Related papers: The narrow capture problem on general Riemannian s…
The stochastic motion of particles in living cells is often spatially inhomogeneous with a higher effective diffusivity in a region close to the cell boundary due to active transport along actin filaments. As a first step to understand the…
Cellular networks are often composed of thin tubules connecting much larger node compartments. These structures serve for active or diffusion transport of proteins. Examples are glial networks in the brain, the endoplasmic reticulum in…
In this paper we use singular perturbation theory to solve the 2D narrow capture problem for a set of partially accessible targets $\calU_k$, $k=1,\ldots,N$, in a bounded domain $\Omega\subset \R^2$. In contrast to previous models of narrow…
We discuss the $(1+1)$-dimensional wave maps equation with values in a compact Riemannian manifold $\mathcal{M}$. Motivated by the Gibbs measure problem, we consider Brownian paths on the manifold $\mathcal{M}$ as initial data. Our main…
We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian…
Understanding the transport properties of a porous medium from a knowledge of its microstructure is a problem of great interest in the physical, chemical and biological sciences. Using a first-passage time method, we compute the mean…
We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…
We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…
Adsorption to a surface, reversible-binding, and trapping are all prevalent scenarios where particles exhibit "stickiness". Escape and first-passage times are known to be drastically affected, but detailed understanding of this phenomenon…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
In this article we study a problem related to the first passage and inverse first passage time problems for Brownian motions originally formulated by Jackson, Kreinin and Zhang (2009). Specifically, define $\tau_X = \inf\{t>0:W_t + X \le…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
We consider the local sensitivity of least-squares formulations of inverse problems. The sets of inputs and outputs of these problems are assumed to have the structures of Riemannian manifolds. The problems we consider include the…
In this chapter, we review our recent work on first passage time (FPT) problems for absorption by a target whose interface is semipermeable. For pedagogical reasons, we focus on a single Brownian particle searching for a single target in a…
The mean first passage time (MFPT) for a Brownian particle to reach a small target in cellular microdomains is a key parameter for chemical activation. Although asymptotic estimations of the MFPT are available for various geometries, these…
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 announce a result on the existence of a unique local solution to a stochastic geometric wave equation on the one dimensional Minkowski space $\mathbb{R}^{1+1}$ with values in an arbitrary compact Riemannian manifold. We consider a rough…
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,…
Given a singular Riemannian foliation on a compact Riemannian manifold, we study the mean curvature flow equation with a regular leaf as initial datum. We prove that if the leaves are compact and the mean curvature vector field is basic,…
The general covariance of the diffusion equation is exploited in order to explore the curvature effects appearing on brownian motion over a d-dimensional curved manifold. We use the local frame defined by the so called Riemann normal…