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We formulate the first order Fermi acceleration in parallel shock waves in terms of the random walk theory. The formulation is applicable to any value of the shock speed and the particle speed, in particular to the acceleration in…
We investigate the transport of Brownian particles in a two-dimensional potential under the action of a uniform external force. The potential is periodic in one direction and confines the particle to a narrow channel of varying…
We perform the analysis of a hyperbolic model which is the analog of the Fisher-KPP equation. This model accounts for particles that move at maximal speed $\epsilon^{-1}$ ($\epsilon\textgreater{}0$), and proliferate according to a reaction…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…
We consider waves propagating in a randomly layered medium with long-range correlations. An example of such a medium is studied in \citeMS and leads, in particular, to an asymptotic travel time described in terms of a fractional Brownian…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…
The hexagonal structure is ubiquitous in nature. The propagation phenomena occurring in a media with a hexagonal structure remain to be explored. One way of exploring this question is to formulate lattice dynamical systems and analyze the…
We present a mathematical analysis of propagation-induced distortions in the spectro-temporal properties of Fast Radio Bursts (FRBs). Within the Triggered Relativistic Dynamical Model, we derive a centroid-based formulation of the sub-burst…
We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motion and create offspring at constant rate. Particles of type…
We investigate the effect of inertia on barrierless electronic reactions in solution by suggesting and examining different probability distribution functions (PDF) of relevant Brownian functionals associated with the lifetime and reactivity…
The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These…
In this study, we investigate the behavior of free inertial Active Brownian Particles (ABP) in the presence of thermal noise. While finding a closed-form solution for the joint distribution of positions, orientations, and velocities using…
In this work we study a branching particle system of diffusion processes on the real line interacting through their rank in the system. Namely, each particle follows an independent Brownian motion, but only K $\ge$ 1 particles on the far…
In this work, we study the propagation of wildfires using an advection--diffusion--reaction model which also includes convective and radiative heat loss. An existing model is discussed \cite{asensio_2002} and a physically consistent…
The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…