Related papers: Escape Probability and Mean Residence Time in Rand…
We solve the problem of first-passage time for run-and-tumble particles in one dimension. Exact expression is derived for the mean first-passage time in the general case, considering external force-fields and chemotactic-fields, giving rise…
In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…
The selective frequency damping method was applied to a bent flow. The method was used in an adaptive formulation. The most dangerous frequency was determined by solving an eigenvalue problem. It was found that one of the patterns,…
In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with and without drift, we derive the Dirichlet problems…
We propose a many-particle-inspired theory for granular outflows from a hopper and for the escape dynamics through a bottleneck based on a continuity equation in polar coordinates. If the inflow is below the maximum outflow, we find an…
A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…
We discuss the properties of the residence time in presence of moving defects or obstacles for a particle performing a one dimensional random walk. More precisely, for a particle conditioned to exit through the right endpoint, we measure…
Using a probabilistic neural network and Lagrangian observations from the Global Drifter Program, we model the single particle transition probability density function (pdf) of ocean surface drifters. The transition pdf is represented by a…
We prove an escape rate result for special semi-flows over non-invertible subshifts of finite type. Our proofs are based on a discretisation of the flow and an application of an escape rate result for conformal repellers.
We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate…
In this work we consider a stochastic movement process with random resets to the origin followed by a random residence time there before the walker restarts its motion. First, we study the transport properties of the walker, we derive an…
We study the first-passage properties of a jump process with constant drift where jump amplitudes and inter-arrival times follow arbitrary light-tailed distributions with smooth densities. Using a mapping to an effective discrete-time…
The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…
We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
Uncertainty often plays an important role in dynamic flow problems. In this paper, we consider both, a stationary and a dynamic flow model with uncertain boundary data on networks. We introduce two different ways how to compute the…
Lobe dynamics and escape from a potential well are general frameworks introduced to study phase space transport in chaotic dynamical systems. While the former approach studies how regions of phase space are transported by reducing the flow…
In laboratory studies and numerical simulations, we observe clear signatures of unstable time-periodic solutions in a moderately turbulent quasi-two-dimensional flow. We validate the dynamical relevance of such solutions by demonstrating…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
We develop a practical method of computing the stationary drift velocity V and the diffusion coefficient D of a particle (or a few particles) in a periodic system with arbitrary transition rates. We solve this problem both in a physically…