相关论文: Maximum likelihood estimations of force and mobili…
Modern developments in microscopy and image processing are revolutionizing areas of physics, chemistry and biology as nanoscale objects can be tracked with unprecedented accuracy. The goal of single particle tracking is to determine the…
Single-molecule localization microscopy allows practitioners to locate and track labeled molecules in biological systems. When extracting diffusion coefficients from the resulting trajectories, it is common practice to perform a linear fit…
The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
We discuss maximum likelihood estimation of parameters for models governed by a stochastic differential equation driven by a mixed fractional Brownian motion with random effects.
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
In parallel with advances in microscale imaging techniques, the fields of biology and materials science have focused on precisely extracting particle properties based on their diffusion behavior. Although the majority of real-world…
When monitoring the dynamics of stochastic systems, such as interacting particles agitated by thermal noise, disentangling deterministic forces from Brownian motion is challenging. Indeed, we show that there is an information-theoretic…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…
Experimental methods based on single particle tracking (SPT) are being increasingly employed in the physical and biological sciences, where nanoscale objects are visualized with high temporal and spatial resolution. SPT can probe…
We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t)…
A statistical, path-dependent framework to describe time-dependent macroscopic theories using the Principle of Maximum Caliber is presented. By means of this procedure, it is possible to infer predictive non-equilibrium statistical…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
We study the dynamics of the outliers for a large number of independent Brownian particles in one dimension. We derive the multi-time joint distribution of the position of the rightmost particle, by two different methods. We obtain the two…
We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…
Single Particle Tracking (SPT) can aid in understanding complex spatio-temporal processes. However, quantifying diffusivity and forces from individual live cell trajectories is complicated by inter- & intra-trajectory kinetic heterogeneity,…
The stochastic motions of a diffusing particle contain information concerning the particle's interactions with binding partners and with its local environment. However, accurate determination of the underlying diffusive properties, beyond…