Related papers: First passage time processes and subordinated SLE
Wavefunction collapse models modify Schrodinger's equation so that it describes the rapid evolution of a superposition of macroscopically distinguishable states to one of them. This provides a phenomenological basis for a physical…
Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
We study line ensembles arising naturally in symmetrized/half-space geometric last passage percolation (LPP) on the $N \times N$ square. The weights of the model are geometrically distributed with parameter $q^2$ off the diagonal and $cq$…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
We study the dynamics of the passage of a polymer through a membrane pore (translocation), focusing on the scaling properties with the number of monomers $N$. The natural coordinate for translocation is the number of monomers on one side of…
Two types of surface models have been investigated by Monte Carlo simulations on triangulated spheres with compartmentalized domains. Both models are found to undergo a first-order collapsing transition and a first-order surface fluctuation…
The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…
In a recent paper, Michael J. Saxton proposes to interpret as anomalous diffusion the occurrence of apparent transient sub-diffusive regimes in mean-squared displacements (MSD) plots, calculated from experimental trajectories of molecules…
In recent years it was shown both theoretically and experimentally that in certain systems exhibiting anomalous diffusion the time and ensemble average mean squared displacement are remarkably different. The ensemble average diffusivity is…
The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination…
The Mean Square Displacement is a central tool in the analysis of Single Particle Tracking experiments, shedding light on various biophysical phenomena. Frequently, parameters are extracted by performing time-averages on single particle…
In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…
We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…
We study the diffusion front for a natural two-dimensional model where many particles starting at the origin diffuse independently. It turns out that this model can be described using properties of near-critical percolation, and provides a…
We survey recent results on first-passage processes in unbounded cones and their applications to ordering of particles undergoing Brownian motion in one dimension. We first discuss the survival probability S(t) that a diffusing particle, in…
We study first-passage statistics for one-dimensional random walks $S_n$ with independent and identically distributed jumps starting from the origin. We focus on the joint distribution of the first-passage time $\tau_b$ and first-passage…
Anomalous short- and long-time self-diffusion of non-overlapping fractal particles on a percolation cluster with spreading dimension $1.67(2)$ is studied by dynamic Monte Carlo simulations. As reported in Phys. Rev. Lett. 115, 097801…
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…
We study the scaling limit of planar loop erased random walk (LERW) on the percolation cluster, with occupation probability $p\geq p_c$. We numerically demonstrate that the scaling limit of planar LERW$_p$ curves, for all $p>p_c$, can be…