Related papers: Exact mean exit time for surface-mediated diffusio…
A finite-time fluctuation theorem for the diffusion-influenced surface reaction A <=> B is investigated for spherical and Janus catalytic particles. The finite-time rates and thermodynamic force are analytically calculated by solving…
This paper proposes and analyses a new multilevel Monte Carlo method for the estimation of mean exit times for multi-dimensional Brownian diffusions, and associated functionals which correspond to solutions to high-dimensional parabolic…
A Brownian particle with diffusion coefficient $D$ is confined to a bounded domain of volume $V$ in $\rR^3$ by a reflecting boundary, except for a small absorbing window. The mean time to absorption diverges as the window shrinks, thus…
Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation and filtration processes.…
We consider the effective surface motion of a particle that intermittently unbinds from a planar surface and performs bulk excursions. Based on a random walk approach we derive the diffusion equations for surface and bulk diffusion…
The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained to remain in this domain forever. Related results on the…
We establish general moment estimates for the discrete and continuous exit times of a general It\^o process in terms of the distance to the boundary. These estimates serve as intermediate steps to obtain strong convergence results for the…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
An analytical soluble model based on a Continuous Time Random Walk (CTRW) scheme for the adsorption-desorption processes at interfaces, called bulk-mediated surface diffusion, is presented. The time evolution of the effective probability…
Diffusion of molecules within biological cells and tissues is strongly influenced by crowding. A key quantity to characterize diffusion is the particle lifetime, which is the time taken for a diffusing particle to exit by hitting an…
In this investigation we revisit the concept of "effective free surfaces" arising in the solution of the time-averaged fluid dynamics equations in the presence of free boundaries. This work is motivated by applications of the optimization…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
The simulation of exit times for diffusion processes is a challenging task since it concerns many applications in different fields like mathematical finance, neuroscience, reliability... The usual procedure is to use discretiza-tion schemes…
This paper presents a simple tool for characterising the timescale for continuum diffusion processes through layered heterogeneous media. This mathematical problem is motivated by several practical applications such as heat transport in…
Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first…
In many biological and small scale technological applications particles may transiently bind to a cylindrical surface. In between two binding events the particles diffuse in the bulk, thus producing an effective translation on the cylinder…
The escape dynamics of sticky particles from textured surfaces is poorly understood despite importance to various scientific and technological domains. In this work, we address this challenge by investigating the escape time of adsorbates…
Many processes in cell biology involve diffusion in a domain $\Omega$ that contains a target $\calU$ whose boundary $\partial \calU$ is a chemically reactive surface. Such a target could represent a single reactive molecule, an…
In this paper, the authors consider an initial boundary value problem for the heat flow of equation of surfaces with constant mean curvatures, which was investigated in [On the heat flow of equation of surfaces of constant mean curvatures,…
Using martingale theory, we compute, in very few lines, exact analytical expressions for various first-exit-time statistics associated with one-dimensional biased diffusion. Examples include the distribution for the first-exit time from an…