Related papers: Telegraph process with elastic boundary at the ori…
Random motions on the line and on the plane with space-varying velocities are considered and analyzed in this paper. On the line we investigate symmetric and asymmetric telegraph processes with space-dependent velocities and we are able to…
The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle moving on the real line, alternatively with constant…
We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…
In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…
A finite element approach to the elastic flow of a curve coupled with a diffusion equation on the curve is analysed. Considering the graph case, the problem is weakly formulated and approximated with continuous linear finite elements, which…
The paper addresses the single-file diffusion in the presence of an absorbing boundary. The emphasis is on an interplay between the hard-core interparticle interaction and the absorption process. The resulting dynamics exhibits several…
The zigzag process is a variant of the telegraph process with position dependent switching intensities. A characterization of the $L^2$-spectrum for the generator of the one-dimensional zigzag process is obtained in the case where the…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
In this paper, we study univariate and planar random motions with variable propagation speeds. We first consider motions with space-varying velocity, which can be reduced to constant-velocity motions by means of suitable nonlinear…
Negative refraction is a peculiar wave propagation phenomenon that occurs when a wave crosses a boundary between a regular medium and a medium with both constitutive parameters negative at the given frequency. The phase and group velocities…
We combine the processes of resetting and first-passage to define \emph{first-passage resetting}, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain,…
A one-dimensional model on a line of the length L is investigated, which involves particle diffusion as well as single particle annihilation. There are also creation and annihilation at the boundaries. The static and dynamical behaviors of…
We propose a new generalisation of jump-telegraph process with variable velocities and jumps. Amplitude of the jumps and velocity values are random, and they depend on the time spent by the process in the previous state of the underlying…
Start with a graph with a subset of vertices called {\it the border}. A particle released from the origin performs a random walk on the graph until it comes to the immediate neighbourhood of the border, at which point it joins this subset…
The edge-reinforced random walk (ERRW) is a random process on the vertices of a graph that is more likely to cross the edges it has visited in the past. Depending on the strength of the reinforcement, the ERRW of a single particle can…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…
We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.
Scattering between edge states that bound one-dimensional domains of opposite potential or flux is studied, in the presence of strong potential or flux disorder. A mobility edge is found as a function of disorder and energy, and we have…