Related papers: First exit and Dirichlet problem for the nonisotro…

We consider the first exit point distribution from a bounded domain $\Omega$ of the stochastic process $(X_t)_{t\ge 0}$ solution to the overdamped Langevin dynamics $$d X_t = -\nabla f(X_t) d t + \sqrt{h} \ d B_t$$ starting from…

We address the question of the time needed by $N$ particles, initially located on the first sites of a finite 1D lattice of size $L$, to exit that lattice when they move according to a TASEP transport model. Using analytical calculations…

We study the large time behaviour of a spherically symmetric motion of out-flowing isentropic and compressible viscous gas. The fluid occupies an unbounded exterior domain in $\mathbb{R}^n \; (n \ge 2)$, and it flows out from an inner…

We prove a number of \textit{a priori} estimates for weak solutions of elliptic equations or systems with vertically independent coefficients in the upper-half space. These estimates are designed towards applications to boundary value…

We combine the processes of resetting and first-passage to define \emph{first-passage resetting}, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain,…

We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…

The first-order relativistic fluid theories of dissipation proposed by Eckart and Landau-Lifshitz have been proved to be unstable. They admit solutions which start in proximity of equilibrium and depart exponentially from it. We show that…

We establish general moment estimates for the discrete and continuous exit times of a general It\^o process in terms of the distance to the boundary. These estimates serve as intermediate steps to obtain strong convergence results for the…

We find lower and upper bounds for the first eigenvalue of a nonlocal diffusion operator of the form $ T(u) = - \int_{\rr^d} K(x,y) (u(y)-u(x)) \, dy$. Here we consider a kernel $K(x,y)=\psi (y-a(x))+\psi(x-a(y))$ where $\psi$ is a bounded,…

We propose a new approach for finding discrete harmonic functions in the quarter plane with Dirichlet conditions. It is based on solving functional equations that are satisfied by the generating functions of the values taken by the harmonic…

We consider optimal control problems governed by systems describing the flow of an incompressible second grade fluid with Dirichlet boundary conditions. We prove the existence of an optimal solution, derive the corresponding necessary…

The study of discrete-time stochastic processes on the half-line with mean drift at $x$ given by $\mu_1 (x) \to 0$ as $x \to \infty$ is known as Lamperti's problem. We give sharp almost-sure bounds for processes of this type in the case…

In this paper, we consider a diffusion process pertaining to a chain of distributed control systems with small random perturbation. The distributed control system is formed by n subsystems that satisfy an appropriate Hormander condition,…

This paper considers extreme values attained by a centered, multidimensional Gaussian process $X(t)= (X_1(t),\ldots,X_n(t))$ minus drift $d(t)=(d_1(t),\ldots,d_n(t))$, on an arbitrary set $T$. Under mild regularity conditions, we establish…

We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…

We consider the one-dimensional focusing nonlinear Schr\"odinger equation (NLS) with a delta potential and even initial data. The problem is equivalent to the solution of the initial/boundary problem for NLS on a half-line with Robin…

We consider the non-equilibrium dynamics of disordered systems as defined by a master equation involving transition rates between configurations (detailed balance is not assumed). To compute the important dynamical time scales in…

This paper tackles the problem of generating safe exit controllers for continuous-time systems described by stochastic differential equations (SDEs). The primary aim is to develop controllers that maximize the lower bounds of the exit…

We investigate the biased quenched trap model on top of a two-dimensional lattice in the case of diverging expected dwell times. By utilizing the double-subordination approach and calculating the return probability in $2$d, we explicitly…

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…