Related papers: Narrow escape of interacting diffusing particles
We propose a new look at the heat bath for two Brownian particles, in which the heat bath as a `system' is both perturbed and sensed by the Brownian particles. Non-local thermal fluctuation give rise to bath-mediated static forces between…
Stochastic dynamical systems arise as models for fluid particle motion in geophysical flows with random velocity fields. Escape probability (from a fluid domain) and mean residence time (in a fluid domain) quantify fluid transport between…
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…
The dynamics of active particles is of interest at many levels and is the focus of theoretical and experimental research. There have been many attempts to describe the dynamics of particles affected by random active forces in terms of an…
Motivated by recent experimental progress to read out quantum bits implemented in superconducting circuits via the phenomenon of dynamical bifurcation, transitions between steady orbits in a driven anharmonic oscillator, the Duffing…
We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…
Based on the dynamical quantization method we derive a quantum phase-space non-Markovian Smoluchowski equation describing the non-inertial Brownian motion of a harmonic oscillator immersed in a generic environment. In the long-time regime…
The concept of entropy has been pivotal in the formulation of thermodynamics. For systems driven away from thermal equilibrium, a comparable role is played by entropy production and dissipation. Here we provide a comprehensive picture how…
We study the metastable behavior of diffusion processes in narrow tube domains, where the metastability is induced by entropic barriers. We identify a sequence of characteristic time scales $\{T_\epsilon^i\}_{1 \leq i \leq \abs{V'}}$ and…
We consider the problem of tunneling escape of particles from a multiparticle system confined within a potential trap. The process is nonlinear due to the interparticle interaction. Using the hydrodynamic representation for the quantum…
We study here the escape time for the fastest diffusing particle from the boundary of an interval with point-sink killing sources. Killing represents a degradation that leads to the probabilistic removal of the moving Brownian particles. We…
Thermally activated escape of a Brownian particle over a potential barrier is well understood within Kramers theory. When subjected to an external magnetic field, the Lorentz force slows down the escape dynamics via a rescaling of the…
The mean first-passage time (MFPT) for a Brownian particle to surmount a potential barrier of height $\Delta U$ is a fundamental quantity governing a wide array of physical and chemical processes. According to the Arrhenius Law, the MFPT…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
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…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
We present an insightful ``derivation'' of the Langevin equation and the fluctuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton's Law of motion…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…
We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…