Related papers: Diffusive escape through a narrow opening: new ins…
We revise the encounter-based approach to imperfect diffusion-controlled reactions, which employs the statistics of encounters between a diffusing particle and the reactive region to implement surface reactions. We extend this approach to…
We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the…
In this paper, we study McKean-Vlasov SDE living in $\mathbb{R}^d$ in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentials. Kramers' type law for the exit-time from a domain of…
This paper deals with the three-dimensional narrow escape problem in dendritic spine shaped domain, which is composed of a relatively big head and a thin neck. The narrow escape problem is to compute the mean first passage time of Brownian…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…
We consider a particle diffusing outside a compact planar set and investigate its boundary local time $\ell_t$, i.e., the rescaled number of encounters between the particle and the boundary up to time $t$. In the case of a disk, this is…
Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…
We study the barrier crossing of a particle driven by white symmetric Levy noise of index $\alpha$ and intensity $DD for three different generic types of potentials: (a) a bistable potential; (b) a metastable potential; and (c) a truncated…
We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we…
The mean first exit (passage) time characterizes the average time of a stochastic process never leaving a fixed region in the state space, while the escape probability describes the likelihood of a transition from one region to another for…
What is the path associated with the fastest Brownian particle that reaches a narrow window located on the boundary of a domain? Although the distribution of the fastest arrival times has been well studied in dimension 1, much less is known…
The escape from a given domain is one of the fundamental problems in statistical physics and the theory of stochastic processes. Here, we explore properties of the escape of an inertial particle driven by L\'evy noise from a bounded domain,…
Questions of flux regulation in biological cells raise renewed interest in the narrow escape problem. The often inadequate expansions of the narrow escape time are due to a not so well known fact that the boundary singularity of Green's…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
We study a system of non-interacting active particles, propelled by colored noises, characterized by an activity time $\tau$, and confined by a double-well potential. A straightforward application of this system is the problem of barrier…
We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…
The exit problem for small perturbations of a dynamical system in a domain is considered. It is assumed that the unperturbed dynamical system and the domain satisfy the Levinson conditions. We assume that the random perturbation affects the…
We consider a dynamical system described by the differential equation $\dot{Y}_t=-U'(Y_t)$ with a unique stable point at the origin. We perturb the system by the L\'evy noise of intensity $\varepsilon$ to obtain the stochastic differential…