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We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…

Statistical Mechanics · Physics 2013-05-30 Thiago G. Mattos , Carlos Mejía-Monasterio , Ralf Metzler , Gleb S. Oshanin

The statistics of the first-encounter time of diffusing particles changes drastically when they are placed under confinement. In the present work, we make use of Monte Carlo simulations to study the behavior of a two-particle system in two-…

Statistical Mechanics · Physics 2022-05-06 F. Le Vot , S. B. Yuste , E. Abad , D. S. Grebenkov

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

Statistical Mechanics · Physics 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose

We consider discrete-time branching random walks with a radially symmetric distribution. Independently of each other individuals generate offspring whose relative locations are given by a copy of a radially symmetric point process…

Probability · Mathematics 2025-08-11 Viktor Bezborodov , Nina Gantert

We study the distribution of first-passage functionals ${\cal A}= \int_0^{t_f} x^n(t)\, dt$, where $x(t)$ is a Brownian motion (with or without drift) with diffusion constant $D$, starting at $x_0>0$, and $t_f$ is the first-passage time to…

Statistical Mechanics · Physics 2021-02-24 Satya N. Majumdar , Baruch Meerson

We study the totally asymmetric simple exclusion process (TASEP) on $\mathbb{Z}$ with a general initial condition and a deterministically moving wall in front of the particles. Using colour-position symmetry, we express the one-point…

Probability · Mathematics 2025-09-24 Sabrina Gernholt

Motivated by the numerical investigation by Aoki et al. [1], we study a rarefied gas flow between two parallel infinite plates of the same temperature governed by the Boltzmann equation with diffuse reflection boundaries, where one plate is…

Analysis of PDEs · Mathematics 2024-12-02 Renjun Duan , Zhu Zhang

This paper deals with the three-dimensional narrow escape problem in dendritic spine shaped domain, which is composed of a relatively big head and a thin neck. The narrow escape problem is to compute the mean first passage time of Brownian…

Mathematical Physics · Physics 2017-02-24 Hyundae Lee , Xiaofei Li , Yuliang Wang

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

Probability · Mathematics 2026-02-12 Graeme Baker , Ben Hambly , Philipp Jettkant

Let $S^{d-1}_r$ be the sphere in $\bR^d$ whose center is the origin and the radius is $r$, and $\sigma_r$ be the first hitting time to it of the standard Brownian motion $\{B_t\}_{t\geqq0}$, possibly with constant drift. The aim of this…

Probability · Mathematics 2023-01-11 Yuji Hamana , Hiroyuki Matsumoto

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…

Materials Science · Physics 2022-12-08 Guglielmo Macrelli

In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…

Statistical Mechanics · Physics 2015-11-25 Eugenio Urdapilleta

In this paper we introduce a new method for the simulation of the exit time and position of a $\delta$-dimensional Brownian motion from a domain. The main interest of our method is that it avoids splitting time schemes as well as inversion…

Probability · Mathematics 2015-10-19 Madalina Deaconu , Samuel Herrmann , Sylvain Maire

We consider the first exit point distribution from a bounded domain $\Omega$ of the stochastic process $(X_t)_{t\ge 0}$ solution to the overdamped Langevin dynamics $$d X_t = -\nabla f(X_t) d t + \sqrt{h} \ d B_t$$ starting from the…

Analysis of PDEs · Mathematics 2019-02-12 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

In this note, we prove a version of the Phragmen-Lindelof principle using probabilistic techniques. In particular, we will show that if the p-th moment of the exit time of Brownian motion from a planar domain is finite, then an analytic…

Probability · Mathematics 2014-02-24 Greg Markowsky

We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…

Probability · Mathematics 2025-02-05 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…

Probability · Mathematics 2026-05-18 Pietro Maria Sparago

We give a proof that the first eigenfunction of the $\alpha$-symmetric stable process on a bounded Lipschitz domain in $\R^d$, $d\geq 1$, is superharmonic for $\alpha=2/m$, where $m>2$ is an integer. This result was first proved for the…

Probability · Mathematics 2013-10-30 Rodrigo Banuelos , Dante DeBlassie

Let X_t be a subordinate Brownian motion, and suppose that the Levy measure of the underlying subordinator has completely monotone density. Under very mild conditions, we find integral formulae for the tail distribution P(\tau_x > t) of…

Probability · Mathematics 2017-02-15 Mateusz Kwasnicki , Jacek Malecki , Michal Ryznar