Related papers: Mean exit time for surface-mediated diffusion: spe…
This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…
In this paper we study the stochastic area swept by a regular time-homogeneous diffusion till a stopping time. This unifies some recent literature in this area. Through stochastic time change we establish a link between the stochastic area…
We consider the first exit time of a Shiryaev-Roberts diffusion with constant positive drift from the interval $[0,A]$ where $A>0$. We show that the moment generating function (Laplace transform) of a suitably standardized version of the…
We investigate the boundary local time on polygonal boundaries such as finite generations of the Koch snowflake. To reveal the role of angles, we first focus on wedges and obtain the mean boundary local time, its variance, and the…
The mean first exit (passage) time characterizes the average time of a stochastic process never leaving a fixed region in the state space, while the escape probability describes the likelihood of a transition from one region to another for…
There is scientific and industrial interest in understanding how geologic faults respond to transient sources of fluid. Natural and artificial sources can elevate pore fluid pressure on the fault frictional interface, which may induce slip.…
We study the exit time from a bounded multi-dimensional domain $\Omega$ of the stochastic process $\mathbf{Y}_\varepsilon=\mathbf{Y}_\varepsilon(t,a)$, $t\geqslant 0$, $a\in \mathcal{A}$, governed by the overdamped Langevin dynamics…
In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…
We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
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…
Anomalous diffusion, process in which the mean-squared displacement of system states is a non-linear function of time, is usually identified in real stochastic processes by comparing experimental and theoretical displacements at relatively…
In this article, we study the long-time asymptotic properties of a non-linear and non-local equation of diffusive type which describes the rock-paper-scissors game in an interconnected population.We fully characterize the self-similar…
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 a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…
Here we address a fundamental issue in surface physics: the dynamics of adsorbed molecules. We study this problem when the particle's desorption is characterized by a non Markovian process, while the particle's adsorption and its motion in…
We consider the asymptotic behavior of the global solutions to the initial value problem for the generalized KdV-Burgers equation. It is known that the solution to this problem converges to a self-similar solution to the Burgers equation…
We study the mean first exit time $T_{\ve}$ of a particle diffusing in a circular or a spherical micro-domain with an impenetrable confining boundary containing a small escape window (EW) of an angular size $\ve$. Focusing on the effects of…
This paper investigates the dynamics of a reaction-diffusion system with two free boundaries, modeling the invasion of two cooperative species, where the free boundaries represent expanding fronts. We first analyze the long-term behavior of…
We apply periodic orbit theory to study the asymptotic distribution of escape times from an intermittent map. The dynamical zeta function exhibits a branch point which is associated with an asymptotic power law escape. By an analytic…