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For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at…

Statistical Mechanics · Physics 2023-05-04 Alain Mazzolo , Cécile Monthus

Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…

Statistical Mechanics · Physics 2025-08-29 Paul C Bressloff

The use of fully or partially absorbing boundary conditions for diffusion-based problems has become paradigmatic in physical chemistry and biochemistry to describe reactions occurring in solutions or in living media. However, as chemical…

Statistical Mechanics · Physics 2022-12-13 Francesco Piazza

We study the behavior of a point particle incident from the left on a slab of a randomly diluted triangular array of circular scatterers. Various scattering properties, such as the reflection and transmission probabilities and the…

Statistical Mechanics · Physics 2009-11-07 Hernan Larralde , Francois Leyvraz , Gustavo Martinez-Mekler , Raul Rechtman , Stefano Ruffo

We consider a bulk-membrane-coupled partial differential equation in which a single diffusion equation posed within the unit ball is coupled to a two-component reaction diffusion equation posed on the bounding unit sphere through a linear…

Pattern Formation and Solitons · Physics 2019-10-21 Daniel Gomez

We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish local…

Analysis of PDEs · Mathematics 2015-11-20 Vandana Sharma , Jeff Morgan

In many applications, transport of particles can be described by the diffusion equation, or its convective-diffusion generalizations, in part of three-dimensional space. In particular, in surface deposition or in growth of aggregates or…

Condensed Matter · Physics 2016-07-12 Vladimir Privman , Jongsoon Park

Typically, aggregation-diffusion is modeled by parabolic equations that combine linear or nonlinear diffusion with a Fokker-Planck convection term. Under very general suitable assumptions, we prove that radial solutions of the evolution…

Analysis of PDEs · Mathematics 2021-12-15 Jose A. Carrillo , David Gómez-Castro , Juan Luis Vázquez

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

The calculation of the diffusion-controlled reaction rate for partially absorbing, non-spherical boundaries presents a formidable problem of broad relevance. In this paper we take the reference case of a spherical boundary and work out a…

Statistical Mechanics · Physics 2019-11-11 Francesco Piazza , Denis Grebenkov

We consider a reaction-diffusion system for two densities lying in adjacent domains of $\mathbb{R}^N$. We treat two configurations: either a cylinder and its complement, or two half-spaces. Diffusion and reaction heterogeneities for the two…

Analysis of PDEs · Mathematics 2025-06-06 Henri Berestycki , Luca Rossi , Andrea Tellini

We investigate the properties of a model of granular matter consisting of $N$ Brownian particles on a line subject to inelastic mutual collisions. This model displays a genuine thermodynamic limit for the mean values of the energy and the…

Statistical Mechanics · Physics 2009-10-31 A. Puglisi , V. Loreto , U. Marini Bettolo Marconi , A. Petri , A. Vulpiani

In an ensemble of non-interacting Brownian particles, a finite systematic average velocity may temporarily develop, even if it is zero initially. The effect originates from a small nonlinear correction to the dissipative force, causing the…

Statistical Mechanics · Physics 2009-11-13 A. V. Plyukhin , A. M. Froese

We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…

Mathematical Physics · Physics 2014-02-13 A. Sapora , M. Codegone , G. Barbero

We study the problem of a target search by a Brownian particle subject to stochastic resetting to a pair of sites. The mean search time is minimized by an optimal resetting rate which does not vary smoothly, in contrast with the well-known…

Statistical Mechanics · Physics 2024-02-28 Pedro Julián-Salgado , Leonardo Dagdug , Denis Boyer

We address the dynamics of adsorbed molecules (a fundamental issue in surface physics) within the framework of a Master Equation scheme, and study the diffusion of particles in a finite cubic lattice whose boundaries are at the $z=1$ and…

Statistical Mechanics · Physics 2009-11-10 Jorge A. Revelli , Carlos. E. Budde , Domingo Prato , Horacio S. Wio

We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…

Probability · Mathematics 2012-06-19 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas , Vilmos Prokaj

We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…

Probability · Mathematics 2026-05-05 Jules Flin

The global existence and boundedness of solutions to volume-surface reaction diffusion systems with a mass control condition are investigated. Such systems arise typically in e.g. cell biology, ecology or fluid mechanics, when some…

Analysis of PDEs · Mathematics 2024-12-18 Juan Yang , Bao Quoc Tang

Consider a particle which is randomly accelerated by Gaussian white noise on the line segment $0<x<1$ and is absorbed as soon as it reaches $x=0$ or $x=1$. The mean absorption time $T(x,v)$, where $x$ and $v$ denote the initial position and…

Statistical Mechanics · Physics 2011-07-19 Stanislav N. Kotsev , Theodore W. Burkhardt