Related papers: Renewal equations for single-particle diffusion in…
We extend to Markov-modulated Brownian motion (MMBM) the renewal approach which has been successfully applied to the analysis of Markov-modulated fluid models. It has recently been shown that MMBM may be expressed as the limit of a…
We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
Let $D$ be an unbounded domain in $\RR^d$ with $d\geq 3$. We show that if $D$ contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on $\overline D$ is transient. Next assume that RBM $X$ on $\overline D$…
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,…
The $N$-particle branching Brownian motion ($N$-BBM) is a branching Markov process which describes the evolution of a population of particles undergoing reproduction and selection. It has attracted a lot of interest due to its relations to…
In this paper, we present a new multiscale method which is capable of coupling atomistic and continuum domains for high frequency wave propagation analysis. The problem of non-physical wave reflection, which occurs due to the change in…
This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…
In this paper, we study both the direct and inverse random source problems associated with the multi-term time-fractional diffusion-wave equation driven by a fractional Brownian motion. Regarding the direct problem, the well-posedness is…
By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…
We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…
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…
A new model that generalizes the study of quantum Brownian motion (BM) is constructed. We consider disordered environment that may be either static (quenched), noisy or dynamical. The Zwanzig-Caldeira-Leggett BM-model constitutes formally a…
Many active particles are embedded in environments that exhibit viscoelastic properties. An important class of such media lacks a single characteristic relaxation timescale when subjected to a time-dependent stress. Rather, the stress…
We study the problem of particles undergoing Brownian motion in an expanding sphere whose surface is an absorbing boundary for the particles. The problem is akin to that of the diffusion of impurities in a grain of polycrystalline material…
We develop an age-structured hydrodynamic (HD) theory which describes the collective behavior of $N\gg 1$ anomalously diffusing particles under stochastic renewal resetting. The theory treats the age of a particle -- the time since its last…
Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…
We study a model for the translocation of proteins across membranes through a nanopore using a ratcheting mechanism. When the protein enters the nanopore it diffuses in and out of the pore according to a Brownian motion. Moreover, it is…
This study presents a generalized theory for the diffusion of Brownian particles in shear flows. By solving the Langevin equations using stochastic instead of classical calculus, we propose a new mathematical formulation that resolves the…
In this work we study drawdowns and drawups of general diffusion processes. The drawdown process is defined as the current drop of the process from its running maximum, while the drawup process is defined as the current increase over its…