Related papers: First Passage in Infinite Paraboloidal Domains
In this paper second-order elliptic and parabolic partial differential systems are considered on $C^1$ domains. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the derivatives of the…
We consider subdiffusion of a particle in a one-dimensional system with a thin partially permeable wall. Passing through the wall, the particle can be absorbed with a certain probability. We call such a wall partially permeable partially…
We study the motion of a particle moving on a two-dimensional honeycomb lattice, whose sites are randomly occupied by either right or left rotators, which rotate the particle's velocity to its right or left, according to deterministic…
For a multidimensional driftless diffusion in an unbounded, smooth, sub-linear generalized parabolic domain, with oblique reflection from the boundary, we give natural conditions under which either explosion occurs, if the domain narrows…
We introduce and study derivatives in first-passage percolation with edge weights given by i.i.d. random variables supported on ${a,b}$. We show that the variance of the passage time can be expressed in terms of these derivatives. We…
This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…
At each point of a Poisson point process of intensity $\lambda$ in the hyperbolic place, center a ball of bounded random radius. Consider the probability $P_r$ that from a fixed point, there is some direction in which one can reach distance…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
When suspended particles are pushed by liquid flow through a constricted channel they might either pass the bottleneck without trouble or encounter a permanent clog that will stop them forever. However, they may also flow intermittently…
We present an analytical framework to study the first-passage (FP) and first-return (FR) distributions for the broad family of models described by the one-dimensional Fokker-Planck equation in finite domains, identifying general properties…
The evolution of pulsed discharge behavior inside a preformed air bubble in water from the first to subsequent pulses was experimentally investigated using a synchronized needle to bubble system. A positive nanosecond high-voltage pulsed…
We review some representative results for first-passage problems involving so-called mortal or evanescent walkers, i.e., walkers with a finite lifetime. The mortality constraint plays a key role in the modeling of many real scenarios, as it…
We consider the persistent exclusion process in which a set of persistent random walkers interact via hard-core exclusion on a hypercubic lattice in $d$ dimensions. We work within the ballistic regime whereby particles continue to hop in…
Iterated Brownian motion $Z_{t}$ serves as a physical model for diffusions in a crack. If $\tau_{D}(Z) $ is the first exit time of this processes from a domain $D \subset \RR{R}^{n}$, started at $z\in D$, then $P_{z}[\tau_{D}(Z)>t]$ is the…
Despite having been studied for decades, first passage processes remain an active area of research. In this contribution we examine a particle diffusing in an annulus with an inner absorbing boundary and an outer reflective boundary. We…
This paper studies the mechanisms of dispersion in the laminar flow through the pore space of a $3$-dimensional porous medium. We focus on pre-asymptotic transport prior to the asymptotic hydrodynamic dispersion regime, in which solute…
We investigate the first-passage properties and extreme-value statistics of an overdamped Brownian particle confined by an external linear potential $V(x)=\mu |x-x_0|$, where $\mu>0$ is the strength of the potential and $x_0>0$ is the…
We study the influence on diffusion in one dimension of a potential energy perturbation varying as a power in space and time. We concentrate on the case of a parabolic perturbation in space decaying as $t^{-\omega}$ which shows a rich…
We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…