Related papers: Exit time distribution in spherically symmetric tw…
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…
The general space-time evolution of the scattering of an incident acoustic plane wave pulse by an arbitrary configuration of targets is treated by employing a recently developed non-singular boundary integral method to solve the Helmholtz…
We prove a number of results relating exit times of planar Brownian with the geometric properties of the domains in question. Included are proofs of the conformal invariance of moduli of rectangles and annuli using Brownian motion;…
We provide explicit classical solutions and stochastic analogues for distributed-order space-time fractional diffusion equations on bounded domains with zero exterior boundary conditions. We also show that our results still hold when the…
We study the relationship between the geometry of smoothly bounded domains in complete Riemannian manifolds and the associated sequence of $L^1$-norms of exit time moments for Brownian motion. We establish bounds for Dirichlet eigenvalues…
In this paper we consider non-local (in time) heat equations on time-increasing parabolic sets whose boundary is determined by a suitable curve. We provide a notion of solution for these equations and we study well-posedness under Dirichlet…
Freidlin and Wentzell characterized the logarithmic asymptotics of the exit time from a basin of attraction for a finite dimensional diffusion with small noise. After that, several authors studied the same properties for exit problems…
We prove explicit upper and lower bounds for the $L^1$-moment spectra for the Brownian motion exit time from extrinsic metric balls of submanifolds $P^m$ in ambient Riemannian spaces $N^{n}$. We assume that $P$ and $N$ both have controlled…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
We study estimates involving the principal Dirichlet eigenvalue associated to a smoothly bounded domain in a complete Riemannian manifold and L1-norms of exit time moments of Brownian motion. Our results generalize a classical inequality of…
The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…
We study here the escape time for the fastest diffusing particle from the boundary of an interval with point-sink killing sources. Killing represents a degradation that leads to the probabilistic removal of the moving Brownian particles. We…
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 study the first exit time of a multi-dimensional fractional Brownian motion from unbounded domains. In particular, we are interested in the upper tail of the corresponding distribution when the domain is parabola-shaped.
While it is known that any spherical fluid distribution may only source the spherically symmetric Schwarzschild space-time, the inverse is not true. Thus, in this manuscript, we find exact axially symmetric and static fluid (interior)…
This paper is the sequel to another with the same name (Buttigieg et al., Comput. Methods Funct. Theory, 2023), and is concerned with results of the same type. We deduce a result on the moments of the exit time of Brownian motion from…
A solution is developed for a convection-diffusion equation describing chemical transport with sorption, decay, and production. The problem is formulated in a finite domain where the appropriate conservation law yields Robin conditions at…
This paper deals with the three-dimensional narrow escape problem in dendritic spine shaped domain, which is composed of a relatively big head and a thin neck. The narrow escape problem is to compute the mean first passage time of Brownian…
In this paper we introduce a new method for the simulation of the exit time and position of a $\delta$-dimensional Brownian motion from a domain. The main interest of our method is that it avoids splitting time schemes as well as inversion…
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…