相关论文: An effective criterion and a new example for balli…

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 experimentally investigate the effect of particle size on the motion of passive polystyrene spheres in suspensions of Escherichia coli. Using particles covering a range of sizes from 0.6 to 39 microns, we probe particle dynamics at both…

The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…

First, we give a closed-form formula for first passage time of a reflected Brownian motion with drift. This modifies a formula by Perry et al (2004). Second, we show that the maximum before a fixed drawdown is exponentially distributed for…

In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…

We develop an effective theory of pulse propagation in a nonlinear {\it and} disordered medium. The theory is formulated in terms of a nonlinear diffusion equation. Despite its apparent simplicity this equation describes novel phenomena…

We study the persistence and propagation (or blocking) phenomena for a species in periodically hostile environments. The problem is described by a reaction-diffusion equation with zero Dirichlet boundary condition. We first derive the…

We discuss the situations under which Brownian yet non-Gaussian (BnG) diffusion can be observed in the model of a particle's motion in a random landscape of diffusion coefficients slowly varying in space. Our conclusion is that such…

In this paper, we prove a Sanov-type large deviation principle for the sequence of empirical measures of vectors chosen uniformly at random from an Orlicz ball. From this level-$2$ large deviation result, in a combination with Gibbs…

The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…

We study a model for flocking given by a $n$-particle system under which each particle jumps forward by a random amount, independently sampled from a given distribution $\theta$, with rate given by a non-increasing function $w$ of its…

The classic meteorological law of diffusion in the atmosphere was given experimentally, by Richardson in 1926, whose result that the mean squared distance <R^2>=cT^3, the time cubed, is in accord with the scaling theory of Komogorov […

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

This work gives sufficient conditions for uniqueness in law of semimartingale, obliquely reflecting Brownian motion in a nonpolyhedral, piecewise ${\cal C}^2$ cone, with radially constant, Lipschitz continuous direction of reflection on…

We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…

By means of rather general arguments, based on an approach due to Derrida that makes use of samples of finite size, we analyse the effective diffusivity and drift tensors in certain types of random medium in which the motion of the…

Conditional diffusion models serve as the foundation of modern image synthesis and find extensive application in fields like computational biology and reinforcement learning. In these applications, conditional diffusion models incorporate…

The 1D Schr\"odinger equation closed with the transparent boundary conditions(TBCs) is known as a successful model for describing quantum effects, and is usually considered with a self-consistent Poisson equation in simulating quantum…

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…