Related papers: Reflecting random flights
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
We study an inverse first-hitting problem for a one-dimensional, time-homogeneous diffusion $X(t)$ reflected between two boundaries $a$ and $b,$ which starts from a random position $\eta.$ Let $a \le S \le b$ be a given threshold, such that…
Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…
Isolated, steady-state galaxies correspond to equilibrium solutions of the Poisson--Vlasov system. We show that (i) all galaxies with a distribution function depending on energy alone must be spherically symmetric and (ii) all axisymmetric…
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…
We consider the Markov random flight $\bold X(t)$ in the Euclidean space $\Bbb R^m, \; m\ge 2,$ starting from the origin $\bold 0\in\Bbb R^m$ that, at Poisson-paced times, changes its direction at random according to arbitrary distribution…
Sinai's model of diffusion in one-dimension with random local bias is studied by a real space renormalization group which yields asymptotically exact long time results. The distribution of the position of a particle and the probability of…
We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…
When circularly polarized light is scattered from a rotating target, a rotational Doppler shift (RDS) emerges from an exchange of angular momentum between the spinning object and the electromagnetic field. Here, we used coherently spinning…
We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…
To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting…
The paper considers random motion of a point on the surface of a sphere, in the case where the angular velocity is determined by an Ornstein-Uhlenbeck process. The solution is fully characterized by only one dimensionless number, the…
Consider a system of N identical hard spherical particles moving in a d-dimensional box and undergoing elastic, possibly multi-particle, collisions. We develop a new algorithm that recovers the pre-collision state from the post-collision…
Transforms using random matrices have been found to have many applications. We are concerned with the projection of a signal onto Gaussian-distributed random orthogonal bases. We also would like to easily invert the process through…
We consider a stationary Poisson hyperplane process with given directional distribution and intensity in $d$-dimensional Euclidean space. Generalizing the zero cell of such a process, we fix a convex body $K$ and consider the intersection…
Active particles self-propel themselves with a stochastically evolving velocity, generating a persistent motion leading to a non-diffusive behavior of the position distribution. Nevertheless, an effective diffusive behavior emerges at times…
The diffusion in two dimensions of non-interacting active particles that follow an arbitrary motility pattern is considered for analysis. Accordingly, the transport equation is generalized to take into account an arbitrary distribution of…
We consider $N$ circles of equal radii, $r$, having their centers randomly placed within a square domain $\mathcal{D}$ of size $L \times L$ with periodic boundary conditions ($\mathcal{D} \in \mathbb{R}^2$). When two or more circles…
We present \emph{telescoping} recursive representations for both continuous and discrete indexed noncausal Gauss-Markov random fields. Our recursions start at the boundary (a hypersurface in $\R^d$, $d \ge 1$) and telescope inwards. For…