Related papers: Minimum survival probabilities in a two-dimensiona…
We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…
Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…
In this work, we propose a simplification of the Pollaczek-Khinchine formula for the ultimate time survival (or ruin) probability calculation in exchange for a few assumptions on the random variables which generate the renewal risk model.…
The survival probability of a particle diffusing in the two dimensional domain $x>0$ near a ``windy cliff'' at $x=0$ is investigated. The particle dies upon reaching the edge of the cliff. In addition to diffusion, the particle is…
The time dependence of the survival probability, S(t), is determined for diffusing particles in two dimensions which are also driven by a random unidirectional zero-mean velocity field, v_x(y). For a semi-infinite system with unbounded y…
The evolution of a surface excitation in a two dimentional model is analyzed. I) It starts quadratically up to a spreading time t_{S}. II) It follows an exponential behavior governed by a self-consistent Fermi Golden Rule. III) At longer…
The aim of this work is to study the effect of diffusion on the stability of the equilibria in a general two-components reaction-diffusion system with Neumann boundary conditions in the space of continuous functions. As by product, we…
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…
Bayesian nonparametric marginal methods are very popular since they lead to fairly easy implementation due to the formal marginalization of the infinite-dimensional parameter of the model. However, the straightforwardness of these methods…
We consider a diffusing particle, with diffusion constant D', moving in one dimension in an infinite sea of noninteracting mobile traps with diffusion constant D and density rho. We show that the asymptotic behavior of the survival…
We present an exact derivation of the survival probability of a randomly accelerated particle subject to partial absorption at the origin. We determine the persistence exponent and the amplitude associated to the decay of the survival…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
A new lifetime model, named the Modi linear failure rate distribution, is suggested. This flexible model is capable of accommodating a wide range of hazard rate shapes, including decreasing, increasing, bathtub, upside-down bathtub, and…
We study survival of nearest-neighbour branching random walks in random environment (BRWRE) on ${\mathbb Z}$. A priori there are three different regimes of survival: global survival, local survival, and strong local survival. We show that…
We study time reversal, last passage time, and $h$-transform of linear diffusions. For general diffusions with killing, we obtain the probability density of the last passage time to an arbitrary level and analyze the distribution of the…
A survival model is derived from the exponential function using the concept of fractional differentiation. The hazard function of the proposed model generates various shapes of curves including increasing, increasing-constant-increasing,…
We propose boundary conditions for the diffusion equation that maintain the initial mean and the total mass of a discrete data sample in the density estimation process. A complete study of this framework with numerical experiments using the…
We study the long-time tails of the survival probability $P(t)$ of an $A$ particle diffusing in $d$-dimensional media in the presence of a concentration $\rho$ of traps $B$ that move sub-diffusively, such that the mean square displacement…
We calculate the exact asymptotic survival probability, Q, of a one-dimensional Brownian particle, initially located located at the point x in (-L,L), in the presence of two moving absorbing boundaries located at \pm(L+ct). The result is…
We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…