Related papers: Drift and Diffusion in Periodically Driven Renewal…
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…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…
We study the response of one dimensional diffusive systems, consisting of particles interacting via symmetric or asymmetric exclusion, to time-periodic driving from two reservoirs coupled to the ends. The dynamical response of the system…
We discuss recent work on the static and dynamical properties of the asymmetric exclusion process, generalized to include the effect of disorder. We study in turn: random disorder in the properties of particles; disorder in the spatial…
First-passage processes can be divided in two classes: those that are accelerated by the introduction of restart and those that display an opposite response. In physical systems, a transition between the two classes may occur as governing…
Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…
Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…
This paper explores the reconstruction of drift or diffusion coefficients of a scalar stochastic diffusion processes as it starts from an initial value and reaches, for the first time, a threshold value. We show that the distribution…
Analytical formulas for effective drift, diffusivity, run times, and run lengths are derived for an intracellular transport system consisting of a cargo attached to two cooperative but not identical molecular motors (for example, kinesin-1…
We examine the effects of a periodically varying flow velocity on the standing and travelling wave patterns formed by the flow-distributed oscillation (FDO) mechanism. In the kinematic (or diffusionless) limit, the phase fronts undergo a…
We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under an arbitrary work-conserving scheduling policy that makes…
The effect of diffusively correlated spatial fluctuations on the proliferation-extinction transition of autocatalytic agents is investigated numerically. Reactants adaptation to spatio-temporal active regions is shown to lead to…
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
Stochasticity is a defining feature of the pairwise forces governing interactions in biological systems-from molecular motors to cell-cell adhesion-yet its consequences on large-scale dynamics remain poorly understood. Here, we show that…
In this paper, we study a stochastically driven non-equilibrium quantum system where the driving protocols consist of hopping and waiting processes. The waiting times between two hopping processes satisfy a heavy-tailed distribution. By…