Related papers: Narrow Escape Brownian Dynamics Modeling in the Th…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
Microscopic particle separation plays vital role in various scientific and industrial domains. In this Letter, we propose a universal non-equilibrium thermodynamic approach, employing the concept of Shortcuts to Isothermality, to realize…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
The first-passage time (FPT) is a fundamental concept in stochastic processes, representing the time it takes for a process to reach a specified threshold for the first time. Often, considering a time-dependent threshold is essential for…
The purpose of this article is to compute the expected first exit times of Brownian motion from a variety of domains in the Euclidean plane and in the hyperbolic plane.
There are a wide range of first passage time (FPT) problems in the physical and life sciences that can be modelled in terms of a Brownian particle binding to a reactive surface (absorption). However, prior to absorption, the particle may…
The survival problem for a diffusing particle moving among random traps is considered. We introduce a simple argument to derive the quenched asymptotics of the survival probability from the Lifshitz tail effect for the associated operator.…
In this paper we introduce a new method for the simulation of the exit time and position of a $\delta$-dimensional Brownian motion from a domain. The main interest of our method is that it avoids splitting time schemes as well as inversion…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
The escape from a given domain is one of the fundamental problems in statistical physics and the theory of stochastic processes. Here, we explore properties of the escape of an inertial particle driven by L\'evy noise from a bounded domain,…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
We consider the influence of active speed fluctuations on the dynamics of a $d$-dimensional active Brownian particle performing a persistent stochastic motion. We use the Laplace transform of the Fokker-Planck equation to obtain exact…
In this paper, we analyze the mean first passage time (MFPT) for a single Brownian particle to find a stochastically-gated target under the additional condition that the position of the particle is reset to a fixed position $\x_r$ at a rate…
The effects of Poissonian resetting at a constant rate $r$ on the reaction time between a Brownian particle and a stochastically gated target are studied. The target switches between a reactive state and a non-reactive one. We calculate the…
We derive an approximate but fully explicit formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape in a general elongated domain in the plane. Our approximation combines conformal mapping, boundary…
We revise the encounter-based approach to imperfect diffusion-controlled reactions, which employs the statistics of encounters between a diffusing particle and the reactive region to implement surface reactions. We extend this approach to…
Typically, in the description of active Brownian particles, a constant effective propulsion force is assumed, which is then subjected to fluctuations in orientation and translation leading to a persistent random walk with an enlarged…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
Fluids confined to quasi-one-dimensional channels exhibit a dynamic crossover from single file diffusion to normal diffusion as the channel becomes wide enough for particles to hop past each other. In the crossover regime, where hopping…
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…