Related papers: Telegraph process with elastic boundary at the ori…
In this note, we present some ideas for describing the distributions of the running maximum/minimum, first passage times and telegraphic meanders. Explicit formulae for joint distribution of the extrema, the number of velocity switches and…
We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily…
We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…
We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…
We consider a sequential cascade of molecular first-reaction events towards a terminal reaction centre in which each reaction step is controlled by diffusive motion of the particles. The model studied here represents a typical reaction…
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…
In this paper we develop an encounter-based model of a run-and-tumble particle (RTP) confined to a finite interval $[0,L]$ with partially absorbing, sticky boundaries at both ends. We assume that the particle switches between two constant…
Rectified transport of active ellipsoidal particles is numerically investigated in a two-dimensional asymmetric potential. The out-of-equilibrium condition for the active particle is an intrinsic property, which can break thermodynamical…
Diffusion in cell biology is important and complicated. Diffusing particles must contend with a complex environment as they make their way through the cell. We analyze a particular type of complexity that arises when diffusing particles…
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…
We consider a model system of persistent random walkers that can jam, pass through each other or jump apart (recoil) on contact. In a continuum limit, where particle motion between stochastic changes in direction becomes deterministic, we…
Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…
We define a dynamic model of random networks, where new vertices are connected to old ones with a probability proportional to a sublinear function of their degree. We first give a strong limit law for the empirical degree distribution, and…
Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimension, can be studied giving a general formulation of the…
When an elastic object is dragged through a viscous fluid tangent to a rigid boundary, it experiences a lift force perpendicular to its direction of motion. An analogous lift mechanism occurs when a rigid symmetric object translates…
Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…
The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…
We report a new phenomenon, called self-recovery, in the process of diffusion in a region with boundary. Suppose that a diffusing quantity is uniformly distributed initially and then gets excited by the change in the boundary values over a…
Problems involving the capture of a moving entity by a trap occur in a variety of physical situations, the moving entity being an electron, an excitation, an atom, a molecule, a biological object such as a receptor cluster, a cell, or even…
This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…