Related papers: First-return statistics in bounded radiative trans…
Random-walk Monte Carlo simulations are widely used to predict the optical properties of complex, disordered materials. In presence of large heterogeneities (e.g., spatially-extended nonscattering regions in a turbid environment), an…
Statistics of stochastic processes are crucially influenced by the boundary conditions. In one spatial dimension, for example, the first passage time distribution in semi-infinite space (one absorbing boundary) is markedly different from…
In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…
We study the Brownian motion of a particle in a bounded circular 2-dimensional domain, in search for a stationary target on the boundary of the domain. The process switches between two modes: one where it performs a two-dimensional…
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…
The correspondence between the telegraph random process and transport within a binary stochastic Markovian mixture is established. This equivalence is used to derive the distribution function for the transit length, defined as the distance…
We investigate a diffusion process in heterogeneous media where particles stochastically reset to their initial positions at a constant rate. The heterogeneous media is modeled using a spatial-dependent diffusion coefficient with a…
Bayesian imaging inverse problems in astrophysics and cosmology remain challenging, particularly in low-data regimes, due to complex forward operators and the frequent lack of well-motivated priors for non-Gaussian signals. In this paper,…
We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…
The multiple scattering of an ultrashort laser pulse by a turbid dispersive medium (namely a cloud of bubbles in water) is investigated by means of Monte Carlo simulations. The theory of Gouesbet and Gr\'ehan [Part. Part. Syst. Charact. 17…
The scattering theory of quantum transport relates transport properties of disordered mesoscopic conductors to their transfer matrix $\bbox{T}$. We introduce a novel approach to the statistics of transport quantities which expresses the…
We perform numerical scattering experiments on a Lorentz array of disks centered on a triangular lattice with L columns and study its transmission and reflection properties. In the finite horizon case, the motion of the particles may be…
We consider the problem of optical tomographic imaging in the mesoscopic regime where the photon mean free path is of order of the system size. Within the accuracy of the single-scattering approximation to the radiative transport equation,…
Radiative transfer simulation is an important tool that allows us to generate synthetic images of various astrophysical objects. In the case of complex three-dimensional geometries, a Monte Carlo-based method that simulates photon packages…
In the classic model of first passage percolation, for pairs of vertices separated by a Euclidean distance $L$, geodesics exhibit deviations from their mean length $L$ that are of order $L^\chi$, while the transversal fluctuations, known as…
The first and second Born approximation are studied with the path integral representation for $ {\cal T} $ matrix. The $ {\cal T}$ matrix is calculated for Woods-Saxon potential scattering. To make corresponding integrals solvable…
Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…
We study photon diffusion in a two-dimensional random packing of monodisperse disks as a simple model of granular material. We apply ray optics approximation to set up a persistent random walk for the photons. We employ Fresnel's intensity…
Quantum walks are known to have nontrivial interactions with absorbing boundaries. In particular it has been shown that an absorbing boundary in the one dimensional quantum walk partially reflects information, as observed by absorption…
We consider the problem of determining the arrival statistics of unbiased planar random walkers to complex target configurations. In contrast to problems posed in finite domains, simple moments of the distribution, such as the mean (MFPT)…