical Mechanics · Physics 2025-11-04 Marina V. Yashina , Alexander G. Tatashev

We present a novel simulation technique derived from Brownian cluster dynamics used so far to study the isotropic colloidal aggregation. It now implements the classical Kern-Frenkel potential to describe patchy interactions between…

Soft Condensed Matter · Physics 2015-06-19 Achutha Prabhu , Sujin B. Babu , Jorge S. Dolado , J. -C. Gimel

We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…

Statistical Mechanics · Physics 2021-03-30 Arnab Pal , Isaac Pérez Castillo , Anupam Kundu

We revise the encounter-based approach to imperfect diffusion-controlled reactions, which employs the statistics of encounters between a diffusing particle and the reactive region to implement surface reactions. We extend this approach to…

Statistical Mechanics · Physics 2023-10-03 Denis S. Grebenkov

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

We develop numerical multiscale methods for viscous boundary layer flow. The goal is to derive effective boundary conditions, or wall laws, through high resolution simulations localized to the boundary coupled to a coarser simulation in the…

Numerical Analysis · Mathematics 2021-10-14 Sean Carney , Björn Engquist

Many chemical reactions involve bond-dissociation. This is also true for reactions at solid surfaces, in which the dissociation step is often limiting but facilitated in comparison to gas phase reaction channels. This work considers…

Materials Science · Physics 2015-11-25 Philip E Hoggan