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We consider a Brownian motion on a general graph, that starts at time t=0 from some vertex O and stops at time t somewhere on the graph. Denoting by g the last time when O is reached, we establish a simple expression for the Laplace…
We derive an expression for the mean square displacement of a particle whose motion is governed by a uniform, periodic, quantum multi-baker map. The expression is a function of both time, $t$, and Planck's constant, $\hbar$, and allows a…
We determine how long a diffusing particle spends in a given spatial range before it dies at an absorbing boundary. In one dimension, for a particle that starts at $x_0$ and is absorbed at $x=0$, the average residence time in the range…
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…
We develop a practical method of computing the stationary drift velocity V and the diffusion coefficient D of a particle (or a few particles) in a periodic system with arbitrary transition rates. We solve this problem both in a physically…
We study generalised anomalous diffusion processes whose diffusion coefficient $D(x,t)\sim D_0|x|^{\alpha}t^{\beta}$ depends on both the position $x$ of the test particle and the process time $t$. This process thus combines the features of…
We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
How long does a diffusing molecule spend in a close vicinity of a confining boundary or a catalytic surface? This quantity is determined by the boundary local time, which plays thus a crucial role in the description of various…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
Sticky Brownian motion on the real line can be obtained as a weak solution of a system of stochastic differential equations. We find the conditional distribution of the process given the driving Brownian motion, both at an independent…
Brownian motion in terms of Lifson and Jackson (LJ) formula has been widely explored in periodic systems and it has been believed for a long time that the LJ formula only applies to periodic potentials. Recently we show that for the…
The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
We study the Brownian motion of ellipsoidal particles lying on an agitated granular bath composed of magnetic particles. We quantify the mobility of different floating ellipsoidal particles using the mean square displacement and the mean…