Related papers: Probability distribution function for reorientatio…
Several classic problems for particles diffusing outside an arbitrary configuration of non-overlapping partially reactive spherical traps in three dimensions are revisited. For this purpose, we describe the generalized method of separation…
We study the free diffusion in two dimensions of active-Brownian swimmers subject to passive fluctuations on the translational motion and to active fluctuations on the rotational one. The Smoluchowski equation is derived from a…
Starting from a minimal physical model of self propelled hard rods on a substrate in two dimensions, we derive a modified Smoluchowski equation for the system. Self -propulsion enhances longitudinal diffusion and modifies the mean field…
We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…
We obtain the von K\'arm\'an-Howarth relation for the stochastically forced three-dimensional Hall-Vinen-Bekharvich-Khalatnikov (3D HVBK) model of superfluid turbulence in Helium ($^4$He) by using the generating-functional approach. We…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…
The Smoluchowski coagulation-diffusion PDE is a system of partial differential equations modelling the evolution in time of mass-bearing Brownian particles which are subject to short-range pairwise coagulation. This survey presents a fairly…
It is known since Kellerer (1972) that for any process that is increasing for the convex order, or "peacock" as in Hirsch et al. 2011, there exist martingales with the same marginals laws. Nevertheless, there is no general constructive…
Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $M$ be a complete Riemnnian manifold and…
A closed expression is derived for the probability distribution of the transfer matrix of a particle moving in a one-dimensional system with delta-correlated, weak disorder. The change in the distribution as a function of wire length is…
In the present report, we have introduced the Fredholm integral method to solve the Smoluchowski equation in the Laplace domain. We get an exact semi-analytical solution for the linear potential energy curve in the dynamic diffusion…
We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for…
The configurational distribution function, solution of an evolution (diffusion) equation of the Fokker-Planck-Smoluchowski type, is (at least part of) the corner stone of polymer dynamics: it is the key to calculating the stress tensor…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
We recast the persistence probability for the spin located at the origin of a half-space arbitrarily $m$-magnetized Glauber-Ising chain as a Fredholm Pfaffian gap probability generating function with a sech-kernel. This is then spelled out…
We study the escape rate of diffusion process with two approaches. We first give an upper rate function for the diffusion process associated with a symmetric, strongly local regular Dirichlet form. The upper rate function is in terms of the…
We show how the Stefan type free boundary problem with random diffusion in one space dimension can be approximated by the corresponding free boundary problem with nonlocal diffusion. The approximation problem is a slightly modified version…
We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…
Following the works by Wiegmann-Zabrodin, Elbau-Felder, Hedenmalm-Makarov, and others, we consider the normal matrix model with an arbitrary potential function, and explain how the problem of finding the support domain for the asymptotic…
In this paper we consider the confluent Heun equation, which is a linear differential equation of second order with three singular points --- two of them are regular and the third one is irregular of rank 1. The purpose of the work is to…