Related papers: Construction and sample path properties of diffusi…
The diffusion of particles in confining walls forming a tube is discussed. Such a transport phenomenon is observed in biological cells and porous media. We consider the case in which the tube is winding with curvature and torsion, and the…
Diffusion describes the motion of microscopic entities from regions of high concentration to regions of low concentration. In multiplex networks, flows can occur both within and across layers, and super-diffusion, a regime where the time…
Fluid infiltration of a permeable brick in contact with a pressurized reservoir of fluid is considered. A stochastic model, informed by Darcy's law and the incompressibility of the fluid, shows how the heterogeneity of the permeability…
The purpose of this paper is to investigate the long time behaviour for a self-interacting diffusion and a self-interacting velocity jump process. While the diffusion case has already been studied for some particular potential function, the…
Since its introduction, some sixty years ago, the Montroll-Weiss continuous time random walk has found numerous applications due its ease of use and ability to describe both regular and anomalous diffusion. Yet, despite its broad…
We consider a heavy, uniform, elastic beam rested on periodically distributed supports as a simplified model of a bridge. The supports are subjected to a partial destruction propagating as a failure wave along the beam. Three related models…
The problem of diffusion in a porous medium with a spatially varying porosity is considered. The particular microstructure analyzed comprises a collection of impenetrable spheres, though the methods developed are general. Two different…
The present research is devoted to the problem of stability of the fluid flow moving in a channel with flexible walls and interacting with the walls, which are subject to traveling waves. Experimental data shows that the energy of the…
Molecular motion through pores plays a crucial role in various natural and industrial processes. One of the most fascinating features of biological channel-facilitated transport is a stochastic gating process, when the channels dynamically…
Mixing at the interface between a convection zone and an adjacent, stably-stratified layer plays a crucial role in shaping the structure and evolution of stars and planets. In this work, we present a suite of 2D and 3D Boussinesq…
Motivated by the phenomenon of transport barriers in fusion plasma devices, we write a mathematical model of heat dispersion in a turbulent fluid with a transport barrier, properly idealized; in a scaling limit of the turbulence model with…
Monte Carlo simulation is used to study the dynamical crossover from single file diffusion to normal diffusion in fluids confined to narrow channels. We show that the long time diffusion coefficients for a series of systems involving hard…
We propose a discrete time discrete space Markov chain approximation with a Brownian bridge correction for computing curvilinear boundary crossing probabilities of a general diffusion process on a finite time interval. For broad classes of…
The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative…
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…
A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic…
We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…
In recent years, Darcy scale transport in porous media was characterized to be Fickian or non-Fickian due to the homogeneity or heterogeneity of the porous medium conductivity layout. Yet, evidence shows that preferential flows that funnel…
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…
Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…