Related papers: Mean exit time for diffusion on irregular domains
We calculate the mean shape of transition paths and first-passage paths based on the one-dimensional Fokker-Planck equation in an arbitrary free energy landscape including a general inhomogeneous diffusivity profile. The transition path…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…
We study single-file diffusion on a one-dimensional lattice with a random fractal distribution of hopping rates. For finite lattices, this problem shows three clearly different regimes, namely, nearly independent particles, highly…
Motivated by recent single molecule studies of proteins sliding on a DNA molecule, we explore the targeting dynamics of N particles ("proteins") sliding diffusively along a line ("DNA") in search of their target site (specific target…
Anomalous diffusion, process in which the mean-squared displacement of system states is a non-linear function of time, is usually identified in real stochastic processes by comparing experimental and theoretical displacements at relatively…
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…
First passage percolation on $\mathbb{Z}^2$ is a model for describing the spread of an infection on the sites of the square lattice. The infection is spread via nearest neighbor sites and the time dynamic is specified by random passage…
This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…
General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…
Diffusive random walks feature the surprising property that the average length of all possible random trajectories that enter and exit a finite domain is determined solely by the domain boundary. Changes in the diffusion constant or the…
We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…
A popular method to compute first-passage probabilities in continuous-time Markov chains is by numerically inverting their Laplace transforms. Past decades, the scientific computing community has developed excellent numerical methods for…
In this paper we address the problem of the calculation of the mean first passage time (MFPT) on generic graphs. We focus in particular on the mean first passage time on a node 's' for a random walker starting from a generic, unknown, node…
This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30,197-207, (1986)…
We investigate some simple and surprising properties of a one-dimensional Brownian trajectory with diffusion coefficient $D$ that starts at the origin and reaches $X$ either: (i) at time $T$ or (ii) for the first time at time $T$. We…
This article deals with the initial-boundary value problem for a moderately coupled system of time-fractional diffusion equations. Defining the mild solution, we establish fundamental unique existence, limited smoothing property and…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
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…
Consider a network embedded in the 2D plane, where a particle diffuses along the edges of the network. It is clear that over short length scales a particle moves along a single edge and thus undergoes one-dimensional diffusion. However, on…