Related papers: Diffusive flux into a stochastically gated tube
We study a strongly interacting crowded system of self-propelled stiff filaments by event-driven Brownian dynamics simulations and an analytical theory to elucidate the intricate interplay of crowding and self-propulsion. We find a…
We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…
The effect of thermally generated bulk stochastic forces on the statistical growth dynamics of forwards bifurcating propagating macroscopic patterns is compared with the influence of fluctuations at the boundary of a semiinfinite system,…
In this paper we investigate the porous medium equation with a fractional temporal derivative. We justify that the resulting equation emerges when we consider the waiting-time (or trapping) phenomenon that can happen in the medium. Our…
Simulations of vortex tube dynamics reveal that the non-Gaussian nature of turbulent fluctuation originates in the effect of random advection. A similar non-Gaussian distribution is found numerically in a simplified statistical model of…
We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling…
We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…
Diffusion of point-like non interacting particles in a two-dimensional (2D) channel of varying cross section is considered. The particles are biased by a constant force in the transverse direction. We apply our recurrence mapping procedure,…
We analyze a diffuse interface model for multi-phase flows of $N$ incompressible, viscous Newtonian fluids with different densities. In the case of a bounded and sufficiently smooth domain existence of weak solutions in two and three space…
Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…
A two dimensional flow model is introduced with deterministic behavior consisting of bursts which become successively larger, with longer interburst time intervals between them. The system is symmetric in one variable x and there are bursts…
Although density functional theory provides reliable predictions for the static properties of simple fluids under confinement, a theory of comparative accuracy for the transport coefficients has yet to emerge. Nonetheless, there is evidence…
In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…
We compute energies and energy densities of static electromagnetic flux tubes in three and four spacetime dimensions. Our calculation uses scattering data from the potential induced by the flux tube and imposes standard perturbative…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
We study diffusion of particles in large-scale simulations of one-dimensional stochastic sandpiles, in both the restricted and unrestricted versions. The results indicate that the diffusion constant scales in the same manner as the activity…
We use confocal microscopy to directly visualize the spatial fluctuations in fluid flow through a three-dimensional porous medium. We find that the velocity magnitudes and the velocity components both along and transverse to the imposed…
A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…