Related papers: Sojourn probabilities in tubes and pathwise irreve…
Quantum tunneling from a thin wire or a thin film through a static potential barrier in a zero magnetic field is studied. The wire or the film should satisfy a condition of transverse quantization of levels and be inhomogeneous. Depending…
We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…
We consider subdiffusion of a particle in a one-dimensional system with a thin partially permeable wall. Passing through the wall, the particle can be absorbed with a certain probability. We call such a wall partially permeable partially…
We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…
Diffusion of a particle passing over the saddle point of a two-dimensional quadratic potential is studied via a set of coupled Langevin equations and the expression for the passing probability is obtained exactly. The passing probability is…
This paper presents, in a unified fashion, deterministic as well as statistical Lagrangian-verification techniques. They formally quantify the behavioral robustness of any time-continuous process, formulated as a continuous-depth model. To…
A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…
We consider singularly perturbed convection-diffusion equations on one-dimensional networks (metric graphs) as well as the transport problems arising in the vanishing diffusion limit. Suitable coupling condition at inner vertices are…
We consider light ray reflections in $n$-dimensional semi-infinite tube, for $n\geq 3$, made of Lambertian material. The source of light is placed far away from the exit, and the light ray is assumed to reflect so that the distribution of…
Complex network approaches have been successfully applied for studying transport processes in complex systems ranging from road, railway or airline infrastructure over industrial manufacturing to fluid dynamics. Here, we utilize a generic…
We use the mean-bacterial-velocity model to investigate the \textit{irreversibility} of two-dimensional (2D) \textit{bacterial turbulence} and to compare it with its 2D fluid-turbulence counterpart. We carry out extensive direct numerical…
The transport phenomenon of active particles confined in 3D(three dimensional) corrugated confined channel with Gaussian noises is investigated. Large noise intensity perpendicular to the symmetry axis is good for the diffusion and current…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
Topological properties of physical systems play a crucial role in our understanding of nature, yet their experimental determination remains elusive. We show that the mean helicity, a dynamical invariant in ideal flows, quantitatively…
We consider subdiffusion in a system which consists of two media separated by a thin membrane. The subdiffusion parameters may be different in each of the medium. Using the new method presented in this paper we derive the probabilities (the…