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Stochastic processes of bridge types having pinned initial and terminal conditions have been widely used in applied research areas, but they all have a common drawback in that the model at hand is possibly misspecified owing to its…

Probability · Mathematics 2025-12-09 Hidekazu Yoshioka

We study the extreme value statistics of first-passage trajectories generating from a one-dimensional drifted Brownian motion subject to stochastic resetting to the starting point with a constant rate $r$. Each stochastic trajectory starts…

Statistical Mechanics · Physics 2025-06-18 Wusong Guo , Hao Yan , Hanshuang Chen

In this paper we consider a threshold surface absorption mechanism for a particle diffusing in a domain containing a single target $\calU $. The target boundary $\partial \calU$ is taken to be a reactive surface that modifies an internal…

Statistical Mechanics · Physics 2022-04-12 Paul C. Bressloff

We present Wideband Back-Projection Diffusion, an end-to-end probabilistic framework for approximating the posterior distribution induced by the inverse scattering map from wideband scattering data. This framework produces highly accurate…

Machine Learning · Computer Science 2025-05-20 Borong Zhang , Martín Guerra , Qin Li , Leonardo Zepeda-Núñez

This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the…

Computational Finance · Quantitative Finance 2014-06-18 Chuancun Yin , Yuzhen Wen , Zhaojun Zong , Ying Shen

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

We present a conditional diffusion model for electromagnetic inverse design that generates structured media geometries directly from target differential scattering cross-section profiles, bypassing expensive iterative optimization. Our 1D…

Machine Learning · Computer Science 2025-11-10 Mikhail Tsukerman , Konstantin Grotov , Pavel Ginzburg

First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…

Statistical Mechanics · Physics 2025-01-08 Rick Bebon , Aljaz Godec

We study the diffusive motion of a test particle in a two-dimensional comb structure consisting of a main backbone channel with continuously distributed side branches, in the presence of stochastic Markovian resetting to the initial…

Statistical Mechanics · Physics 2021-05-19 R. K. Singh , T. Sandev , A. Iomin , R. Metzler

Diffusion through semipermeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular…

Statistical Mechanics · Physics 2023-01-11 Paul C Bressloff

The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…

Mathematical Physics · Physics 2011-05-18 Michael Baake , Holger Koesters

We study minimal mean-field models of viral drug resistance development in which the efficacy of a therapy is described by a one-dimensional stochastic resetting process with mixed reflecting-absorbing boundary conditions. We derive…

We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…

Statistical Mechanics · Physics 2026-04-16 Wancheng Li , Daniel S. Han

We study an inverse first-hitting problem for a one-dimensional, time-homogeneous diffusion $X(t)$ reflected between two boundaries $a$ and $b,$ which starts from a random position $\eta.$ Let $a \le S \le b$ be a given threshold, such that…

Probability · Mathematics 2014-11-13 Mario Abundo

We consider a general discrete state-space system with both unidirectional and bidirectional links. In contrast to bidirectional links, there is no reverse transition along the unidirectional links. Herein, we first compute the statistical…

Statistical Mechanics · Physics 2021-01-04 Deepak Gupta , Daniel M. Busiello

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

Statistical Mechanics · Physics 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

A general topic of current interest is the analysis of diffusion problems in singularly perturbed domains with small interior targets or traps (the narrow capture problem). One major application is to intracellular diffusion, where the…

Statistical Mechanics · Physics 2022-04-13 Paul C. Bressloff

We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…

Statistical Mechanics · Physics 2007-05-23 Jorge A. Revelli , Carlos. E. Budde , Horacio S. Wio

In this paper, we study a parabolic reaction diffusion system with constraints that model biofilm growth. Within a unified framework encompassing multiple numerical schemes, we derive the first general convergence rates for approximating…

Numerical Analysis · Mathematics 2025-11-05 Yahya Alnashri
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