Related papers: Statistics of boundary encounters by a particle di…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
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…
We present a new method of deriving a boundary condition at a thin membrane for diffusion from experimental data. Based on experimental results obtained for normal diffusion of ethanol in water, we show that the derived boundary condition…
We investigate the Boltzmann equation with spatial smearing, diffusive boundary conditions, and Lions' collision kernel. Both, the physical as well as the velocity space, are assumed to be bounded. Existence and uniqueness of a stationary…
The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial…
Anomalous short- and long-time self-diffusion of non-overlapping fractal particles on a percolation cluster with spreading dimension $1.67(2)$ is studied by dynamic Monte Carlo simulations. As reported in Phys. Rev. Lett. 115, 097801…
We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…
We develop an analytical method to calculate encounter times of two random walkers in one dimension when each individual is segregated in its own spatial domain and shares with its neighbor only a fraction of the available space, finding…
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…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
We consider a semi-infinite spatially dispersive dielectric with unequal transverse and longitudinal susceptibilities. The effect of the boundary is characterized by arbitrary reflection coefficients for polarization waves in the material…
Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement $\overline{\delta^2}$ of individual particles remains a random variable while indicating that the particle…
We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…
The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
We calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall.…
We study the existence and the exponential ergodicity of a general interacting particle system, whose components are driven by independent diffusion processes with values in an open subset of $\mathds{R}^d$, $d\geq 1$. The interaction…