Related papers: The narrow capture problem on general Riemannian s…
We give an effective upper escape rate function for Brownian motion on a complete Riemannian manifold in terms of the volume growth of the manifold. An important step in the work is estimating the small tail probability of the crossing time…
We resolve a question of Bramson and Griffeath by showing that the expected capture time of four independent Brownian predators pursuing one Brownian prey on a line is finite. Our main tool is an eigenvalue estimate for a particular…
We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We use the formula to derive lower…
We investigate the mean first passage time of an active Brownian particle in one dimension using numerical simulations. The activity in one dimension is modeled as a two state model; the particle moves with a constant propulsion strength…
A marginally trapped surface in a spacetime is a Riemannian surface whose mean curvature vector is lightlike at every point. In this paper we give an up-to-date overview of the differential geometric study of these surfaces in Minkowski, de…
We study trapped surfaces from the point of view of local isometric embedding into three-dimensional Riemannian manifolds. When a two-surface is embedded into three-dimensional Euclidean space, the problem of finding all surfaces applicable…
We study an inverse first-passage-time problem for Wiener process $X(t)$ subject to hold and jump from a boundary $c.$ Let be given a threshold $S>X(0) \ge c,$ and a distribution function $F$ on $[0, + \infty ).$ The problem consists in…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
In this paper, we investigate the multi-objective optimal control problem of ordinary differential equations on Riemannian manifolds. We first obtain the second-order necessary conditions for weak Pareto optimal solutions for…
Mean motion resonances are a common feature of both our own Solar System and of extrasolar planetary systems. Bodies can be trapped in resonance when their orbital semi-major axes change, for instance when they migrate through a…
We consider an anisotropic needle-like Brownian particle with nematic symmetry confined in a $2D$ domain. For this system, the coupling of translational and rotational diffusion makes the process ${\bf x} (t)$ of the positions of the…
Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…
We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…
We study the relationship between the geometry of smoothly bounded domains in complete Riemannian manifolds and the associated sequence of $L^1$-norms of exit time moments for Brownian motion. We establish bounds for Dirichlet eigenvalues…
This paper deals with the mean first escape time of Brownian motion on asymptotically hyperbolic and gas giant surfaces. We show that for a boundary defining function $\rho$, the mean first escape time $u_\epsilon(x)$ from the truncated…
Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…
In this work, we investigate inverse problems of recovering the time-dependent coefficient in the nonlinear transport equation in both cases: two-dimensional Riemannian manifolds and Euclidean space $\mathbb{R}^n$, $n\geq 2$. Specifically,…
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption…
We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the moments of the maximum value and area of…
We provide a detailed derivation of a recently developed first-principles approach to calculating averages in systems of interacting, spherical Brownian particles under time-dependent flow. Although we restrict ourselves to flows which are…