Related papers: First passage time distribution of active thermal …
We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…
We introduce stochastic models for the transport of heat in systems described by local collisional dynamics. The dynamics consists of tracer particles moving through an array of hot scatterers describing the effect of heat baths at fixed…
We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
We study the first passage time (FPT) problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker-Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time…
We present a perturbation approach to calculate the short-time propagator, or transition density, of the one-dimensional Fokker-Planck equation, to in principle arbitrary order in the time increment. Our approach preserves probability…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
We revise the classical problem of characterizing first exit times of a harmonically trapped particle whose motion is described by one- or multi-dimensional Ornstein-Uhlenbeck process. We start by recalling the main derivation steps of a…
We study the long-time asymptotic behavior of the position distribution of a run-and-tumble particle (RTP) in two dimensions and show that the distribution at a time $t$ can be expressed as a perturbative series in $(\gamma t)^{-1}$, where…
We present certain mathematical aspects of an information method which was formulated in an attempt to investigate diffusion phenomena. We imagine a regular dynamical hamiltonian systems under the random perturbation of thermal (molecular)…
We find the moment generating function (mgf) of the nonequilibrium work for open systems undergoing a thermal process, ie, when the stochastic dynamics maps thermal states into time dependent thermal states. The mgf is given in terms of a…
In this work, the motion of a dust particle under the influence of the random force due to dust charge fluctuations is considered as a non-Markovian stochastic process. Memory effects in the velocity process of the dust particle are…
We present a new perturbative formulation of non-equilibrium thermal field theory, based upon non-homogeneous free propagators and time-dependent vertices. Our approach to non-equilibrium dynamics yields time-dependent diagrammatic…
We investigate the connection between thermal light and coherent pulses, constructing mixtures of single pulses that yield the same first-order, equal-space-point correlation function as thermal light. We present mixtures involving (i)…
Consider a network embedded in the 2D plane, where a particle diffuses along the edges of the network. It is clear that over short length scales a particle moves along a single edge and thus undergoes one-dimensional diffusion. However, on…
Density-functional perturbation theory (DFPT) is nowadays the method of choice for the accurate computation of linear and non-linear response properties of materials from first principles. A notable advantage of DFPT over alternative…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
We solve the problem of first-passage time for run-and-tumble particles in one dimension. Exact expression is derived for the mean first-passage time in the general case, considering external force-fields and chemotactic-fields, giving rise…