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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…
Micro- and nano-swimmers moving in a fluid solvent confined by structures that produce entropic barriers are often described by overdamped active Brownian particle dynamics, where viscous effects are large and inertia plays no role.…
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 derive an analytical expression for the propagator and the transition path time distribution of a two-dimensional active Brownian particle crossing a parabolic barrier with absorbing boundary conditions at both sides. By taking those of…
Enhanced diffusion is an emergent property of many experimental microswimmer systems that usually arises from a combination of ballistic motion with random reorientations. A subset of these systems, autophoretic droplet swimmers that move…
We propose enforcing constraints on Model-Based Diffusion by introducing emerging barrier functions inspired by interior point methods. We demonstrate that the standard Model-Based Diffusion algorithm can lead to catastrophic performance…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We study the first-passage-time (FPT) properties of active Brownian particles to reach an absorbing wall in two dimensions. Employing a perturbation approach we obtain exact analytical predictions for the survival and FPT distributions for…
We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to…
We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…
In this paper we analyze the narrow capture problem for a single Brownian particle diffusing in a three-dimensional (3D) bounded domain containing a set of small, spherical traps. The boundary surface of each trap is taken to be a…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
Let $Z$ be the transient reflecting Brownian motion on the closure of an unbounded domain $D\subset {\mathbb R}^d$ with $N$ number of Liouville branches. We consider a diffusion $X$ on $\overline D$ having finite lifetime obtained from $Z$…
We construct and exactly solve a model of an extended Brownian ratchet. The model comprises an arbitrary number of heterogeneous, growing and shrinking filaments which together move a rigid membrane by a ratchet mechanism. The model draws…
We study a one-dimensional diffusion $X$ in a drifted Brownian potential $W\_\kappa$, with $ 0\textless{}\kappa\textless{}1$, and focus on the behavior of the local times $(\mathcal{L}(t,x),x)$ of $X$ before time $t\textgreater{}0$.In…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
We introduce the stochastic process of incremental multifractional Brownian motion (IMFBM), which locally behaves like fractional Brownian motion with a given local Hurst exponent and diffusivity. When these parameters change as function of…
Transport of particles through channels is of paramount importance in physics, chemistry and surface science due to its broad real world applications. Much insights can be gained by observing the transition paths of a particle through a…
We prove the analogue for continuous space-time of the quenched LDP derived in Birkner, Greven and den Hollander (2010) for discrete space-time. In particular, we consider a random environment given by Brownian increments, cut into pieces…
We treat the problem of particle pushing by growing ice as a free diffusion near a wall that moves with discrete steps. When the particle diffuse away from the surface the surface can grow, blocking the particle from going back. Elementary…