Related papers: First Passage of a Randomly Accelerated Particle
An algorithm is demonstrated that performs first-principles tracking of relativistic charged-particles. A covariant approach is used which relies on retarded vector potentials for trajectory integration instead of performing electromagnetic…
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…
We present an exact derivation of the survival probability of a randomly accelerated particle subject to partial absorption at the origin. We determine the persistence exponent and the amplitude associated to the decay of the survival…
As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…
Mott variable range hopping is a fundamental mechanism for low-temperature electron conduction in disordered solids in the regime of Anderson localization. In a mean field approximation, it reduces to a random walk (shortly, Mott random…
In recent years, it has been well-established that adding a restart mechanism can alter the firstpassage statistics of a stochastic processes in useful and interesting ways. Though different mecha-nisms have been investigated, we derive a…
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…
The overdamped motion of a Brownian particle in randomly switching piece-wise metastable linear potential shows noise enhanced stability (NES): the noise stabilizes the metastable system and the system remains in this state for a longer…
The investigation of random walks is central to a variety of stochastic processes in physics, chemistry, and biology. To describe a transport phenomenon, we study a variant of the one-dimensional persistent random walk, which we call a…
We investigate the crossing of an energy barrier by a self-propelled particle described by a Rayleigh friction term. We reveal the existence of a sharp transition in the external force field whereby the amplitude dramatically increases.…
Random motions on the line and on the plane with space-varying velocities are considered and analyzed in this paper. On the line we investigate symmetric and asymmetric telegraph processes with space-dependent velocities and we are able to…
We discuss the phenomenon of energization of relativistic charged particles in three-dimensional (3D) incompressible MHD turbulence and the diffusive properties of the motion of the same particles. We show that the random electric field…
While collisionless plasmas are ubiquitously present near astrophysical compact objects, the impact that their composition has on the high-energy emission is presently unknown. We present the first investigation of particle-acceleration…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
We consider motion of an overdamped Brownian particle subject to stochastic resetting in one dimension. In contrast to the usual setting where the particle is instantaneously reset to a preferred location (say, the origin), here we consider…
The extreme value statistics of active matter offer significant insight into their unique properties. A phase transition has recently been reported in a model of branching run-and-tumble particles, describing the spatial spreading of an…
Let (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion with drift and a compound Poisson process. We consider T_x the first hitting time of a fixed level x > 0 by (Xt, t >= 0). We prove that the law of T_x has a…
In this chapter, we consider the problem of a non-Markovian random walker (displaying memory effects) searching for a target. We review an approach that links the first passage statistics to the properties of trajectories followed by the…
We describe a criterion for particles suspended in a randomly moving fluid to aggregate. Aggregation occurs when the expectation value of a random variable is negative. This random variable evolves under a stochastic differential equation.…
We study the distribution of the 'gap time', the first time that a large gap appears, in the spatial birth and death point process on $[0,1]$ in which particles are added uniformly in space at rate $\lambda$ and are removed independently at…