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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…

Analysis of PDEs · Mathematics 2024-04-09 Tony Lelièvre , Mohamad Rachid , Gabriel Stoltz

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…

Probability · Mathematics 2017-08-09 Fiona Sloothaak , Vitali Wachtel , Bert Zwart

We consider multidimensional random walks in pyramids, which by definition are cones formed by finite intersections of half-spaces. The main object of interest is the survival probability $\mathbb{P}(\tau>n)$, $\tau$ denoting the first exit…

Probability · Mathematics 2023-06-29 Rodolphe Garbit , Kilian Raschel

In order to simulate observational and experimental situations, we consider a leak in the phase space of a chaotic dynamical system. We obtain an expression for the escape rate of the survival probability applying the theory of transient…

Chaotic Dynamics · Physics 2009-02-02 Eduardo G. Altmann , Tamas Tel

In this paper we explore the life expectancy limits by based on the stochastic modeling of mortality and applying the first exit or hitting time theory of a stochastic process. The main assumption is that the health state or the "vitality",…

Chaotic Dynamics · Physics 2011-01-11 Christos H Skiadas , Charilaos Skiadas

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

Probability · Mathematics 2019-12-12 Samuel Herrmann , Nicolas Massin

Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…

Condensed Matter · Physics 2016-08-31 Shahar Hod

We develop a theory of first passage processes in stochastic non-equilibrium systems of birth-death type using two closely related epidemiological models as examples. Our method employs the probability generating function technique in…

Statistical Mechanics · Physics 2014-08-06 Alex Kamenev , Baruch Meerson

We consider a population of $N$ labeled random walkers moving on a substrate, and an excitation jumping among the walkers upon contact. The label $\mathcal{X}(t)$ of the walker carrying the excitation at time $t$ can be viewed as a…

Statistical Mechanics · Physics 2007-12-19 E. Agliari , R. Burioni , D. Cassi , F. M. Neri

We consider a random walker whose motion is tethered around a focal point. We use two models that exhibit the same spatial dependence in the steady state but widely different dynamics. In one case, the walker is subject to a deterministic…

Statistical Mechanics · Physics 2019-01-11 Luca Giuggioli , Shamik Gupta , Matt Chase

We consider a general discrete-time branching random walk on a countable set X. We relate local, strong local and global survival with suitable inequalities involving the first-moment matrix M of the process. In particular we prove that,…

Probability · Mathematics 2015-05-18 Fabio Zucca

In this paper, we investigate random walks in a family of small-world trees having an exponential degree distribution. First, we address a trapping problem, that is, a particular case of random walks with an immobile trap located at the…

Statistical Mechanics · Physics 2011-08-25 Zhongzhi Zhang , Xintong Li , Yuan Lin , Guanrong Chen

We study a one-dimensional lattice random walk with an absorbing boundary at the origin and a movable partial reflector. On encountering the reflector, at site x, the walker is reflected (with probability r) to x-1 and the reflector is…

Statistical Mechanics · Physics 2009-11-07 Ronald Dickman , Daniel ben-Avraham

Finding a target in a complex environment is a fundamental challenge in nature, from chemical reactions to sperm reaching an egg. An effective strategy to reduce the time needed to reach a target is to deploy many searchers, increasing the…

Statistical Mechanics · Physics 2025-07-15 Elisabetta Ellettari , Giacomo Nasuti , Alberto Bassanoni , Alessandro Vezzani , Raffaella Burioni

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…

Mathematical Physics · Physics 2017-02-24 Hyundae Lee , Xiaofei Li , Yuliang Wang

We review recent results obtained from simple individual-based models of biological competition in which birth and death rates of an organism depend on the presence of other competing organisms close to it. In addition the individuals…

Populations and Evolution · Quantitative Biology 2015-03-03 Emilio Hernandez-Garcia , Els Heinsalu , Cristobal Lopez

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

Statistical Mechanics · Physics 2017-08-18 A. V. Nazarenko , V. Blavatska

We consider a branching-selection particle system on the real line. In this model the total size of the population at time $n$ is limited by $\exp\left(a n^{1/3}\right)$. At each step $n$, every individual dies while reproducing…

Probability · Mathematics 2018-10-02 Bastien Mallein

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

Probability · Mathematics 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde