Related papers: Joint distribution of multiple boundary local time…
After reexamining the above barrier diffusion problem where we notice that the wave packet collision implies the existence of {\em multiple} reflected and transmitted wave packets, we analyze the way of obtaining phase times for…
We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…
We study the time-harmonic scattering by a heterogeneous object covered with a thin layer of randomly distributed sound-soft nanoparticles. The size of the particles, their distance between each other and the layer's thickness are all of…
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…
The problem of the lattice diffusion of two particles coupled by a contact repulsive interaction is solved by finding analytical expressions of the two-body probability characteristic function. The interaction induces anomalous drift with a…
By considering the master equation of the partially asymmetric diffusion process on a one-dimensional lattice, the most general boundary condition (i.e. interactions) for the multi-species reaction-diffusion processes is considered.…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
In this paper we develop a probabilistic model of single-particle diffusion in 1D multi-layered media by constructing a multi-layered version of so-called snapping out Brownian motion (BM). The latter sews together successive rounds of…
Diffusion in the crowded environments of the biological membranes or materials interfaces often involves intermittent binding to surface proteins or defects. To account for this situation we study a 2-dimensional lattice gas in a field of…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
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 consider particles emanating from a source point inside an interval in one-dimensional space and passing through detectors situated at the endpoints of the interval that register their arrival time. Unambiguous measurements of arrival or…
We derive, through subordination techniques, a generalized Feynman-Kac equation in the form of a time fractional Schrodinger equation. We relate such equation to a functional which we name the subordinated local time. We demonstrate through…
It is shown that the density of the ratio of two random variables with the same variance and joint Gaussian density satisfies a non stationary diffusion equation. Implications of this result for kernel density estimation of the condensed…
We formulate a dynamical model for microtubules interacting with a catastrophe-inducing boundary. In this model microtubules are either waiting to be nucleated, actively growing or shrinking, or stalled at the boundary. We first determine…
We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when…
Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case…