相关论文: P\'eclet number governs transition to acceleratory…

We introduce and analyze a novel class of inverse problems for stochastic dynamics: Given the ergodic invariant measure of a stochastic process governed by a nonlinear stochastic ordinary or partial differential equation (SODE or SPDE), we…

First-passage time (FPT) of an Ornstein-Uhlenbeck (OU) process is of immense interest in a variety of contexts. This paper considers an OU process with two boundaries, one of which is absorbing while the other one could be either reflecting…

Rayleigh-B\'enard cells are one of the simplest systems to explore the laws of natural convection in the highly turbulent limit. However, at very high Rayleigh numbers (Ra > 1E12) and for Prandtl numbers of order one, experiments fall into…

We investigate a class of diffusion-controlled reactions that are initiated at the time instance when a prescribed number $K$ among $N$ particles independently diffusing in a solvent are simultaneously bound to a target region. In the…

Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…

Transport of particles through channels is of paramount importance in physics, chemistry and surface science due to its broad real world applications. Much insights can be gained by observing the transition paths of a particle through a…

This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…

Stochastic restarting is a strategy of starting anew. Incorporation of the resetting to the random walks can result in the decrease of the mean first passage time, due to the ability to limit unfavorably meandering, sub-optimal…

We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…

Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…

We show we can control an epidemic reaction-diffusion on a directed, and heterogeneous, network by redirecting the flows, thanks to the optimisation of well-designed loss functions, in particular the basic reproduction number of the model.…

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

For stabilizing stop-and-go oscillations in traffic flow by actuating a variable speed limit (VSL) at a downstream boundary of a freeway segment, we introduce event-triggered PDE backstepping designs employing the recent concept of…

We propose in this paper an analytically new construct of a diffusion model whose drift and diffusion parameters yield an exponentially time-decaying Signal to Noise Ratio in the forward process. In reverse, the construct cleverly carries…

Obtaining a detailed understanding of the physical interactions between a cell and its environment often requires information about the flow of fluid surrounding the cell. Cells must be able to effectively absorb and discard material in…

In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…

We consider the one-dimensional partially asymmetric exclusion process with random hopping rates, in which a fraction of particles (or sites) have a preferential jumping direction against the global drift. In this case the accumulated…

We investigate a stochastic process consisting of a two-dimensional particle with anisotropic diffusion, mortality rate and a drift velocity, in the presence of an absorbing boundary. After the particle has encountered the boundary, the…

Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…

We study inference-time scaling for diffusion models, where the goal is to adapt a pre-trained model to new target distributions without retraining. Existing guidance-based methods are simple but introduce bias, while particle-based…