Related papers: Exit time distribution in spherically symmetric tw…
We consider the Fast Diffusion Equation $u_t=\Delta u^m$ posed in a bounded smooth domain $\Omega\subset \RR^d$ with homogeneous Dirichlet conditions; the exponent range is $m_s=(d-2)_+/(d+2)<m<1$. It is known that bounded positive…
The problem of detection time distribution concerns a quantum particle surrounded by detectors and consists of computing the probability distribution of where and when the particle will be detected. While the correct answer can be obtained…
We describe the Dirichlet spectrum structure for the Fichera layers and crosses in any dimension $n\ge3$. Also the application of the obtained results to the classical Brownian exit times problem in these domains.
Numerical solutions of a non-Fickian diffusion equation belonging to a hyperbolic type are presented in one space dimension. The Brownian particle modelled by this diffusion equation is subjected to a symmetric periodic potential whose…
We consider the wave equation on a manifold $(\Omega,g)$ of dimension $d\geq 2$ with smooth strictly convex boundary $\partial\Omega\neq\emptyset$, with Dirichlet boundary conditions. We construct a sharp local in time parametrix and then…
We present Helmholtz or Helmholtz like equations for the approximation of the time-harmonic wave propagation in gases with small viscosity, which are completed with local boundary conditions on rigid walls. We derived approximative models…
Diffraction in time of a particle confined in a box which its walls are removed suddenly at $t=0$ is studied. The solution of the time-dependent Schr\"{o}dinger equation is discussed analytically and numerically for various initial…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
Questions of flux regulation in biological cells raise renewed interest in the narrow escape problem. The often inadequate expansions of the narrow escape time are due to a not so well known fact that the boundary singularity of Green's…
In this article, we describe an approach for solving partial differential equations with general boundary conditions imposed on arbitrarily shaped boundaries. A continuous function, the domain parameter, is used to modify the original…
The mean first passage time (MFPT) for a Brownian particle to reach a small target in cellular microdomains is a key parameter for chemical activation. Although asymptotic estimations of the MFPT are available for various geometries, these…
Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…
We consider the classical problem of particle diffusion in $d$-dimensional radially-symmetric systems with absorbing boundaries. A key quantity to characterise such diffusive transport is the evolution of the proportion of particles…
Adsorption to a surface, reversible-binding, and trapping are all prevalent scenarios where particles exhibit "stickiness". Escape and first-passage times are known to be drastically affected, but detailed understanding of this phenomenon…
The Smoluchowski diffusion equation describes diffusion in the presence of external forces. Studying the mechanical response of soft materials to linear forces, such as shear, results in a boundary value problem involving an…
We consider time domain acoustic scattering from a penetrable medium with a variable sound speed. This problem can be reduced to solving a time domain volume Lippmann-Schwinger integral equation. Using convolution quadrature in time and…
The fundamental solution of a pseudo-differential equation for functions defined on the $d$-fold product of the $p$-adic numbers, $\mathbb{Q}_p$, induces an analogue of the Wiener process in $\mathbb{Q}_p^d$. As in the real setting, the…
The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
Using martingale theory, we compute, in very few lines, exact analytical expressions for various first-exit-time statistics associated with one-dimensional biased diffusion. Examples include the distribution for the first-exit time from an…