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The asymmetric simple exclusion process with additional Langmuir kinetics, i.e. attachment and detachment in the bulk, is a paradigmatic model for intracellular transport. Here we study this model in the presence of randomly distributed…

Statistical Mechanics · Physics 2009-11-13 Philip Greulich , Andreas Schadschneider

Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…

Statistical Mechanics · Physics 2021-10-15 Thomas Vojta , Zachary Miller , Samuel Halladay

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

We have studied the entropy-driven mechanism leading to stationary patterns formation in stochastic systems with local dynamics and non-Fickian diffusion. We have shown that a multiplicative noise fulfilling a fluctuation-dissipation…

Statistical Mechanics · Physics 2008-06-20 D. O. Kharchenko , S. V. Kokhan , A. V. Dvornichenko

In this work we explore the limiting dynamics of deep neural networks trained with stochastic gradient descent (SGD). As observed previously, long after performance has converged, networks continue to move through parameter space by a…

Driven non-equilibrium lattice models have wide-ranging applications in contexts such as mass transport, traffic flow, and transport in biological systems. In this work, we investigate the steady-state properties of a one-dimensional…

Statistical Mechanics · Physics 2026-01-16 Swastik Majumder , Mustansir Barma

Nature is intrinsically heterogeneous, and remarkable phenomena can only be observed in the presence of intrinsically nonlinear heterogeneities. Spontaneous pattern formation in nature has fascinated humankind for centuries, and the…

Pattern Formation and Solitons · Physics 2025-03-24 Juan F. Marín , Rafael Riveros Ávila , Saliya Coulibaly , Majid Taki , Mónica A. García-Ñustes

Despite extensive progress in characterizing the emergent behavior of active matter, the microscopic origins of self-diffusion in interacting active systems remain poorly understood. Here, we develop a framework that quantitatively links…

Soft Condensed Matter · Physics 2026-01-21 Akinlade Akintunde , Stewart A. Mallory

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…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

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…

Statistical Mechanics · Physics 2017-10-13 Erik Aurell , Stefano Bo

We investigate a stochastic process consisting of a two-dimensional particle with anisotropic diffusion, mortality rate and a drift velocity, in the presence of an absorbing boundary. After the particle has encountered the boundary, the…

Statistical Mechanics · Physics 2015-12-14 Javier Quetzalcóatl Toledo-Marín , Isaac Pérez Castillo

The paper addresses the single-file diffusion in the presence of an absorbing boundary. The emphasis is on an interplay between the hard-core interparticle interaction and the absorption process. The resulting dynamics exhibits several…

Statistical Mechanics · Physics 2014-02-26 Artem Ryabov , Petr Chvosta

We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…

Probability · Mathematics 2019-06-27 Dirk Becherer , Todor Bilarev , Peter Frentrup

We study the steady state properties of a 2D granular mixture in the presence of energy driving by employing simple analytical estimates and Direct Simulation Monte Carlo. We adopt two different driving mechanisms: a) a homogeneous heat…

Statistical Mechanics · Physics 2009-11-07 R. Pagnani , U. Marini Bettolo Marconi , A. Puglisi

The multi-direct-forcing immersed boundary method allows for a small velocity error of the no-slip condition in moving-particle problems but suffers from numerical instability if simulation parameters are not carefully chosen. This study…

Fluid Dynamics · Physics 2026-02-17 Kosuke Suzuki , Emmanouil Falagkaris , Timm Krüger , Takaji Inamuro

In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…

Statistical Mechanics · Physics 2021-11-16 Trey Jiron , Marygrace Prinster , Jarrod Schiffbauer

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

Statistical Mechanics · Physics 2019-04-03 Alexander H O Wada , Alex Warhover , Thomas Vojta

We propose a method to exactly generate Brownian paths $x_c(t)$ that are constrained to return to the origin at some future time $t_f$, with a given fixed area $A_f = \int_0^{t_f}dt\, x_c(t)$ under their trajectory. We derive an exact…

Statistical Mechanics · Physics 2022-01-06 Benjamin De Bruyne , Satya N. Majumdar , Henri Orland , Gregory Schehr

Behavior of the mixture of particles and dimers moving with different jump rates at reconstructed surfaces is described. Collective diffusion coefficient is calculated by the variational approach. Anisotropy of the collective particle…

Statistical Mechanics · Physics 2014-05-12 Marcin Mińkowski , Magdalena A. Załuska Kotur

A subcritical pattern-forming system with nonlinear advection in a bounded domain is recast as a slow-fast system in space and studied using a combination of geometric singular perturbation theory and numerical continuation. Two types of…

Pattern Formation and Solitons · Physics 2018-03-20 Daniele Avitabile , Mathieu Desroches , Edgar Knobloch , Martin Krupa