Related papers: Recovering semipermeable barriers from reflected B…
The escape of a Brownian particle over a dichotomously fluctuating barrier is investigated for various shapes of the barrier. The problem of resonant activation is revisited with the attention on the effect of the barrier shape on optimal…
This paper considers the use of total variation regularization in the recovery of approximately gradient sparse signals from their noisy discrete Fourier samples in the context of compressed sensing. It has been observed over the last…
We introduce and initiate the study of a new model of reductions called the random noise model. In this model, the truth table $T_f$ of the function $f$ is corrupted on a randomly chosen $\delta$-fraction of instances. A randomized…
Sampling theory in fractional Fourier Transform (FrFT) domain has been studied extensively in the last decades. This interest stems from the ability of the FrFT to generalize the traditional Fourier Transform, broadening the traditional…
Brownian dynamics play a key role in understanding the diffusive transport of micro particles in a bounded environment. In geometries containing confining walls, physical laws determine the behavior of the random trajectories at the…
The reflection of a normally incident wideband pulse by a half-space whose permittivity and permeability obey the one-resonance Lorentz model is calculated. The results are compared with those from frequency-domain reflection analysis. In…
The stationary phase method is often employed for computing tunneling {\em phase} times of analytically-continuous {\em gaussian} or infinite-bandwidth step pulses which collide with a potential barrier. The indiscriminate utilization of…
We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…
A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work,…
Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…
We consider a random walker whose motion is tethered around a focal point. We use two models that exhibit the same spatial dependence in the steady state but widely different dynamics. In one case, the walker is subject to a deterministic…
The recurrence time is the time a process first returns to its initial state. Using quantum walks on a graph, the recurrence time is defined through stroboscopic monitoring of the arrival of the particle to a node of the system. When the…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
We analyze signal recovery when samples are taken concomitantly from a signal and its Fourier transform. This two-sided sampling framework extends classical one-sided reconstruction and is particularly useful when measurements in either…
We obtain rates of convergence to stationarity in L^1-Wasserstein distance for a d-dimensional reflected Brownian motion (RBM) in the nonnegative orthant that are explicit in the dimension and the system parameters. The results are then…
The properties of semiflexible polymers tethered by one end to an impenetrable wall and exposed to oscillatory shear flow are investigated by mesoscale simulations. A polymer, confined in two dimensions, is described by a linear bead-spring…
Brownian motion in a granular gas in a homogeneous cooling state is studied theoretically and by means of molecular dynamics. We use the simplest first-principle model for the impact-velocity dependent restitution coefficient, as it follows…