Related papers: First passage duality in $d>2$
Long ago appeared a discussion in quantum mechanics of the problem of opening a completely absorbing shutter on which were impinging a stream of particles of definite velocity. The solution of the problem was obtained in a form entirely…
In this paper we consider the one-dimensional dynamical evolution of a particle traveling at constant speed and performing, at a given rate, random reversals of the velocity direction. The particle is subject to stochastic resetting,…
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-…
The conditions under which stochastic systems of infinitely many interacting particles can maintain sufficient spatial order to move coherently along a time-periodic orbit, thereby breaking the time-translation invariance of the underlying…
We consider the directed first passage percolation model on ${\bf Z}^2$. In this model, we assign independently to each edge $e$ a passage time $t(e)$ with a common distribution $F$. We denote by $\vec{T}({\bf 0}, (r,\theta))$ the passage…
We consider the mutual distribution of two linearly independent solutions y_1(x) and y_2(x) of the 1D Schroedinger equation with a random potential. Since individual distributions of $y_1$ and $y_2$ are log-normal, it is naturally to…
We consider the so-called frog model with random initial configurations. The dynamics of this model is described as follows: Some particles are randomly assigned on any site of the multidimensional cubic lattice. Initially, only particles…
In the first part of the article using a direct calculation two-dimensional motion of a particle sliding on an inclined plane is investigated for general values of friction coefficient ($\mu$). A parametric equation for the trajectory of…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
We give an overview of the correspondance between one-time-physics and two-time-physics. This is characterized by the presence of an SO(d,2) symmetry and an Sp(2) duality among diverse one-time-physics systems all of which can be lifted to…
Given a survival distribution on the positive half-axis and a Brownian motion, a solution of the inverse first-passage problem consists of a boundary so that the first passage time over the boundary has the given distribution. We show that…
We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial…
The global first passage time density of a network is the probability that a random walker released at a random site arrives at an absorbing trap at time T. We find simple expressions for the mean global first passage time <T> for five…
An important open problem in the theory of L\'evy flights concerns the analytically tractable formulation of absorbing boundary conditions. Although numerical studies using the correctly defined nonlocal approach have yielded substantial…
For transport processes in geometrically restricted domains, the mean first-passage time (MFPT) admits a general scaling dependence on space parameters for diffusion, anomalous diffusion, and diffusion in disordered or fractal media. For…
The first-return time is the time that it takes a random walker to go back to the initial position for the first time. We study the first-return time when random walkers perform fractional kinetics, specifically fractional diffusion, that…
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…
In the models of first-passage percolation and directed first-passage percolation on $\mathbb{Z}^d$, we consider a family of i.i.d. random variables indexed by the set of edges of the graph, called passage times. For every vertex $x \in…
We consider the non-equilibrium dynamics of disordered systems as defined by a master equation involving transition rates between configurations (detailed balance is not assumed). To compute the important dynamical time scales in…
The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that…