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We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

Statistical Mechanics · Physics 2020-10-07 L. Lugosi , T. Kovács

The mean square displacement per collision of a molecule immersed in a gas at equilibrium is given by its mean square displacement between two consecutive collisions (mean square free path) corrected by a prefactor in the form of a series.…

Soft Condensed Matter · Physics 2024-07-03 Santos Bravo Yuste , Rubén Gómez González , Vicente Garzó

We present an analytical study of the time dependent diffusion coefficient in a dilute suspension of spheres with partially absorbing boundary condition. Following Kirkpatrick (J. Chem. Phys. 76, 4255) we obtain a perturbative expansion for…

Statistical Mechanics · Physics 2012-10-29 Jiang Qian , Pabitra N. Sen

In a very long Gaussian polymer on time scales shorter that the maximal relaxation time, the mean squared distance travelled by a tagged monomer grows as ~t^{1/2}. We analyze such sub-diffusive behavior in the presence of one or two…

Statistical Mechanics · Physics 2011-11-10 Yacov Kantor , Mehran Kardar

We solve the Skorokhod embedding problem (SEP) for a general time-homogeneous diffusion $X$: given a distribution $\rho$, we construct a stopping time $\tau$ such that the stopped process $X_{\tau}$ has the distribution $\rho$. Our solution…

Probability · Mathematics 2015-06-02 Stefan Ankirchner , David Hobson , Philipp Strack

Depending on their mechanism of self-propulsion, active particles can exhibit a time-dependent, often periodic, propulsion velocity. The precise propulsion velocity profile determines their mean square displacement and their effective…

Soft Condensed Matter · Physics 2024-05-06 Arnau Jurado Romero , Carles Calero , Rossend Rey

The phenomenon of finite time extinction of bounded and non-negative solutions to the diffusion equation with strong absorption $$\partial_t u-\Delta u^m+|x|^{\sigma}u^q=0, \qquad (t,x)\in(0,\infty)\times\mathbb{R}^N,$$ with $m\geq1$,…

Analysis of PDEs · Mathematics 2022-06-15 Razvan Gabriel Iagar , Philippe Laurençot

We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…

Statistical Mechanics · Physics 2009-11-07 E. K. Lenzi , C. Anteneodo , L. Borland

We study the non-Arrhenius behavior of surface diffusion near the second-order phase transition boundary of an adsorbate layer. In contrast to expectations based on macroscopic thermodynamic effects, we show that this behavior can be…

Soft Condensed Matter · Physics 2009-10-30 I. Vattulainen , J. Merikoski , T. Ala-Nissila , S. C. Ying

We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov

This paper presents a space-time interface-fitted finite element method for solving a parabolic advection-diffusion problem with a nonstationary interface. The jumping diffusion coefficient gives rise to the discontinuity of the solution…

Numerical Analysis · Mathematics 2025-01-13 Quang Huy Nguyen , Van Chien Le , Phuong Cuc Hoang , Thi Thanh Mai Ta

We consider the kinetics of the imperfect narrow escape problem, i.e. the time it takes for a particle diffusing in a confined medium of generic shape to reach and to be adsorbed by a small, imperfectly reactive patch embedded in the…

Statistical Mechanics · Physics 2023-05-11 T. Guérin , M. Dolgushev , O. Bénichou , R. Voituriez

In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with and without drift, we derive the Dirichlet problems…

Probability · Mathematics 2026-05-08 Manfred Marvin Marchione , Enzo Orsingher

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

The escape of particles through a narrow absorbing gate in confined domains is a abundant phenomenon in various systems in physics, chemistry and molecular biophysics. We consider the narrow escape problem in a cellular flow when the two…

Statistical Mechanics · Physics 2018-12-04 Hui Wang , Jinqiao Duan , Xianguo Geng , Ying Chao

We evaluate the exact equilibrium distribution of gas molecules adsorbed on an active surface with an infinite number of attachment sites. Our result is a Poisson distribution having mean $X = {\mu P P_s \over P_e}$, with $\mu$ the mean gas…

Data Analysis, Statistics and Probability · Physics 2009-11-06 Stephen L. Adler , Indrajit Mitra

We present a general mechanistic model of mass diffusion for a composite sphere placed in a large ambient medium. The multi-layer problem is described by a system of diffusion equations coupled via interlayer boundary conditions such as…

Medical Physics · Physics 2018-01-17 Elliot J. Carr , Giuseppe Pontrelli

The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , G. J. F. van Heijst , O. F. Petrov , P. P. J. M. Schram

We have established previously, in a lead-in study, that the spreading of liquids in particulate porous media at low saturation levels, characteristically less than 10% of the void space, has very distinctive features in comparison to that…

Fluid Dynamics · Physics 2018-08-21 Penpark Sirimark , Alex V. Lukyanov , Tristan Pryer

In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…

Dynamical Systems · Mathematics 2018-02-08 Getachew K. Befekadu