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We study several lattice random walk models with stochastic resetting to previously visited sites which exhibit a phase transition between an anomalous diffusive regime and a localization regime where diffusion is suppressed. The localized…

统计力学 · 物理学 2020-01-27 Denis Boyer , Andrea Falcón-Cortés , Luca Giuggioli , Satya N. Majumdar

In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical reasons, one has to time-discretize the diffusion process which…

统计计算 · 统计学 2023-02-21 Ajay Jasra , Mohamed Maama , Hernando Ombao

We investigate a stochastic search process in one, two, and three dimensions in which $N$ diffusing searchers that all start at $x_0$ seek a target at the origin. Each of the searchers is also reset to its starting point, either with rate…

统计力学 · 物理学 2016-08-11 Uttam Bhat , Caterina De Bacco , S. Redner

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…

统计力学 · 物理学 2026-02-26 Tobias Galla

Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…

机器学习 · 计算机科学 2017-05-24 H. -Ch. Ruiz , H. J. Kappen

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…

统计力学 · 物理学 2015-12-14 Javier Quetzalcóatl Toledo-Marín , Isaac Pérez Castillo

Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…

统计力学 · 物理学 2023-07-05 Paul C Bressloff

Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…

统计力学 · 物理学 2022-10-05 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

Energy carrier transport and recombination in emerging semiconductors can be directly monitored with optical microscopy, leading to the measurement of the diffusion coefficient (D), a critical property for design of efficient optoelectronic…

The calculation of the diffusion-controlled reaction rate for partially absorbing, non-spherical boundaries presents a formidable problem of broad relevance. In this paper we take the reference case of a spherical boundary and work out a…

统计力学 · 物理学 2019-11-11 Francesco Piazza , Denis Grebenkov

We give a geometrically exact treatment of percolation through voids around assemblies of randomly placed impermeable barrier particles, introducing a computationally inexpensive approach to finding critical barrier density thresholds…

统计力学 · 物理学 2018-01-01 Donald Priour , Nicholas McGuigan

In purely normal elastic rough surface contact problems, Persson's theory of contact shows that the evolution of the probability density function (PDF) of contact pressure with the magnification is governed by a diffusion equation. However,…

软凝聚态物质 · 物理学 2024-08-20 Yang Xu , Junki Joe , Xiaobao Li , Yunong Zhou

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

统计方法学 · 统计学 2025-09-26 Miguel Alvarez , Ajay Jasra

We present an analytical study of the time dependent diffusion coefficient in a dilute suspension of spheres with partially absorbing boundary condition. Following Kirkpatrick (J. Chem. Phys. 76, 4255) we obtain a perturbative expansion for…

统计力学 · 物理学 2012-10-29 Jiang Qian , Pabitra N. Sen

There are a wide range of first passage time (FPT) problems in the physical and life sciences that can be modelled in terms of a Brownian particle binding to a reactive surface (absorption). However, prior to absorption, the particle may…

统计力学 · 物理学 2026-01-21 Paul C Bressloff

In this work we consider a stochastic movement process with random resets to the origin followed by a random residence time there before the walker restarts its motion. First, we study the transport properties of the walker, we derive an…

统计力学 · 物理学 2019-05-22 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

We show that propagation speeds in invasion processes modeled by reaction-diffusion systems are determined by marginal spectral stability conditions, as predicted by the marginal stability conjecture. This conjecture was recently settled in…

偏微分方程分析 · 数学 2023-10-24 Montie Avery

This study examines the dynamics of a tracer particle diffusing in a nonequilibrium medium under stochastic resetting. The nonequilibrium state is induced by harmonic coupling between the tracer and bath particles, generating memory effects…

统计力学 · 物理学 2025-02-04 Koushik Goswami

The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…

概率论 · 数学 2020-03-13 Sean D Lawley

One of the most compelling features of global discrete diffusion language models is their global bidirectional contextual capability. However, existing block-based diffusion studies tend to introduce autoregressive priors, which, while…

机器学习 · 计算机科学 2026-01-22 Linrui Ma , Yufei Cui , Kai Han , Yunhe Wang