Related papers: Computation of the Mean First-Encounter Time Betwe…
We revise the classical problem of characterizing first exit times of a harmonically trapped particle whose motion is described by one- or multi-dimensional Ornstein-Uhlenbeck process. We start by recalling the main derivation steps of a…
We consider the mean field Fokker-Planck equation subject to nonlinear no-flux boundary conditions, which necessarily arise when subjecting a system of Brownian particles interacting via a pair potential in a bounded domain. With the…
Stochastic resets have lately emerged as a mechanism able to generate finite equilibrium mean square displacement (MSD) when they are applied to diffusive motion. Furthermore, walkers with an infinite mean first arrival time (MFAT) to a…
We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…
We study experimentally and theoretically the optimal mean time needed by a free diffusing Brownian particle to reach a target at a distance L from an initial position in the presence of resetting. Both the initial position and the…
In this paper, we develop a Monte Carlo based algorithm for estimating the FPT density of a time-homogeneous SDE through a time-dependent frontier. We consider Brownian bridges as well as localized Daniels curve approximations to obtain…
We study the transport of many partially distinguishable and possibly interacting particles under the action of repeated projective measurements on a target space and investigate how the particles' interference affects the mean first…
One of the major theoretical methods in understanding polymer translocation through a nanopore is the Fokker-Planck formalism based on the assumption of quasi-equilibrium of polymer conformations. The criterion for applicability of the…
In biochemical reaction networks, the first passage time (FPT) of a reaction quantifies the time it takes for the reaction to first occur, from the initial state. While the mean FPT historically served as a summary metric, a far more…
The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…
We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…
We calculate the probabilities that a trajectory of a fractional Brownian motion with arbitrary fractal dimension $d_f$ visits the same spot $n \ge 3$ times, at given moments $t_1, ..., t_n$, and obtain a determinant expression for these…
Brownian dynamics (BD) simulations are used to study the translocation dynamics of a coarse-grained polymer through a cylindrical nanopore. We consider the case of short polymers, with a polymer length, N, in the range N=21-61. The rate of…
Cellular networks are often composed of thin tubules connecting much larger node compartments. These structures serve for active or diffusion transport of proteins. Examples are glial networks in the brain, the endoplasmic reticulum in…
We develop an Euler-type particle method for the simulation of a McKean--Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable…
We investigate theoretically and experimentally the first passage-time properties of a spherical Brownian particle that is harmonically trapped at thermal equilibrium in a fluid at constant temperature. By using the overdamped version of…
Using Brownian Dynamics, we study the dynamical behavior of a polymer grafted onto an adhesive surface close to the mechanically induced adsorption-stretching transition. Even though the transition is first order, (in the infinite chain…
We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…
Intracellular processes often rely on the timely encounter of mobile reaction partners, including intermittently motor-driven organelles. The underlying cytoskeletal network presents a complex landscape that both directs particle movement…
For random walks on networks (graphs), it is a theoretical challenge to explicitly determine the mean first-passage time (MFPT) between two nodes averaged over all pairs. In this paper, we study the MFPT of random walks in the famous…