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An analytical soluble model based on a Continuous Time Random Walk (CTRW) scheme for the adsorption-desorption processes at interfaces, called bulk-mediated surface diffusion, is presented. The time evolution of the effective probability…

Condensed Matter · Physics 2009-11-10 Jorge A. Revelli , Carlos. E. Budde , Domingo Prato , Horacio S. Wio

We address the problem of diffusion on a comb whose teeth display a varying length. Specifically, the length $\ell$ of each tooth is drawn from a probability distribution displaying the large-$\ell$ behavior $P(\ell) \sim…

Statistical Mechanics · Physics 2016-08-03 S. B. Yuste , E. Abad , A. Baumgaertner

By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…

Quantum Physics · Physics 2009-08-07 Adrian A. Budini Paolo Grigolini

In this paper, we study a simple model of a diffusive particle on a line, undergoing a stochastic resetting with rate $r$, via rescaling its current position by a factor $a$, which can be either positive or negative. For $|a|<1$, the…

Statistical Mechanics · Physics 2024-11-08 Marco Biroli , Yannick Feld , Alexander K. Hartmann , Satya N. Majumdar , Gregory Schehr

Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…

Statistical Mechanics · Physics 2025-08-29 Paul C Bressloff

We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…

Statistical Mechanics · Physics 2022-07-19 Mattia Radice

Selected theoretical developments in modeling of deposition of submicrometer size (submicron) particles on solid surfaces, with and without surface diffusion, of interest in colloid, polymer, and certain biological systems, are surveyed. We…

Materials Science · Physics 2008-10-16 Vladimir Privman

We introduce a new residual-bridge proposal for approximately simulating conditioned diffusions. This proposal is formed by applying the modified diffusion bridge approximation of Durham and Gallant (2002) to the difference between the true…

Computation · Statistics 2016-08-24 Sean Malory , Chris Sherlock

How many times a diffusing molecule can permeate across a membrane or be adsorbed on a substrate? We employ the encounter-based approach to find the statistics of adsorption or permeation events for molecular diffusion in a general…

Chemical Physics · Physics 2025-07-15 Denis S. Grebenkov

We present a model of one-dimensional irreversible adsorption in which particles once adsorbed immediately shrink to a smaller size or expand to a larger size. Exact solutions for the fill factor and the particle number variance as a…

Disordered Systems and Neural Networks · Physics 2007-05-23 Arsen V. Subashiev , Serge Luryi

A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…

Statistical Mechanics · Physics 2017-04-12 A. V. Chechkin , F. Seno , R. Metzler , I. M. Sokolov

Diffusion Probabilistic Models (DPMs) are powerful generative models that have achieved unparalleled success in a number of generative tasks. In this work, we aim to build inductive biases into the training and sampling of diffusion models…

Machine Learning · Computer Science 2025-03-14 Thomas Jiralerspong , Berton Earnshaw , Jason Hartford , Yoshua Bengio , Luca Scimeca

Understanding the dynamic adsorption of colloidal particles at fluid interfaces is essential for applications ranging from emulsion stabilization to interfacial assembly of functional materials. Adsorption dynamics is often described…

Soft Condensed Matter · Physics 2025-07-29 Marina Pasquet , Yu Fu , Joelle Frechette

Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…

Statistical Mechanics · Physics 2019-07-24 Jakub Ślęzak , Krzysztof Burnecki , Ralf Metzler

Deep generative models have gained recent traction in accelerated MRI reconstruction. Diffusion priors are particularly promising given their representational fidelity. Instead of the target transformation from undersampled to fully-sampled…

Image and Video Processing · Electrical Eng. & Systems 2023-12-19 Muhammad U. Mirza , Onat Dalmaz , Hasan A. Bedel , Gokberk Elmas , Yilmaz Korkmaz , Alper Gungor , Salman UH Dar , Tolga Çukur

In the past decade, classical dynamical density functional theory (DDFT) has been developed and widely applied to the Brownian dynamics of interacting colloidal particles. One of the possible derivation routes of DDFT from the microscopic…

Soft Condensed Matter · Physics 2014-01-28 Raphael Wittkowski , Hartmut Löwen , Helmut R. Brand

In this work we study analytically and numerically the transport properties of non-interacting active particles moving on a $d$-dimensional disordered media. The disorder in the space is modeled by means of a set of non-overlapping…

Statistical Mechanics · Physics 2022-07-20 R. Salgado-García

This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…

Probability · Mathematics 2026-03-20 Sefika Kuzgun , Felix Otto , Christian Wagner

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

Statistical Mechanics · Physics 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…

Statistical Mechanics · Physics 2017-02-01 T. Guérin , N. Levernier , O. Bénichou , R. Voituriez