Related papers: First Passage of a Randomly Accelerated Particle
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
We study the motion of a one-dimensional particle which reverses its direction of acceleration stochastically. We focus on two contrasting scenarios, where the waiting-times between two consecutive acceleration reversals are drawn from (i)…
Consider an advancing `front' $ R(t) \in \mathbb{Z}_{\geq 0} $ and particles performing independent continuous time random walks on $ (R(t),\infty)\cap\mathbb{Z} $. Starting at $R(0)=0$, whenever a particle attempts to jump into $R(t)$ the…
We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that…
We present the results of direct numerical simulations of heavy particle transport in homogeneous, isotropic, fully developed turbulence, up to resolution $512^3$ ($R_\lambda\approx 185$). Following the trajectories of up to 120 million…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We propose a new particle acceleration mechanism. Electron can be accelerated to relativistic energy within a few electromagnetic wave cycles through the mechanism which is named electromagnetic and magnetic field resonance acceleration…
In this article we study a problem related to the first passage and inverse first passage time problems for Brownian motions originally formulated by Jackson, Kreinin and Zhang (2009). Specifically, define $\tau_X = \inf\{t>0:W_t + X \le…
In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…
We investigate sources of error in acceleration statistics from Lagrangian Particle Tracking (LPT) data and demonstrate techniques to eliminate or minimise bias errors introduced during processing. Numerical simulations of particle tracking…
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…
We investigate the mean first passage time of an active Brownian particle in one dimension using numerical simulations. The activity in one dimension is modeled as a two state model; the particle moves with a constant propulsion strength…
Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…
We propose a new way of quick and very efficient acceleration of protons and/or electrons in relativistic bulk flows. The new mechanism takes advantage of conversion of particles from the charged state (protons or electrons/positrons) into…
We consider the statics and dynamics of a single particle trapped in a one-dimensional harmonic potential, and subjected to a driving noise with memory, that is represented by a resetting stochastic process. The finite memory of this…
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…
We study transport of an inertial Brownian particle moving in a symmetric and periodic one-dimensional potential, and subjected to both a symmetric, unbiased external harmonic force as well as biased dichotomic noise $\eta(t)$ also known as…
A new particle acceleration process in a developing Alfv\'{e}n turbulence in the course of successive parametric instabilities of a relativistic pair plasma is investigated by utilyzing one-dimensional electromagnetic full particle code.…
We consider branching Brownian motion in which initially there is one particle at $x$, particles produce a random number of offspring with mean $m+1$ at the time of branching events, and each particle branches at rate $\beta = 1/2m$.…
Consider a stable L\'evy process $X=(X_t,t\geq 0)$ and let $T_x$, for $x>0$, denote the first passage time of $X$ above the level $x$. In this work, we give an alternative proof of the absolute continuity of the law of $T_x$ and we obtain a…