Related papers: First-Hitting Location Laws as Boundary Observable…
We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…
The transport properties of discrete-time random walks on ring networks with deterministic shortcuts are investigated through analytical and numerical methods. The network consists of a periodic chain where each node is connected to its…
We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…
We consider a one-dimensional fluctuating interfacial profile governed by the Edwards-Wilkinson or the stochastic Mullins-Herring equation for periodic, standard Dirichlet and Dirichlet no-flux boundary conditions. The minimum action path…
A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…
We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…
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…
We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…
The emergence of statistical complexity in frictional systems, manifested in broad distributions of various observables, is not yet understood. We study this problem in velocity-driven, homogeneous (no quenched disorder) unstable frictional…
Driven by the need for describing and understanding wave propagation in structural materials and components, several analytical, numerical, and experimental techniques have been developed to obtain dispersion curves. Accurate…
We consider an electron interacting locally with two-level systems (TLSs) as an archetypal model for charge transport in the presence of inelastic scatterers. To assess the importance of quantum effects in the optical and d.c. conductivity…
We analyze thermal transport in the fractional quantum Hall effect (FQHE), employing a Luttinger liquid model of edge states. Impurity mediated inter-channel scattering events are incorporated in a hydrodynamic description of heat and…
Diffusion, a fundamental internal mechanism emerging in many physical processes, describes the interaction among different objects. In many learning tasks with limited training samples, the diffusion connects the labeled and unlabeled data…
Fractional Brownian motion (fBm) is a ubiquitous diffusion process in which the memory effects of the stochastic transport result in the mean squared particle displacement following a power law, $\langle {\Delta r}^2 \rangle \sim…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
This work extends previous 1D irreversible port-Hamiltonian system (IPHS) formulations to boundary-controlled ND distributed parameter systems describing conduction-diffusion fluid phenomena. Within a unified and thermodynamically…
Graph generative models can be classified into two prominent families: one-shot models, which generate a graph in one go, and sequential models, which generate a graph by successive additions of nodes and edges. Ideally, between these two…
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…
Subdiffusive motion of tracer particles in complex crowded environments, such as biological cells, has been shown to be widepsread. This deviation from brownian motion is usually characterized by a sublinear time dependence of the mean…