Related papers: Sojourn time in an union of intervals for diffusio…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the…
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…
Local time is the measure of how much time a random walk has visited a given position. In multiple scattering media, where waves are diffuse, local time measures the sensitivity of the waves to the local medium's properties. Local…
The uniform law for sojourn times of processes with cyclically exchangeable increments is extended to the case of random fields, with general parameter sets, that possess a suitable invariance property.
We consider a processor shared $M/M/1$ queue that can accommodate at most a finite number $K$ of customers. We give an exact expression for the sojourn time distribution in the finite capacity model, in terms of a Laplace transform. We then…
We consider the problem of the distribution of the sojourn time in a compact set $\mathbb{Z}_{p}$ in the case of a $p$-adic random walk. We rely on the results of our previous studies of the distribution of the first return time for a…
Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, the…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
We study the paraxial wave equation with a randomly perturbed index of refraction, which can model the propagation of a wave beam in a turbulent medium. The random perturbation is a stationary and isotropic process with a general form of…
When a flux of Brownian particles is injected in a narrow window located on the surface of a bounded domain, these particles diffuse and can eventually escape through a cluster of narrow windows. At steady-state, we compute asymptotically…
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching we unveil a rich transport dynamics including…
Let $\{B(t), t \geq 0\}$ be a standard Brownian motion in $\mathbb{R}$. Let $T$ be the first return time to 0 after hitting 1, and $\{L(T,x), x \in \mathbb{R}\}$ be the local time process at time $T$ and level $x$. The distribution of…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
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…