Related papers: Capture of particles undergoing discrete random wa…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
We consider the Activated Random Walk model in any dimension with any sleep rate and jump distribution and ergodic initial state. We show that the stabilization properties depend only on the average density of particles, regardless of how…
Quantum walks are known to have nontrivial interaction with absorbing boundaries. In particular, Ambainis et.\ al.\ \cite{ambainis01} showed that in the $(\Z ,C_1,H)$ quantum walk (one-dimensional Hadamard walk) an absorbing boundary…
We introduce exact methods for the simulation of sample paths of one-dimensional diffusions with a discontinuity in the drift function. Our procedures require the simulation of finite-dimensional candidate draws from probability laws…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
We consider the branching random walk in random environment with a random absorption wall. When we add this barrier, we discuss some topics related to the survival probability. We assume that the random environment is i.i.d., $S_i$ is a…
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…
The experiments of Leptos et al. [Phys. Rev. Lett. 103, 198103 (2009)] show that the displacements of small particles affected by swimming microorganisms achieve a non-Gaussian distribution, which nevertheless scales diffusively -- the…
Spatiotemporal properties of seismicity are investigated for a worldwide (WW) catalog and for Southern California in the stationary case (SC), showing a nearly universal scaling behavior. Distributions of distances between consecutive…
A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…
Consider the model where particles are initially distributed on $\mathbb{Z}^d, \, d\geq 2$, according to a Poisson point process of intensity $\lambda>0$, and are moving in continuous time as independent simple symmetric random walks. We…
We consider an active run-and-tumble particle (RTP) in $d$ dimensions, starting from the origin and evolving over a time interval $[0,t]$. We examine three different models for the dynamics of the RTP: the standard RTP model with…
Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…
We treat the problem of particle pushing by growing ice as a free diffusion near a wall that moves with discrete steps. When the particle diffuse away from the surface the surface can grow, blocking the particle from going back. Elementary…
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 consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $R$ with reflecting boundaries. We study the maximum $M_x(t)$ of the trajectory of the particle along the $x$-direction at time $t$. In the…
Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…
In a closed single-particle quantum system, spatial disorder induces Anderson localization of eigenstates and halts wave propagation. The phenomenon is vulnerable to interaction with environment and decoherence, that is believed to restore…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…