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We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

Probability · Mathematics 2007-08-28 A. N. Downes , K. Borovkov

The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…

Statistical Mechanics · Physics 2013-06-06 James P. Gleeson

Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT)…

Statistical Mechanics · Physics 2017-12-05 Liang Luo , Lei-Han Tang

Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…

Statistical Mechanics · Physics 2011-04-05 Annalisa Molini , Peter Talkner , Gabriel G. Katul , Amilcare Porporato

Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…

Statistical Mechanics · Physics 2007-05-23 Sanjib Sabhapandit

We present a random walk model that exhibits asymptotic subdiffusive, diffusive, and superdiffusive behavior in different parameter regimes. This appears to be the first instance of a single random walk model leading to all three forms of…

Mathematical Physics · Physics 2015-05-19 Niraj Kumar , Upendra Harbola , Katja Lindenberg

The mean-squared displacement (MSD) is an averaged quantity widely used to assess anomalous diffusion. In many cases, such as molecular motors with finite processivity, dynamics of the system of interest produce trajectories of varying…

Statistical Mechanics · Physics 2020-10-07 Chapin S. Korosec , David A. Sivak , Nancy R. Forde

Understanding how simple local interactions give rise to emergent exploration patterns is a fundamental question in statistical physics. We introduce a minimal model of two coupled agents that avoid retracing their own paths while being…

Populations and Evolution · Quantitative Biology 2026-03-24 Nick Dashti , M. N. Najafi , Debra J. Searles

We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…

Statistical Mechanics · Physics 2025-12-09 Yonathan Sarmiento , Benjamin Walter , Debraj Das , Samvit Mahapatra , Édgar Roldán , Rosemary J. Harris

We investigate the obstructed motion of tracer (test) particles in crowded environments by carrying simulations of two-dimensional Gaussian random walk in model fibrinogen monolayers of different orientational ordering. The fibrinogen…

Chemical Physics · Physics 2014-03-14 Michał Cieśla , Ewa Gudowska-Nowak , Francesc Sagués , Igor M. Sokolov

We numerically investigate jamming transitions in complex heterogeneous networks. Inspired by Internet routing protocols, we study a general model that incorporates local traffic information through a tunable parameter. The results show…

Statistical Mechanics · Physics 2007-05-23 Pablo Echenique , Jesus Gomez-Gardenes , Yamir Moreno

We investigate tracer transport on random discrete fracture networks that are characterized by the statistics of the fracture geometry and hydraulic conductivity. While it is well known that tracer transport through fractured media can be…

Fluid Dynamics · Physics 2017-09-13 Peter Kang , Marco Dentz , Tanguy Le Borgne , Seunghak Lee , Ruben Juanes

Many disordered systems show a superdiffusive dynamics, intermediate between the diffusive one, typical of a classical stochastic process, and the so called ballistic behaviour, which is generally expected for the spreading in a quantum…

Samples of dynamic or time-varying networks and other random object data such as time-varying probability distributions are increasingly encountered in modern data analysis. Common methods for time-varying data such as functional data…

Methodology · Statistics 2024-07-23 Paromita Dubey , Hans-Georg Müller

Mathematically modeling complex transport phenomena at the molecular level can be a powerful tool for identifying transport mechanisms and predicting macroscopic properties. We use two different stochastic time series models, parameterized…

Soft Condensed Matter · Physics 2020-09-11 Benjamin J. Coscia , Michael R. Shirts

A topic of intense current investigation pursues the question how the highly crowded environment of biological cells affects the dynamic properties of passively diffusing particles. Motivated by recent experiments we report results of…

Statistical Mechanics · Physics 2016-09-28 Surya K. Ghosh , Andrey G. Cherstvy , Denis S. Grebenkov , Ralf Metzler

We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…

Statistical Mechanics · Physics 2010-06-28 D. Volovik , S. Redner

Transport in Hamiltonian systems with weak chaotic perturbations has been much studied in the past. In this paper, we introduce a new class of problems: transport in Hamiltonian systems with slowly changing phase space structure that are…

Chaotic Dynamics · Physics 2019-10-02 Freddy Bouchet , Eric Woillez

Cognitive processes undergo various fluctuations and transient states across different temporal scales. Superstatistics are emerging as a flexible framework for incorporating such non-stationary dynamics into existing cognitive model…

Neurons and Cognition · Quantitative Biology 2024-10-02 Lukas Schumacher , Martin Schnuerch , Andreas Voss , Stefan T. Radev

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner
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