Related papers: Statistics of diffusive encounters with a small ta…
We investigate a class of diffusion-controlled reactions that are initiated at the time instance when a prescribed number $K$ among $N$ particles independently diffusing in a solvent are simultaneously bound to a target region. In the…
This paper presents a robust tracking approach to handle challenges such as occlusion and appearance change. Here, the target is partitioned into a number of patches. Then, the appearance of each patch is modeled using a dictionary composed…
In this article, we discuss the numerical solution of diffusion equations on random surfaces within the isogeometric framework. We describe in detail, how diffusion problems on random surfaces can be modelled and how quantities of interest…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
Resetting has been shown to reduce the completion time for a stochastic process, such as the first passage time for a diffusive searcher to find a target. The time between two consecutive resetting events is drawn from a waiting time…
In this chapter, we consider the problem of a non-Markovian random walker (displaying memory effects) searching for a target. We review an approach that links the first passage statistics to the properties of trajectories followed by the…
I consider a stochastic optimization problem for a time-changed Bessel process whose diffusion rate is constrained to be between two positive values $r_{1}<r_{2}$. The problem is to find an optimal adapted strategy for the choice of…
The multiple-Dirichlet-to-Neumann (multiple-DtN) non-reflecting boundary condition is adapted to acoustic scattering from obstacles embedded in the half-plane. The multiple-DtN map is coupled with the method of images as an alternative…
We present an adaptive algorithm for the computation of quantities of interest involving the solution of a stochastic elliptic PDE where the diffusion coefficient is parametrized by means of a Karhunen-Lo\`eve expansion. The approximation…
In this article, we consider the numerical approximation of far-field statistics for acoustic scattering problems in the case of random obstacles. In particular, we consider the computation of the expected far-field pattern and the expected…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
Spectral statistics of quantum systems have been studied in detail using the nearest neighbour level spacings, which for generic chaotic systems follows random matrix theory predictions. In this work, the probability density of the closest…
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…
We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm…
We investigate dynamically and statistically diffusive motion in a Klein-Gordon particle chain in the presence of disorder. In particular, we examine a low energy (subdiffusive) and a higher energy (self-trapping) case and verify that…
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…
We consider a discrete version of the Witsenhausen problem where all random variables are bounded and take on integer values. Our main goal is to understand the complexity of computing good strategies given the distributions for the initial…
The discrete-dipole approximation (DDA) is a powerful method for calculating absorption and scattering by targets that have sizes smaller than or comparable to the wavelength of the incident radiation. The DDA can be extended to targets…