Related papers: First-passage dynamics of linear stochastic interf…
We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…
We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…
We survey recent results on first-passage processes in unbounded cones and their applications to ordering of particles undergoing Brownian motion in one dimension. We first discuss the survival probability S(t) that a diffusing particle, in…
A systematic analytic treatment of fluctuations in Laplacian growth is given. The growth process is regularized by a short-distance cutoff $\hbar$ preventing the cusps production in a finite time. This regularization mechanism generates…
We study one-dimensional fluctuating interfaces of length $L$ where the interface stochastically resets to a fixed initial profile at a constant rate $r$. For finite $r$ in the limit $L \to \infty$, the system settles into a nonequilibrium…
We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…
In this work we focus on fluctuations of time-integrated observables for a particle diffusing in a one-dimensional periodic potential in the weak-noise asymptotics. Our interest goes to rare trajectories presenting an atypical value of the…
The dynamics of an interface between the normal and superconducting phases under nonstationary external conditions is studied within the framework of the time-dependent Ginzburg-Landau equations of superconductivity, modified to include…
First-passage times in random walks have a vast number of diverse applications in physics, chemistry, biology, and finance. In general, environmental conditions for a stochastic process are not constant on the time scale of the average…
In this paper we consider the diffusive search for a bounded target $\Omega \in \R^d$ with its boundary $\partial \Omega$ totally absorbing. We assume that the target is surrounded by a semipermeable interface given by the closed surface…
We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…
Noise in spiking neurons is commonly modeled by a noisy input current or by generating output spikes stochastically with a voltage-dependent hazard rate ("escape noise"). While input noise lends itself to modeling biophysical noise…
In this work we study the noise induced effects on the dynamics of short polymers crossing a potential barrier, in the presence of a metastable state. An improved version of the Rouse model for a flexible polymer has been adopted to mimic…
Experimental realizations of a 1D interface always exhibit a finite microscopic width $\xi>0$; its influence is erased by thermal fluctuations at sufficiently high temperatures, but turns out to be a crucial ingredient for the description…
A statistical mechanics theory for a fluid stratified in density is presented. The predicted statistical equilibrium state is the most probable outcome of turbulent stirring. The slow temporal evolution of the vertical density profile is…
We study the long-time behavior of the probability density Q_t of the first exit time from a bounded interval [-L,L] for a stochastic non-Markovian process h(t) describing fluctuations at a given point of a two-dimensional, infinite in both…
We explore the effects of stochastic resetting to random positions of a Brownian particle on first passage times and Shannon's entropy. We explore the different entropy regimes, namely, the \textit{externally-driven}, the…
Motivated by the dynamics of resonant neurons we consider a differentiable, non-Markovian random process $x(t)$ and particularly the time after which it will reach a certain level $x_b$. The probability density of this first passage time is…
We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…