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A one-dimensional run-and-tumble particle (RTP) switches randomly between a left and right moving state of constant speed $v$. This type of motion arises in a wide range of applications in cell biology, including the unbiased growth and…

Statistical Mechanics · Physics 2021-02-23 Paul C Bressloff

We study the kinetics of protein folding via statistical energy landscape theory. We concentrate on the local-connectivity case, where the configurational changes can only occur among neighboring states, with the folding progress described…

Soft Condensed Matter · Physics 2009-11-07 Chi-Lun Lee , George Stell , Jin Wang

Although density functional theory provides reliable predictions for the static properties of simple fluids under confinement, a theory of comparative accuracy for the transport coefficients has yet to emerge. Nonetheless, there is evidence…

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

Transport of nanoscale objects in complex, structured environments plays a key role in a wide range of processes, from biomolecular dynamics in extracellular spaces to transport in porous materials such as filters and catalysts. While…

Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…

Probability · Mathematics 2017-05-22 Samuel Herrmann , Cristina Zucca

Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…

Statistical Mechanics · Physics 2025-08-15 Daniel Marris , Chittaranjan Hens , Subrata Ghosh , Luca Giuggioli

Transport and dispersion of active particles in structured environments such as corrugated channels and porous media are important for the understanding of both natural and engineered active systems. Owing to their continuous…

Soft Condensed Matter · Physics 2024-10-16 Zhiwei Peng

Inspired by strict-monotonicity criteria for the time constant in first passage percolation, we investigate convex ordering of point processes in relation to the time constant in first contact percolation. In a nutshell, first contact…

Probability · Mathematics 2026-05-28 Benedikt Jahnel , Jonas Köppl , Lukas Lüchtrath , Anh Duc Vu

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

Analysis of PDEs · Mathematics 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

For rotationally invariant first passage percolation (FPP) on the plane, we use a multi-scale argument to prove stretched exponential concentration of the first passage times at the scale of the standard deviation. Our results are proved…

Probability · Mathematics 2023-12-22 Riddhipratim Basu , Vladas Sidoravicius , Allan Sly

We investigate a minimal chase-and-escape model on a two-dimensional square lattice with randomly distributed static obstacles, focusing on how geometric disorder controls collective pursuit dynamics. Chasers and escapers move according to…

Statistical Mechanics · Physics 2026-01-13 R. G. Rossatto , H. Ariel Alvarez , C. Manuel Carlevaro , José Rafael Bordin

Pattern formation often occurs in confined systems, yet how boundaries shape patterning dynamics is unclear. We develop techniques to analyze confinement effects in nonlocal advection-diffusion equations, which generically capture the…

Pattern Formation and Solitons · Physics 2025-09-11 Jan Rombouts , Michael L Zhao , Alexander Aulehla , Anna Erzberger

The length-scale dependence of the dynamic entropy is studied in a molecular dynamics simulation of a binary Lennard-Jones liquid above the mode-coupling critical temperature $T_c$. A number of methods exist for estimating the entropy of…

Soft Condensed Matter · Physics 2009-10-31 Paolo Allegrini , Jack F. Douglas , Sharon C. Glotzer

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

Statistical Mechanics · Physics 2022-08-22 V. V. Ryazanov

Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the…

Statistical Mechanics · Physics 2025-06-12 Paolo Cifani , Franco Flandoli

The dynamics of bosons in curved geometries have recently attracted significant interest in quantum many-body physics. Leveraging recent experimental advances in tailored trapping landscapes, we investigate the quantum transport of weakly…

Quantum Gases · Physics 2025-12-10 Rhombik Roy , Ofir E Alon

Brownian escape is key to a wealth of physico-chemical processes, including polymer folding, and information storage. The frequency of thermally activated energy barrier crossings is assumed to generally decrease exponentially with…

Soft Condensed Matter · Physics 2020-06-19 Marie Chupeau , Jannes Gladrow , Alexei Chepelianskii , Ulrich F. Keyser , Emmanuel Trizac

We study the diffusive motion of a test particle in a two-dimensional comb structure consisting of a main backbone channel with continuously distributed side branches, in the presence of stochastic Markovian resetting to the initial…

Statistical Mechanics · Physics 2021-05-19 R. K. Singh , T. Sandev , A. Iomin , R. Metzler