Related papers: Exit time distribution in spherically symmetric tw…
We consider the exit problem for a one-dimensional system with random switching near an unstable equilibrium point of the averaged drift. In the infinite switching rate limit, we show that the exit time satisfies a limit theorem with a…
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…
We propose an efficient numerical approach to simulate the boundary local time of reflected Brownian motion, as well as the time and position of the associated reaction event on a smooth boundary of a Euclidean domain. This approach…
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $R$ with reflecting boundaries. We study the maximum $M_x(t)$ of the trajectory of the particle along the $x$-direction at time $t$. In the…
In this paper, we derive a parabolic partial differential equation for the expected exit time of non-autonomous time-periodic non-degenerate stochastic differential equations. This establishes a Feynman-Kac duality between expected exit…
The problem of scattering of harmonic plane acoustic waves by fluid spheroids (prolate and oblate) is addressed from an analytical approach. Mathematically, it consists in solving the Helmholtz equation in an unbounded domain with…
In this work, we study the asymptotic behaviour of solutions to the heat equation in exterior domains, i.e., domains which are the complement of a smooth compact set in $\mathbb{R}^N$. Different homogeneous boundary conditions are…
In this work, we investigate time-dependent wave scattering by multiple small particles of arbitrary shape. To approximate the solution of the associated boundary-value problem, we derive an asymptotic model that is valid in the limit as…
This manuscript presents an efficient boundary integral equation technique for solving two-dimensional Helmholtz problems defined in the half-plane bounded by an infinite, periodic curve with Neumann boundary conditions and an aperiodic…
We consider the 2D quasi-periodic scattering problem in optics, which has been modelled by a boundary value problem governed by Helmholtz equation with transparent boundary conditions. A spectral collocation method and a tensor product…
We study the dynamics of the outliers for a large number of independent Brownian particles in one dimension. We derive the multi-time joint distribution of the position of the rightmost particle, by two different methods. We obtain the two…
The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…
The exit problem for small perturbations of a dynamical system in a domain is considered. It is assumed that the unperturbed dynamical system and the domain satisfy the Levinson conditions. We assume that the random perturbation affects the…
We consider the Helmholtz equation defined in unbounded domains, external to 2D bounded ones, endowed with a Dirichlet condition on the boundary and the Sommerfeld radiation condition at infinity. To solve it, we reduce the infinite region,…
We propose a reformulation of the boundary integral equations for the Helmholtz equation in a domain in terms of incoming and outgoing boundary waves. We obtain transfer operator descriptions which are exact and thus incorporate features…
Consider the time-domain multiple cavity scattering problem, which arises in diverse scientific areas and has significant industrial and military applications. The multiple cavity embedded in an infinite ground plane, is filled with…
This paper introduces a new boundary element formulation for transient electromagnetic scattering by homogeneous dielectric objects based on the time-domain PMCHWT equation. To address dense-mesh breakdown, a multiplicative Calderon…
The purpose of this article is to compute the expected first exit times of Brownian motion from a variety of domains in the Euclidean plane and in the hyperbolic plane.
We derive the fully time-dependent solution to a run-and-tumble model for a particle which has tumbling restricted to the boundaries of a one-dimensional interval. This is achieved through a field-theoretic perturbative framework by…
There is considerable current interest in the emergence of statistical correlations within a population of otherwise non-interacting Brownian particles subject to a common fluctuating environment or drive. Examples include global stochastic…