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We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…
Light transfer in gradient-index media generally follows curved ray trajectories, which will cause light beam to converge or diverge during transfer and induce the rotation of polarization ellipse even when the medium is transparent.…
We propose a mean-field (MF) approximation for the recurrence relation governing the dynamics of $m$ species of particles on a square lattice, and we simultaneously perform Monte Carlo (MC) simulations under identical initial conditions to…
High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…
We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…
We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…
Light diffusion is usually associated with thick, opaque media. Indeed, multiple scattering is necessary for the onset of the diffusive regime and such condition is generally not met in almost transparent media. Nonetheless, at long enough…
Quantum walks are known to have nontrivial interaction with absorbing boundaries. In particular, Ambainis et.\ al.\ \cite{ambainis01} showed that in the $(\Z ,C_1,H)$ quantum walk (one-dimensional Hadamard walk) an absorbing boundary…
Spatial spread of minority carriers produced by optical excitation in semiconductors is usually well described by a diffusion equation. The classical diffusion process can be viewed as a result of a random walk of particles in which every…
Recent advances have allowed to tackle path-space probabilistic representations of mesoscopic Boltzmann transport nonlinearly coupled to a sub-model of the force-field by step forward approaches in terms of continuous branching stochastic…
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density $f(t)$. Depending on the…
A Monte Carlo model of radiative transfer in multi-phase dusty media is applied to the situation of stars and clumpy dust in a sphere or a disk. The distribution of escaping and absorbed photons are shown for various filling factors and…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
The probability density function of the random flight with isotropic initial conditions is obtained by an expansion in the number of collisions and the in the spatial harmonics of the solution, as in a Fourier series. The method holds for…
This work presents global random walk approximations of solutions to one-dimensional Stefan-type moving-boundary problems. We are particularly interested in the case when the moving boundary is driven by an explicit representation of its…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…
Here, the influence of resonance photon-atom scattering on the atom interference pattern at the exit of a three-grating Mach-Zehnder interferometer is studied. It is assumed that the scattering process does not destroy the atomic wave…
It is shown that in the case of the one-particle one-dimensional scattering problem for a given time-independent potential, for each state of the whole quantum ensemble of identically prepared particles, there is an unique pair of…
We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory…