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We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…
In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…
The escape probability $\xi_{x}$ from a site $x$ of a one-dimensional disordered lattice with trapping is treated as a discrete dynamical evolution by random iterations over nonlinear maps parametrized by the right and left jump…
The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…
Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…
Many chemical reactions can be formulated in terms of particle diffusion in a complex energy landscape. Transition path theory (TPT) is a theoretical framework for describing the direct (reaction) pathways from reactant to product states…
We introduce a modal representation for Lagrangian trajectories in turbulence, termed Lagrangian Proper Orthogonal Decomposition (LPOD). An ensemble of particle trajectories is used to construct velocity time series, which are normalized…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
We study a generalization of the standard trapping problem of random walk theory in which particles move subdiffusively on a one-dimensional lattice. We consider the cases in which the lattice is filled with a one-sided and a two-sided…
Statistical properties of the pair dispersion of Lagrangian particles (tracers) in incompressible turbulent flows provide insights into transport and mixing. We explore the same in transonic to supersonic compressible turbulence of an…
We study the spreading of viruses, such as SARS-CoV-2, by airborne aerosols, via a new first-passage-time problem for Lagrangian tracers that are advected by a turbulent flow: By direct numerical simulations of the three-dimensional (3D)…
A particle entering a scattering and absorbing medium executes a random walk through a sequence of scattering events. The particle ultimately achieves first-passage, leaving the medium or it is absorbed. The Kubelka-Munk model describes a…
We consider a time dependent trap externally manipulated in such a way that one of its bound states is brought up towards the continuum threshold, and then down again. We evaluate the probability $P^{stay}$ for a particle, initially in a…
A particle subject to a white noise external forcing moves like a Langevin process. Consider now that the particle is reflected at a boundary which restores a portion c of the incoming speed at each bounce. For c strictly smaller than the…
The interface separating a liquid from its vapor phase is diffuse: the composition varies continuously from one phase to the other over a finite length. Recent experiments on dynamic jamming fronts in two dimensions [Waitukaitis et al.,…