Related papers: Narrow Escape Brownian Dynamics Modeling in the Th…
Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…
We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…
We analyze velocity-jump process models of persistent search for a single target on a bounded domain. The searcher proceeds along ballistic trajectories and is absorbed upon collision with the target boundary. When reaching the domain…
We study the long-time asymptotics of the probability P_t that the Riemann-Liouville fractional Brownian motion with Hurst index H does not escape from a fixed interval [-L,L] up to time t. We show that for any H \in ]0,1], for both…
We analyze the mean time t_{app} that a randomly moving particle spends in a bounded domain (sphere) before it escapes through a small window in the domain's boundary. A particle is assumed to diffuse freely in the bulk until it approaches…
A one-dimensional run-and-tumble particle (RTP) switches randomly between a left and right moving state of constant speed $v$. This type of motion arises in a wide range of applications in cell biology, including the unbiased growth and…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
We study experimentally, numerically and theoretically the optimal mean time needed by a Brownian particle, freely diffusing either in one or two dimensions, to reach, within a tolerance radius $R_{\text tol}$, a target at a distance $L$…
We study here the extreme statistics of Brownian particles escaping from a cusp funnel: the fastest Brownian particles among $n$ follow an ensemble of optimal trajectories located near the shortest path from the source to the target. For…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
Cells have evolved efficient strategies to probe their surroundings and navigate through complex environments. From metastatic spread in the body to swimming cells in porous materials, escape through narrow constrictions - a key component…
We propose an efficient numerical approach to simulate the boundary local time of reflected Brownian motion, as well as the time and position of the associated reaction event on a smooth boundary of a Euclidean domain. This approach…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
We consider a leaky integrate-and-fire neuron with deterministic subthreshold dynamics and a firing threshold that evolves as an Ornstein-Uhlenbeck process. The formulation of this minimal model is motivated by the experimentally observed…
First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
The short-time motion of Brownian particles in an incompressible Newtonian fluid under shear, in which the fluid inertia becomes important, was investigated by direct numerical simulation of particulate flows. Three-dimensional simulations…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
We study escape dynamics of a double-stranded DNA (dsDNA) through an idealized double nanopore (DNP) geometry subject to two equal and opposite forces (tug-of-war) using Brownian dynamics (BD) simulation. In addition to the geometrical…
The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial…