Related papers: Exit time distribution in spherically symmetric tw…
In this work we study partial differential equations defined in a domain that moves in time according to the flow of a given ordinary differential equation, starting out of a given initial domain. We first derive a formulation for a…
A low frequency approximation of the discrete Sommerfeld diffraction problems, involving the scattering of a time harmonic lattice wave incident on square lattice by a discrete Dirichlet or a discrete Neumann half-plane, is investigated. It…
The solution to the elastodynamic equation in the exterior of a polyhedral domain or a screen exhibits singular behavior from the corners and edges. The detailed expansion of the singularities implies quasi-optimal estimates for piecewise…
We prove that, for a given spherically symmetric fluid distribution with tangential pressure on an initial spacelike hypersurface with a timelike boundary, there exists a unique, local in time solution to the Einstein equations in a…
Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…
We exhibit some explicit co-adapted couplings for n-dimensional Brownian motion and all its Levy stochastic areas. In the two-dimensional case we show how to derive exact asymptotics for the coupling time under various mixed coupling…
When a flux of Brownian particles is injected in a narrow window located on the surface of a bounded domain, these particles diffuse and can eventually escape through a cluster of narrow windows. At steady-state, we compute asymptotically…
Let $L$ be a positive definite self-adjoint operator on the $L^2$-space associated to a $\si$-finite measure space. Let $H$ be the dual space of the domain of $L^{1/2}$ w.r.t. $L^2(\mu)$. By using an It\^o type inequality for the $H$-norm…
In this article we derive moment estimates, exponential integrability, concentration inequalities and exit times estimates for canonical diffusions in two settings each beyond the scope of Riemannian geometry. Firstly, we consider…
We obtain a formula for the distribution of the first exit time of Brownian motion from the alcove of an affine Weyl group. In most cases the formula is expressed compactly, in terms of Pfaffians. Expected exit times are derived in the type…
We introduce a class of interesting stochastic processes based on Brownian-time processes. These are obtained by taking Markov processes and replacing the time parameter with the modulus of Brownian motion. They generalize the iterated…
We study a stochastic process $X_t$ related to the Bessel and the Rayleigh processes, with various applications in physics, chemistry, biology, economics, finance and other fields. The stochastic differential equation is $dX_t = (nD/X_t) dt…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
We consider the wave equation with Dirichlet boundary conditions in the exterior of a cylinder in R 3 and we construct a global in time parametrix to derive sharp dispersion estimates for all frequencies (low and high) and, as a corollary,…
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…
This paper addresses the inverse source problem for a mixed-type fractional wave-diffusion-wave equation posed in a cylindrical domain. The governing equation involves a time-dependent variable-order fractional derivative, which enables the…
We present a boundary integral formulation of the Helmholtz equation with visco-thermal boundary conditions, in two dimensions. Such boundary conditions allow for the accurate simulation of viscous and thermal losses in the vicinity of the…
This paper considers to the problems of diffraction of electromagnetic waves on a half-plane, which has a finite inclusion in the form of a Lipschitz curve. The diffraction problem formulated as boundary value problem for Helmholtz…
In this paper, some initial-boundary-value problems for the time-fractional diffusion equation are first considered in open bounded n-dimensional domains. In particular, the maximum principle well-known for the PDEs of elliptic and…