Related papers: On the behavior of diffusion processes with traps
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
We study scrambling in connection to multipartite entanglement dynamics in regular and chaotic long-range spin chains, characterized by a well defined semi-classical limit. For regular dynamics, scrambling and entanglement dynamics are…
Movements of molecular motors on cytoskeletal filaments are described by directed walks on a line. Detachment from this line is allowed to occur with a small probability. Motion in the surrounding fluid is described by symmetric random…
The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…
When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
In this article, we perform quantitative analyses of metastable behavior of an interacting particle system known as the inclusion process. For inclusion processes, it is widely believed that the system nucleates the condensation of…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…
The dynamics of dislocations confined to grain boundaries in a striped system are studied using electroconvection in the nematic liquid crystal N4. In electroconvection, a striped pattern of convection rolls forms for sufficiently high…
A new non-conservative stochastic reaction-diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport…
The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…
In this paper we describe the long time behavior of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time behavior of corresponding diffusion processes.
To investigate novel aspects of pattern formation in spin systems, we use a mapping between reactive concentrations in a reaction-diffusion system and spin orientations in a dynamic multiple-spin Ising model. While pattern formation in…