Related papers: On Lundh's percolation difussion
Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…
We study trajectories of d-dimensional Brownian Motion in Poissonian potential up to the hitting time of a distant hyper-plane. Our Poissonian potential V can be associated to a field of traps whose centers location is given by a Poisson…
In Poisson percolation each edge becomes open after an independent exponentially distributed time with rate that decreases in the distance from the origin. As a sequel to our work on the square lattice, we describe the limiting shape of the…
The basic notion of percolation in physics assumes the emergence of a giant connected (percolation) cluster in a large disordered system when the density of connections exceeds some critical value. Until recently, the percolation phase…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…
One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
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 numerically investigate the diffusive behavior of active Brownian particles in a two-dimensional confined channel filled with soft obstacles, whose softness is controlled by a parameter $K$. Here, active particles are subjected to…
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…
The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…
Porous materials made up of impermeable polyhedral grains constrain fluid flow to voids around the impenetrable constituent barrier particles. A percolation transition marks the boundary between assemblies of grains which contain system…
We evaluate the percolation threshold values for a realistic model of continuum segregated systems, where random spherical inclusions forbid the percolating objects, modellized by hard-core spherical particles surrounded by penetrable…
Particles kicked by external forces to produce mobility distinct from thermal diffusion are an iconic feature of the active matter problem. Here, we map this onto a minimal model for experiment and theory covering the wide time and length…
Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This work shows that the transition probability, that is the…
We prove that the Poisson-Boolean percolation on $\mathbb{R}^d$ undergoes a sharp phase transition in any dimension under the assumption that the radius distribution has a $5d-3$ finite moment (in particular we do not assume that the…
Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…
We present a method that allows, under suitable equivariance and regularity conditions, to determine the Poisson boundary of a diffusion starting from the Poisson boundary of a sub-diffusion of the original one. We then give two examples of…