Related papers: Exact mean exit time for surface-mediated diffusio…
Two years ago, Blanco and Fournier (Blanco S. and Fournier R., Europhys. Lett. 2003) calculated the mean first exit time of a domain of a particle undergoing a randomly reoriented ballistic motion which starts from the boundary. They showed…
Getoor in [3] calculated the mean exit time from a ball for the standard isotropic $\alpha$-stable process in $\mathbb{R}^d$ starting from the interior of the ball. The purpose of this note is to show that, up to multplicative constant, the…
We show that submanifolds with infinite mean exit time can not be isometrically and minimally immersed into cylinders, horocylinders, cones, and wedges of some product spaces. Our approach is not based on the weak maximum principle at…
Predicting the release performance of a drug delivery device is an important challenge in pharmaceutics and biomedical science. In this paper, we consider a multi-layer diffusion model of drug release from a composite spherical microcapsule…
The time needed for a particle to exit a confining domain through a small window, called the narrow escape time (NET), is a limiting factor of various processes, such as some biochemical reactions in cells. Obtaining an estimate of the mean…
In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small "escape window" in the otherwise impermeable boundary, once it arrives to this window and over-passes an…
We numerically investigate the mean exit time of an inertial active Brownian particle from a circular cavity with single or multiple exit windows. Our simulation results witness distinct escape mechanisms depending upon the relative…
We consider the effective surface motion of a particle that freely diffuses in the bulk and intermittently binds to that surface. From an exact approach we derive various regimes of the effective surface motion characterized by physical…
Capacity is an important quantity in potential theory and in the study of Markov processes. We give equivalent conditions between the capacity, the mean exit time, and the Green function for non-reversible diffusions.
By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…
An analytic solution for a Fokker-Planck equation that describes propagation of energetic particles through a scattering medium is obtained. The solution is found in terms of an infinite series of mixed moments of particle distribution. The…
We prove sharp estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations on a bounded domain subject to a homogeneous Dirichlet boundary condition. Important special cases are the…
The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…
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 so-called Walk on Moving Spheres was already introduced in the Brownian context. The aim is…
We calculate the mean joint residence time of two Brownian particles in a sphere, for very general initial conditions. In particular, we focus on the dependence of this residence time as a function of the diffusion coefficients of the two…
The mean exit time function defined on the $\delta$-tube around any equator $\mathbb{S}^{n-1} \subseteq \mathbb{S}^{n}$ of the sphere $\mathbb{S}^{n}$, ($0<\delta<\pi/2$), goes to infinity with the dimension, so that when we consider a…
We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of…
We study generalised anomalous diffusion processes whose diffusion coefficient $D(x,t)\sim D_0|x|^{\alpha}t^{\beta}$ depends on both the position $x$ of the test particle and the process time $t$. This process thus combines the features of…
Light propagation through diffusive media can be described by the diffusion equation in a space-time domain. Further, fluorescence can be described by a system of coupled diffusion equations. This paper analyzes time-domain measurements,…
We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered L\'evy fluctuations, which are solutions of nonlocal elliptic equations. Firstly, we construct a new numerical scheme…