Related papers: First passage duality in $d>2$
This paper deals with a new class of random flights $\underline{\bf X}_d(t),t>0,$ defined in the real space $\mathbb{R}^d, d\geq 2,$ characterized by non-uniform probability distributions on the multidimensional sphere. These random motions…
Despite having been studied for decades, first passage processes remain an active area of research. In this contribution we examine a particle diffusing in an annulus with an inner absorbing boundary and an outer reflective boundary. We…
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…
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…
We present a class of 2D systems which shows a counterintuitive property that contradicts a semi classical intuition: A 2D quantum particle "prefers" tunneling through a barrier rather than traveling above it. Viewing the one particle 2D…
Diffraction in time (DIT) is a fundamental phenomenon in quantum dynamics due to time-dependent obstacles and slits. It is formally analogous to diffraction of light, and is expected to play an increasing role to design coherent matter wave…
Motivated by a novel method for granular segregation, we analyze the one dimensional drift-diffusion between two absorbing boundaries. The time evolution of the probability distribution and the rate of absorption are given by explicit…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
Doppler shift formulas are derived for two less studied scenarios: stationary receiver and source in harmonic oscillatory motion and stationary receiver and source in uniform circular motion. For each of the scenarios we derive a formula,…
First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…
Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the…
Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…
We consider a model of first passage percolation (FPP) where the nearest-neighbor edges of the standard two-dimensional Euclidean lattice are equipped with random variables. These variables are i.i.d.\, nonnegative, continuous, and have a…
We investigate theoretically and experimentally a first-order dissipative phase transition, with diffusive boundary conditions and the ability to tune the spatial dimension of the system. The considered physical system is a planar…
First, we give a closed-form formula for first passage time of a reflected Brownian motion with drift. This modifies a formula by Perry et al (2004). Second, we show that the maximum before a fixed drawdown is exponentially distributed for…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
The Ornstein-Uhlenbeck process of diffusion in the harmonic potential is re-examined in the context of the first-passage time problem. We investigate this problem to the extent that it has not yet been fully resolved and demonstrate exact…
Rolling of a small sphere on a solid support is governed by a non-linear friction that is akin to the Coulombic dry fiction. No motion occurs when the external field is weaker than the frictional resistance. However, with the intervention…
Given a two-dimensional correlated diffusion process, we determine the joint density of the first passage times of the process to some constant boundaries. This quantity depends on the joint density of the first passage time of the first…
The dynamics of passive Brownian tracer particles in steady two-dimensional potential flows between sources and sinks is investigated. The first-passage probability, $p(t)$, exhibits power-law decay with a velocity-dependent exponent in…