English
Related papers

Related papers: Diffusion in a wedge geometry: First-Passage Stati…

200 papers

We extend the theoretical framework used to study search processes with stochastic resetting to the case of partially absorbing targets. Instead of an absorption event occurring when the search particle reaches the boundary of a target, the…

Statistical Mechanics · Physics 2021-04-20 Ryan D. Schumm , Paul C. Bressloff

The steady state of a Brownian particle diffusing in an arbitrary potential under the stochastic resetting mechanism has been studied. We show that there are different classes of nonequilibrium steady states depending on the nature of the…

Statistical Mechanics · Physics 2015-01-13 Arnab Pal

We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…

Statistical Mechanics · Physics 2022-11-18 Trifce Sandev , Ljupco Kocarev , Ralf Metzler , Aleksei Chechkin

We consider a stochastic process undergoing resetting after which a random refractory period is imposed. In this period the process is quiescent and remains at the resetting position. Using a first-renewal approach, we compute exactly the…

Statistical Mechanics · Physics 2019-04-02 Martin R. Evans , Satya N. Majumdar

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

Statistical Mechanics · Physics 2017-08-15 Édgar Roldán , Shamik Gupta

Recent studies in one dimension have revealed that the temporal advantage rendered by stochastic resetting to diffusing particles in attaining first passage, may be annulled by a sufficiently strong attractive potential. We extend the…

Soft Condensed Matter · Physics 2020-10-07 Saeed Ahmad , Dibyendu Das

We study the behaviour of a Symmetric Exclusion Process (SEP) in presence of stochastic resetting where the configuration of the system is reset to a step-like profile with a fixed rate $r.$ We show that the presence of resetting affects…

Statistical Mechanics · Physics 2019-10-16 Urna Basu , Anupam Kundu , Arnab Pal

A common and effective method for calculating the steady-state distribution of a process under stochastic resetting is the renewal approach that requires only the knowledge of the reset-free propagator of the underlying process and the…

Statistical Mechanics · Physics 2024-11-15 Ron Vatash , Amy Altshuler , Yael Roichman

We investigate first-hitting location (FHL) statistics induced by drift-diffusion processes in domains with absorbing boundaries, and examine how such boundary laws give rise to intrinsic information observables. Rather than introducing…

Statistical Mechanics · Physics 2026-04-07 Yen-Chi Lee

We describe the processes obtained by time reversal of a class of stationary jump-diffusion processes that model the dynamics of genetic variation in populations subject to repeated bottlenecks. Assuming that only one lineage survives each…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Jesse E. Taylor

We consider first-passage percolation on the $d$ dimensional cubic lattice for $d \geq 2$; that is, we assign independently to each edge $e$ a nonnegative random weight $t_e$ with a common distribution and consider the induced random graph…

Probability · Mathematics 2016-04-21 Michael Damron , Naoki Kubota

We consider diffusive motion of a particle performing a random walk with L\'evy distributed jump lengths and subject to resetting mechanism bringing the walker to an initial position at uniformly distributed times. In the limit of infinite…

Statistical Mechanics · Physics 2015-11-25 Lukasz Kusmierz , Ewa Gudowska-Nowak

In this paper we address the one-dimensional problem of stochastic renewal in different damping environments. An ensemble of particles with some specified initial distribution in phase space are allowed to evolve stochastically till a…

Statistical Mechanics · Physics 2016-11-26 Jyotipriya Roy , Chitrak Bhadra , Debapriya Das , Dhruba Banerjee , Deb Shankar Ray

This paper explores the reconstruction of drift or diffusion coefficients of a scalar stochastic diffusion processes as it starts from an initial value and reaches, for the first time, a threshold value. We show that the distribution…

Statistical Mechanics · Physics 2009-11-10 Guillaume Bal , Tom Chou

The concept of diffusion in collisionless space plasmas like those near the magnetopause and in the geomagnetic tail is reexamined from a fundamental statistical point of view making use of the division of particle orbits into waiting…

Space Physics · Physics 2014-06-25 R. A. Treumann , W. Baumjohann

We study analytically the dynamics of an anisotropic particle subjected to different stochastic resetting schemes in two dimensions. The Brownian motion of shape-asymmetric particles in two dimensions results in anisotropic diffusion at…

Statistical Mechanics · Physics 2024-07-02 Subhasish Chaki , Kristian Stølevik Olsen , Hartmut Löwen

How do diffusion generative models convert pure noise into meaningful images? In a variety of pretrained diffusion models (including conditional latent space models like Stable Diffusion), we observe that the reverse diffusion process that…

Computer Vision and Pattern Recognition · Computer Science 2024-03-27 Binxu Wang , John J. Vastola

We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…

Probability · Mathematics 2024-05-28 Tiziano De Angelis , Damien Lamberton

We study the dynamics of an overdamped Brownian particle subjected to Poissonian stochastic resetting in a nonthermal bath, characterized by a Poisson white noise and a Gaussian noise. Applying the renewal theory we find an exact analytical…

Statistical Mechanics · Physics 2021-09-13 Koushik Goswami , Rajarshi Chakrabarti

The transport of particles through channels holds immense significance in physics, chemistry, and biological sciences. For instance, the motion of solutes through biological channels is facilitated by specialized proteins that create…

Statistical Mechanics · Physics 2024-07-22 Suvam Pal , Denis Boyer , Leonardo Dagdug , Arnab Pal