Related papers: One dimensional drift-diffusion between two absorb…
For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…
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…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
The dynamics of the avalanche mixing in a slowly rotated 2D upright drum is studied in the situation where the difference $\delta$ between the angle of marginal stability and the angle of repose of the granular material is finite. An…
Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel to $1$ and then…
The diffusion coefficient of a circular shaped inclusion in a liquid membrane is investigated by taking into account the interaction between membranes and bulk solvents of arbitrary thickness. As illustrative examples, the diffusion…
Metastable condensed matter typically fluctuates about local energy minima at the femtosecond time scale before transitioning between local minima after nanoseconds or microseconds. This vast scale separation limits the applicability of…
In this paper we propose and validate a multiscale model for the description of particle diffusion in presence of trapping boundaries. We start from a drift-diffusion equation in which the drift term describes the effect of bubble traps,…
Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…
We consider an experimentally relevant model of a geometric ratchet in which particles undergo drift and diffusive motion in a two-dimensional periodic array of obstacles, and which is used for the continuous separation of particles subject…
Clustering mixtures of Gaussian distributions is a fundamental and challenging problem that is ubiquitous in various high-dimensional data processing tasks. While state-of-the-art work on learning Gaussian mixture models has focused…
We study the transport properties of particles draining from a silo using imaging and direct particle tracking. The particle displacements show a universal transition from super-diffusion to normal diffusion, as a function of the distance…
The Wright-Fisher diffusion is a fundamentally important model of evolution encompassing genetic drift, mutation, and natural selection. Suppose you want to infer the parameters associated with these processes from an observed sample path.…
Diffusion, a fundamental internal mechanism emerging in many physical processes, describes the interaction among different objects. In many learning tasks with limited training samples, the diffusion connects the labeled and unlabeled data…
We investigate the long-time behavior of the survival probability of a tagged particle in a single-file diffusion in a finite interval. The boundary conditions are of two types: 1) one boundary is absorbing the second is reflecting, 2) both…
The long-time dynamics of reaction-diffusion processes in low dimensions is dominated by fluctuation effects. The one-dimensional coagulation-diffusion process describes the kinetics of particles which freely hop between the sites of a…
We give explictly the probability density of the local time of the Brox diffusion at first passage times. Such formula is used to find the moments and to related the minima and maxima of the environment to the most and least visted points…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…