相关论文: Memory-Controlled Diffusion

We consider a reaction-diffusion process with retardation. The particles, immersed in traps initially, remain inactive until another particle is annihilated spontaneously with a rate $\lambda$ at a certain point $\vec x$. In that case the…

This work collects some methodological insights for numerical solution of a "minimum-dispersion" control problem for nonlinear stochastic differential equations, a particular relaxation of the covariance steering task. The main ingredient…

In this work, the motion of a dust particle under the influence of the random force due to dust charge fluctuations is considered as a non-Markovian stochastic process. Memory effects in the velocity process of the dust particle are…

Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…

There are many fields where the transition from diffusive to ballistic motion is important. Here we deal with relaxation processes in nmr in gases. Correlation functions for trajectory variables (position and velocity) valid across this…

Score-based generative models (SGMs) learn a family of noise-conditional score functions corresponding to the data density perturbed with increasingly large amounts of noise. These perturbed data densities are linked together by the…

We study the transport of high-energy particles in pulsar wind nebulae (PWN) using three-dimensional MHD (see Porth et al. (2014) for details) and test-particle simulations, as well as a Fokker-Planck particle transport model. The latter…

We derive an analytical expression for the transition path time (TPT) distribution for a one-dimensional particle crossing a parabolic barrier. The solution is expressed in terms of the eigenfunctions and eigenvalues of the associated…

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

We study generalized diffusion-wave equation in which the second order time derivative is replaced by integro-differential operator. It yields time fractional and distributed order time fractional diffusion-wave equations as particular…

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

The Poisson-Nernst-Planck (PNP) diffusional model for the immittance or impedance spectroscopy response of an electrolytic cell in a finite-length situation is extended to a general framework. In this new formalism, the bulk behavior of the…

A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…

We introduced simple microscopic non-Markovian walk models which describe underlying mechanism of anomalous diffusions. In the models, we considered the competitions between randomness and memory effects of previous history by introducing…

Local diffusivity of a protein depends crucially on the conformation, and the conformational fluctuations are often non-Markovian. Here, we investigate the Langevin equation with non-Markovian fluctuating diffusivity, where the fluctuating…

It is proved that the distributions of scaling limits of Continuous Time Random Walks (CTRWs) solve integro-differential equations akin to Fokker-Planck Equations for diffusion processes. In contrast to previous such results, it is not…

Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…

Evidence accumulation models of simple decision-making have long assumed that the brain estimates a scalar decision variable corresponding to the log-likelihood ratio of the two alternatives. Typical neural implementations of this…

Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…

The Ornstein--Uhlenbeck Particle (OUP) model imagines a microscopic swimmer propelled by an active force which is correlated with itself on a finite time-scale. Here we investigate the influence of external potentials on an ideal suspension…