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In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we…

Dynamical Systems · Mathematics 2014-09-12 Getachew K. Befekadu , Panos J. Antsaklis

Repulsion between individuals within a finite radius is encountered in numerous applications, including cell exclusion, i.e. avoidance of overlapping cells, bird flocks, or microscopic pedestrian models. We define such individual based…

Analysis of PDEs · Mathematics 2023-10-06 Michael Fischer , Laura Kanzler , Christian Schmeiser

This paper considers the two-dimensional narrow escape problem in a domain which is composed of a relatively big head and several thin necks. The narrow escape problem is to compute the mean first passage time(MFPT) of a Brownian particle…

Mathematical Physics · Physics 2023-12-05 Xiaofei Li , Shengqi Lin

This paper considers the narrow escape problem of a Brownian particle within a three-dimensional Riemannian manifold under the influence of the force field. We compute an asymptotic expansion of mean sojourn time for Brownian particles. As…

Probability · Mathematics 2023-07-19 Medet Nursultanov , William Trad , Leo Tzou

We present an analytic study for subdiffusive escape of overdamped particles out of a cusp-shaped parabolic potential well which are driven by thermal, fractional Gaussian noise with a $1/\omega^{1-\alpha}$ power spectrum. This…

Statistical Mechanics · Physics 2011-11-09 I. Goychuk , P. Hanggi

We study the scale dependence of effective diffusion of fluid tracers, specifically, its dependence on the P\'{e}clet number, a dimensionless parameter of the ratio between advection and molecular diffusion. Here, we address the case that…

Fluid Dynamics · Physics 2022-04-13 Yohei Kono , Yoshihiko Susuki , Takashi Hikihara

Consider a one dimensional diffusion process on the diffusion interval $I$ originated in $x_0\in I$. Let $a(t)$ and $b(t)$ be two continuous functions of $t$, $t>t_0$ with bounded derivatives and with $a(t)<b(t)$ and $a(t),b(t)\in I$,…

Probability · Mathematics 2014-03-10 Laura Sacerdote , Ottavia Telve , Cristina Zucca

In noisy environments such as the cell, many processes involve target sites that are often hidden or inactive, and thus not always available for reaction with diffusing entities. To understand reaction kinetics in these situations, we study…

Statistical Mechanics · Physics 2020-01-29 Gabriel Mercado-Vásquez , Denis Boyer

The persistent character of the motion of active particles gives rise to accumulation at boundaries. I investigate the problem of run-and-tumble swimmers confined in a 1D box with hard walls, reporting expressions for the particles…

Statistical Mechanics · Physics 2022-06-08 Luca Angelani

We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…

Statistical Mechanics · Physics 2012-04-02 P. S. Burada , B. Lindner

We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…

Statistical Mechanics · Physics 2024-01-26 Feng Huang , Hanshuang Chen

We show that the distribution of times for a diffusing particle to first hit an absorber is \emph{independent} of the direction of an external flow field, when we condition on the event that the particle reaches the target for flow away…

Statistical Mechanics · Physics 2024-03-26 P. L. Krapivsky , S. Redner

We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic…

Disordered Systems and Neural Networks · Physics 2015-06-18 Mauro Bologna , Gerardo Aquino

Many physical processes depend on the time it takes a diffusing particle to find a target. Though this classical quantity is now well-understood in various scenarios, little is known if the diffusivity depends on the location of the…

Statistical Mechanics · Physics 2025-12-23 Hwai-Ray Tung , Sean D Lawley

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We investigate the Kramers escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well…

In periodic, two-dimensional potentials a classical particle might be expected to escape from any finite region if it has enough energy to escape from a single cell. However, for a class of sinusoidal potentials in which the barriers…

Statistical Mechanics · Physics 2009-10-31 Roger Haydock

This paper concerns the diffusive limit of the time evolutionary Boltzmann equation in the half space $\mathbb{T}^2\times\mathbb{R}^+$ for a small Knudsen number $\varepsilon>0$. For boundary conditions in the normal direction, it involves…

Analysis of PDEs · Mathematics 2026-03-31 Hongxu Chen , Renjun Duan

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.…

Fluid Dynamics · Physics 2017-06-28 Maxime Hubert , Matthieu Labousse , Stéphane Perrard

We report a simulation study on the narrow escape kinetics of a Chiral Active Particle (CAP) confined to a circular domain with a narrow escape opening. The studys main objective is to optimize the CAPs escape changes as a function of the…

Soft Condensed Matter · Physics 2023-12-05 Alakesh Upadhyaya , Venkata Sathish Akella