Related papers: Statistics of boundary encounters by a particle di…
A horizontal $N$-dimensional plane, having a diffusion of its own, exchanges with the lower half space. There, a reaction-diffusion process, modelled by a free boundary problem, takes place. We wish to understand whether, and how, the free…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…
We study the kinetics of diffusion-limited coalescence, A+A-->A, and annihilation, A+A-->0, in the Bethe lattice of coordination number z. Correlations build up over time so that the probability to find a particle next to another varies…
We show that the distribution of times for a diffusing particle to first hit an absorber is \emph{independent} of the direction of an external flow field, when we condition on the event that the particle reaches the target for flow away…
We treat the problem of particle pushing by growing ice as a free diffusion near a wall that moves with discrete steps. When the particle diffuse away from the surface the surface can grow, blocking the particle from going back. Elementary…
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…
The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
Molecular kinetic simulations are typically used to accurately describe the tenuous regions of the upper atmospheres on planetary bodies. These simulations track the motion of particles representing real atmospheric atoms and/or molecules…
Systems describing the long-range interaction between individuals have attracted a lot of attention in the last years, in particular in relation with living systems. These systems are quadratic, written under the form of transport equations…
We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…
Scale-free surfaces, such as cones, remain unchanged under a simultaneous expansion of all coordinates by the same factor. Probability density of a particle diffusing near such absorbing surface at large time approaches a simple form that…
We consider particles on a one-dimensional lattice whose evolution is governed by nearest-neighbor interactions where particles that have reached size zero are removed from the system. Concentrating on configurations with infinitely many…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
We solve a non-equilibrium statistical mechanics problem exactly, namely, the single-file dynamics of N hard-core interacting particles (the particles cannot pass each other) of size \Delta diffusing in a one dimensional system of finite…
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
We study the elusive transition from exponential to post-exponential (algebraic) decay of the probability density of a quantum particle emitted by an exponentially decaying source, in one dimension. The main finding is that the probability…
This is part II of our study on the free boundary problems with nonlocal and local diffusions. In part I, we obtained the existence, uniqueness, regularity and estimates of global solution. In part II here, we show a spreading-vanishing…
Travelling waves of densities of binary fluid mixtures are investigated near a critical point. The free energy is considered in a non-local form taking account of the density gradients. The equations of motions are applied to a universal…