Related papers: Mean exit time for surface-mediated diffusion: spe…
In this presentation, we analytically derive the dispersion equation for surface waves traveling along reactive boundaries which are periodically modulated in time. In addition, we show numerical results for the dispersion curves and…
The dynamics of thin, non-circular droplets evaporating in the diffusion-limited regime are examined. The challenging non-rectilinear mixed-boundary problem this poses is solved using a novel asymptotic approach and an asymptotic expansion…
Diffusion of molecules within biological cells and tissues is strongly influenced by crowding. A key quantity to characterize diffusion is the particle lifetime, which is the time taken for a diffusing particle to exit by hitting an…
We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…
We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
Stationary solutions to the equations of non-linear diffusive shock acceleration play a fundamental role in the theory of cosmic-ray acceleration. Their existence usually requires that a fraction of the accelerated particles be allowed to…
A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes, and some comparison theorems between the reversible and…
In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…
We review the spectral analysis and the time-dependent approach of scattering theory for manifolds with asymptotically cylindrical ends. For the spectral analysis, higher order resolvent estimates are obtained via Mourre theory for both…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
We study the large-time asymptotics of the mean-square displacement for the time-fractional Schrodinger equation in $\mathbb{R}^d$. We define the time-fractional derivative by the Caputo derivative and we consider the initial-value problem…
Over three decades ago the advection-diffusion equation for a steady fluid velocity field was homogenized, leading to a Stieltjes integral representation for the effective diffusivity, which is given in terms of a spectral measure of a…
We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval $[0,A]$ as $A\to\infty$. We provide an alternative method of proof of asymptotic exponentiality of the first exit time (suitably…
When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…
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…
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…
In this work, we derive a new sharp asymptotic equivalent in the small temperature regime $h\to 0$ for the mean exit time from a bounded domain for the non-reversible process $dX\_t=b(X\_t)dt + \sqrt h \, dB\_t$ under a generic orthogonal…