Related papers: Stochastic calculus of run-and-tumble motion: an a…
We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…
The visit probability, quantifying whether a particle has reached a given point for the first time by a specified time, provides access to various extreme value statistics and serves as a fundamental tool for characterising active matter…
We investigate the dynamics of a particle executing a general Continuous Time Random Walk (CTRW) in three dimensions under the influence of arbitrary time-varying external fields. Contrary to the general approach in recent works, our method…
The connection between absorbing boundary conditions and hard walls is well established in the mathematical literature for a variety of stochastic models, including for instance the Brownian motion. In this paper we explore this duality for…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
We consider one-dimensional systems comprising either active run-and-tumble particles (RTPs) or passive Brownian random walkers. These particles are either noninteracting or have hardcore exclusions. We study the dynamics of a single tracer…
In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…
We propose a generalization of the stochastic resetting mechanism for a Brownian particle diffusing in a one-dimensional periodic potential: randomly in time, the particle gets reset at the bottom of the potential well it was in. Numerical…
The trajectories of diffusion processes are continuous but non-differentiable, and each occurs with vanishing probability. This introduces a gap between theory, where path probabilities are used in many contexts, and experiment, where only…
We define a random walk of a particle in $\mathbb{R}^3$ where the space is rotating. The particle is not glued to the space and will collide with it at random times, resulting in changes in its velocity and direction. After many collisions,…
The It\^o formula, also known as the change-of-variables formula, is a cornerstone of It\^o stochastic calculus. Over time, this formula has been extended to apply to random processes for which classical calculus is insufficient. Since…
This is a general description of a probabilistic formalism of mechanics, i.e., an extension of the Newtonian mechanics principles to the systems undergoing random motion. From an analysis of the induction procedure from experimental data to…
A quantum random walk model is established on a one-dimensional periodic lattice that fluctuates between two possible states. This model is defined by Lindblad rate equations that incorporate the transition rates between the two lattice…
Turbulent suspensions of heavy particles in incompressible flows have gained much attention in recent years. A large amount of work focused on the impact that the inertia and the dissipative dynamics of the particles have on their dynamical…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
Motion in bounded domains is a fundamental concept in various fields, including billiard dynamics and random walks on finite lattices, with important applications in physics, ecology and biology. An important universal property related to…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
A new asymptotic method is presented for the analysis of the traveling waves in the one-dimensional reaction-diffusion system with the diffusion with a finite velocity and Kolmogorov-Petrovskii-Piskunov kinetics. The analysis makes use of…
In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…