Related papers: Hybrid asymptotic-numerical approach for estimatin…
We consider the simple random walk conditioned to stay forever in a finite domain $D_N \subset \mathbb{Z}^d, d \geq 3$ of typical size $N$. This confined walk is a random walk on the conductances given by the first eigenvector of the…
Diffusion through semipermeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular…
Laplace's first law of errors, which states that the frequency of an error can be represented as an exponential function of the error magnitude, was overlooked for many decades but was recently shown to describe the statistical behavior of…
The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in…
In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier-Laplace domain are…
In this work we study drawdowns and drawups of general diffusion processes. The drawdown process is defined as the current drop of the process from its running maximum, while the drawup process is defined as the current increase over its…
A recently developed model of random walks on a $D$-dimensional hyperspherical lattice, where $D$ is {\sl not} restricted to integer values, is used to study polymer growth near a $D$-dimensional attractive hyperspherical boundary. The…
We introduce and solve from first principles a continuous-time quantum walk with absorption generated by a Lindblad boundary sink of arbitrary strength. Tracing out the sink maps the problem onto a non-Hermitian tight-binding Hamiltonian…
We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…
We investigate the first-passage properties of nearest-neighbor hopping on a finite interval with disordered hopping rates. We develop an approach that relies on the backward equation, in conjunction with probability generating functions,…
A probabilistic framework for studying single-particle diffusion in partially absorbing media has recently been developed in terms of an encounter-based approach. The latter computes the joint probability density (generalized propagator)…
We present a hybrid asymptotic/numerical method for the accurate computation of single and double layer heat potentials in two dimensions. It has been shown in previous work that simple quadrature schemes suffer from a phenomenon called…
We consider a two-dimensional analogue of Helmholtz resonator with walls of finite thickness in the critical case when there exists an eigenfrequency equalling to the limit of poles generated by both the bounded component of the resonator…
We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…
In this manuscript, we present a novel approach for sampling from a continuous multivariate probability distribution, which may either be explicitly known (up to a normalization factor) or represented via empirical samples. Our method…
This paper proposes a frequency/time hybrid integral-equation method for the time dependent wave equation in two and three-dimensional spatial domains. Relying on Fourier Transformation in time, the method utilizes a fixed…
We study the asymptotic behaviour of the most likely trajectories of a planar random walk that result in large deviations of the area of their convex hull. If the Laplace transform of the increments is finite on $R^2$, such a scaled limit…
In this paper, we propose a general framework for the trapping problem on a weighted network with a perfect trap fixed at an arbitrary node. By utilizing the spectral graph theory, we provide an exact formula for mean first-passage time…
In this paper, a mathematical model is developed to describe the evolution of the concentration of compounds through a gas chromatography column. The model couples mass balances and kinetic equations for all components. Both single and…
As a main result of the paper, we construct and justify an asymptotic approximation of Green's function in a domain with many small inclusions. Periodicity of the array of inclusions is not required. We start with an analysis of the…