Related papers: Partially Reflected Brownian Motion: A Stochastic …
Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…
We study the recovery of one-dimensional semipermeable barriers for a stochastic process in a planar domain. The considered process acts like Brownian motion when away from the barriers and is reflected upon contact until a sufficient but…
This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and…
In recent years, research and development in nanoscale science and technology have grown significantly, with electrical transport playing a key role. A natural challenge for its description is to shed light on anomalous behaviours observed…
This chapter aims at emphasizing the crucial role of partial reactivity of a catalytic surface or a target molecule in diffusion-controlled reactions. We discuss various microscopic mechanisms that lead to imperfect reactions, the Robin…
We study the phenomena of noise induced transport in frictional ratchet systems. For this we consider a Brownian particle moving in a space dependent frictional medium in the presence of external white noise fluctuations. To get the…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…
We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…
In this paper we develop a hybrid version of the encounter-based approach to diffusion-mediated absorption at a reactive surface, which takes into account stochastic switching of a diffusing particle's conformational state. For simplicity,…
The quasi-coherent effects in two-dimensional incompressible turbulence are analyzed starting from the test particle trajectories. They can acquire coherent aspects when the stochastic potential has slow time variation and the motion is not…
Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…
We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting…
Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of L\'evy walks, a specific range of optimal efficiencies was suggested under variation of search…
In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of…
Analysis with the characteristic functional of stochastic motion is used for the gradient spin echo measurement of restricted motion to clarify details of the diffraction-like effect in a porous structure. It gives the diffusive diffraction…
Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…
We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…
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…