Related papers: Efficient computation of first passage times in Ko…
We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…
Many events in biology are triggered when a diffusing searcher finds a target, which is called a first passage time (FPT). The overwhelming majority of FPT studies have analyzed the time it takes a single searcher to find a target. However,…
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
This work introduces an extension of the high order, single stage Lax-Wendroff Flux Reconstruction (LWFR) of Babbar et al., JCP (2022) to solve second order time-dependent partial differential equations in conservative form on curvilinear…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
The Landau distribution as well as its first and second momenta are well suited for describing the energy loss of charged particles traversing a thin layer of matter. At present, just rational approximations and asymptotic expressions for…
We obtain an explicit representation for the Laplace transform of the waiting time for a wide class of distributions by solving the Wiener-Hopf factorization problem via the Hadamard product theorem. Under broad conditions it is shown that…
Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first…
New results on conditional joint probability distributions of first exit times are presented for a continuous-time stochastic process defined as the mixture of Markov jump processes moving at different speeds on the same finite state space,…
Discrete state space diffusion models have shown significant advantages in applications involving discrete data, such as text and image generation. It has also been observed that their performance is highly sensitive to the choice of rate…
We consider here a model of accelerating fronts, introduced in [2], consisting of one equation with nonlocal diffusion on a line, coupled via the boundary condition with a reaction-diffusion equation of the Fisher-KPP type in the upper…
In one and two dimensions, the first-passage time for a diffusing particle in the presence of a radial potential flow to hit a sphere, conditioned on actually hitting the sphere, is independent of the sign of the drift. Moreover, the…
The Gaver-Stehfest algorithm is widely used for numerical inversion of Laplace transform. In this paper we provide the first rigorous study of the rate of convergence of the Gaver-Stehfest algorithm. We prove that Gaver-Stehfest…
A large and sparse random graph with independent exponentially distributed link weights can be used to model the propagation of messages or diseases in a network with an unknown connectivity structure. In this article we study an extended…
Two models of anomalous diffusion of cosmic ray in the leaky-box approximation are compared: one of them is based on the decoupled time-space L\'evy flights and the other on fractional walks with a finite free motion velocity. Distributions…
In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoretical analysis (multivariate delta method)…
In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…
We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…
Understanding the transport behavior of quantum many-body systems constitutes an important physical endeavor, both experimentally and theoretically. While a reliable classification into normal and anomalous dynamics is known to be…
This is the second, and last paper in which we address the behavior of oriented first passage percolation on the hypercube in the limit of large dimensions. We prove here that the extremal process converges to a Cox process with exponential…