Related papers: Langevin process reflected on a partially elastic …
We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time…
We consider a partial exclusion process evolving on $\mathbb Z^d$ in a random trapping environment. In dimension $d\ge 2$, we derive the fractional kinetics equation \begin{equation*}\frac{\partial^\beta\rho_t}{\partial t^\beta} = \Delta…
In this paper, we investigate the limiting absorption principle associated to and the well-posedness of the Helmholtz equations with sign changing coefficients which are used to model negative index materials. Using the reflecting technique…
In this paper, we prove a large deviation principle for the empirical measures of a system of weakly interacting diffusion with reflection. We adopt the weak convergence approach. To make this approach work, we show that the sequence of…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
Measurement of energy dissipation in small nonequilibrium systems is generally a difficult task. Recently, Harada and Sasa [Phys.Rev.Lett. 95, 130602(2005)] derived an equality relating the energy dissipation rate to experimentally…
We define the reflection of a random walk at a general barrier and derive, in case the increments are light tailed and have negative mean, a necessary and sufficient criterion for the global maximum of the reflected process to be finite…
A problem of diffraction by an elongated body of revolution is studied. The incident wave falls along the axis. The wavelength is small comparatively to the dimensions of the body. The parabolic equation of the diffraction theory is used to…
We study in further detail particle models displaying a boundary-induced absorbing state phase transition [Phys. Rev. E. {\bf 65}, 046104 (2002) and Phys. Rev. Lett. {\bf 100}, 165701 (2008)] . These are one-dimensional systems consisting…
The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…
We study the one dimensional time dependent Schr\"{o}dinger equation for a potential step with $E < V_0$. We obtain the wave is not instantaneously reflected, but for a few moment of time the wave packet penetrate into inaccessible…
We consider Neumann problem for linear elliptic equations involving integro-differential operators of Levy-type. We show that suitably defined viscosity solutions have probabilistic representations given in terms of the reflected stochastic…
We consider a Markov-modulated Brownian motion reflected to stay in a strip [0,B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this…
We propose a new concept of lifts of reversible diffusion processes and show that various well-known non-reversible Markov processes arising in applications are lifts in this sense of simple reversible diffusions. Furthermore, we introduce…
We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
We propose a method to exactly generate bridge run-and-tumble trajectories that are constrained to start at the origin with a given velocity and to return to the origin after a fixed time with another given velocity. The method extends the…
We derive a novel framework called Bi-Directional Grid Constrained (BGC) stochastic processes in which the further an Ito diffusion drifts away from the origin, then the further it will be constrained. By making suitable modifications to…
Instead of using frequency dependent refractive index, we propose to use the extinction theorem to describe reflection and transmission of an ultrashort pulse passing through the boundary. When the duration of the pulse is comparable with…