Related papers: Simulation and Optimization of Mean First Passage …
Tracking the movement of tracer particles has long been a strategy for uncovering complex structures. Here, we study discrete-time random walks on finite Cayley trees to infer key parameters such as tree depth and geometric bias toward the…
This article devotes to developing robust but simple correction techniques and efficient algorithms for a class of second-order time stepping methods, namely the shifted fractional trapezoidal rule (SFTR), for subdiffusion problems to…
In recent literature on trapped ultracold atomic gases, calculations for 2D-systems are often done within the Dynamical Mean Field Theory (DMFT) approximation. In this paper, we compare DMFT to a fully two-dimensional, self-consistent…
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…
Motion in bounded domains is a fundamental concept in various fields, including billiard dynamics and random walks on finite lattices, with important applications in physics, ecology and biology. An important universal property related to…
We investigate the first-passage properties and extreme-value statistics of an overdamped Brownian particle confined by an external linear potential $V(x)=\mu |x-x_0|$, where $\mu>0$ is the strength of the potential and $x_0>0$ is the…
In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…
We study the random walk problem on a deterministic scale-free network, in the presence of a set of static, identical targets; due to the strong inhomogeneity of the underlying structure the mean first-passage time (MFPT), meant as a…
Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first…
We investigate the first passage properties of a Brownian particle diffusing freely inside a $d$-dimensional sphere with absorbing spherical surface subject to stochastic resetting. We derive the mean time to absorption (MTA) as functions…
This paper presents an efficient suboptimal model predictive control (MPC) algorithm for nonlinear switched systems subject to minimum dwell time constraints (MTC). While MTC are required for most physical systems due to stability, power…
How long a stochastic process survives before leaving a domain depends not only on its intrinsic dynamics but also on how it is observed. Classical first-passage theory assumes continuous monitoring with absorbing boundaries…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT)…
Stochastic resets have lately emerged as a mechanism able to generate finite equilibrium mean square displacement (MSD) when they are applied to diffusive motion. Furthermore, walkers with an infinite mean first arrival time (MFAT) to a…
We perform an in-depth study for mean first-passage time (MFPT)---a primary quantity for random walks with numerous applications---of maximal-entropy random walks (MERW) performed in complex networks. For MERW in a general network, we…
We use macroscopic fluctuation theory (MFT) to analyse current fluctuations in a non-interacting Brownian gas with one or more partially absorbing targets within a bounded domain $\Omega \subset \R^d$. We proceed by coarse-graining a…
We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…
Fluctuating hydrodynamics based techniques have been developed in recent years for the simulation of Brownian motion of particles. These mesoscale simulation tools are viable approaches for problems where molecular dynamics simulations may…
We consider an anisotropic needle-like Brownian particle with nematic symmetry confined in a $2D$ domain. For this system, the coupling of translational and rotational diffusion makes the process ${\bf x} (t)$ of the positions of the…