Related papers: Diffusion hitting times and the Bell-shape
Particles moving along curved trajectories will diffuse if the curvature fluctuates sufficiently in either magnitude or orientation. We consider particles moving at a constant speed with either a fixed or with a Gaussian distributed…
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…
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…
We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…
The problem of a bouncing ball on a non-planar surface is investigated. We discovered that surface undulation adds a horizontal component to the impact force, which acquires a random character. Some aspects of Brownian motion are found in…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…
We discuss fragmentation processes which induce star formation in dense walls of expanding shells. The influence of the energy input, the ISM scale-height and speed of sound in the ambient medium is tested. We formulate the condition for…
Previous experimental studies have shown that when a layer of solid particles is explosively dispersed, the particles often develop a non-uniform spatial distribution. The instabilities within the particle bed and at the particle layer…
We investigate a class of diffusion-controlled reactions that are initiated at the time instance when a prescribed number $K$ among $N$ particles independently diffusing in a solvent are simultaneously bound to a target region. In the…
In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
The single-file problem of N particles in one spatial dimension is analyzed, when each particle has a randomly distributed diffusion constant D sampled in a density $\rho(D)$. The averaged one-particle distributions of the edge particles…
We analyze a reaction-diffusion system describing the growth of microbial species in a model of flocculation type that arises in biology. Existence of global classical positive solutions is proved under general growth assumptions, with…
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…
Based on the non-Markov diffusion equation taking into account the spatial fractality and modeling for the generalized coefficient of particle diffusion…
We prove that for a one-dimensional infinite lattice, with long-range coupling among sites, the diffusion of an initial delta-like pulse in the bulk, is ballistic at all times. We obtain a closed-form expression for the mean square…
Diffusion models often generate novel samples even when the learned score is only \emph{coarse} -- a phenomenon not accounted for by the standard view of diffusion training as density estimation. In this paper, we show that, under the…
Using the results of Ding, Lee, Peres [3], we develop formulas to compute the hitting times and cover times for random walks on groups. We developed an explicit formula for hitting times in terms of the irreducible representations of the…
We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…