Related papers: Escape from heterogeneous diffusion
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
The stochastic motion of particles in living cells is often spatially inhomogeneous with a higher effective diffusivity in a region close to the cell boundary due to active transport along actin filaments. As a first step to understand the…
In this paper we provide a physical interpretation of It\^o-process resulting in thermal equilibrium distribution of a Brownian particle experiencing coordinate dependent diffusion. Since the local quantities like diffusivity would go…
We present certain mathematical aspects of an information method which was formulated in an attempt to investigate diffusion phenomena. We imagine a regular dynamical hamiltonian systems under the random perturbation of thermal (molecular)…
We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^{\alpha}$, this process yield anomalous diffusion of the form $\ < x^2(t)\ >…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples…
We study the long time behaviour of the speed of a particle moving in $\mathbb{R}^d$ under the influence of a random time-dependent potential representing the particle's environment. The particle undergoes successive scattering events that…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…
We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…
The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…
This is an attempt to address diffusion phenomena from the point of view of information theory. We imagine a regular hamiltonian system under the random perturbation of thermal (molecular) noise and chaotic instability. The irregularity of…
In this work, we consider a one-dimensional It{\^o} diffusion process X t with possibly nonlinear drift and diffusion coefficients. We show that, when the diffusion coefficient is known, the drift coefficient is uniquely determined by an…
Many physical phenomena are modeled as stochastic searchers looking for targets. In these models, the probability that a searcher finds a particular target, its so-called hitting probability, is often of considerable interest. In this work…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…