English
Related papers

Related papers: Exact Asymptotics for One-Dimensional Diffusion wi…

200 papers

In [AJM26], we gave large-time asymptotic bounds on the annealed survival probability of a moving polymer taking values in ${\mathbb R}^d, d \geq 1$. This polymer is a solution of a stochastic heat equation driven by additive spacetime…

Probability · Mathematics 2026-03-16 Siva Athreya , Mathew Joseph , Carl Mueller

We theoretically analyze diffusion trajectories of an anisotropic object moving on a two dimensional space in the absence of an external field. In determining diffusion parameters associated with the shape anisotropy, we devise a measure…

Statistical Mechanics · Physics 2015-08-31 Sunghan Roh , Juyeon Yi , Yong Woon Kim

The escape rate of a stochastic dynamical system can be found as an expansion in powers of the noise strength. In previous work the coefficients of such an expansion for a one-dimensional map were fitted to a general form containing a few…

Chaotic Dynamics · Physics 2015-05-13 C. P. Dettmann , T. B. Howard

Laplace's first law of errors, which states that the frequency of an error can be represented as an exponential function of the error magnitude, was overlooked for many decades but was recently shown to describe the statistical behavior of…

Statistical Mechanics · Physics 2025-01-13 Lucianno Defaveri , Eli Barkai

Let a lattice gas of constant density, described by the symmetric simple exclusion process, be brought in contact with a "target": a spherical absorber of radius $R$. Employing the macroscopic fluctuation theory (MFT), we evaluate the…

Statistical Mechanics · Physics 2015-06-22 Baruch Meerson , Arkady Vilenkin , P. L. Krapivsky

The survival probability of immobile targets, annihilated by a population of random walkers on inhomogeneous discrete structures, such as disordered solids, glasses, fractals, polymer networks and gels, is analytically investigated. It is…

Statistical Mechanics · Physics 2009-09-18 Davide Cassi

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

Disordered Systems and Neural Networks · Physics 2015-06-25 Petr Chvosta , Noelle Pottier

We solve a non-equilibrium statistical mechanics problem exactly, namely, the single-file dynamics of N hard-core interacting particles (the particles cannot pass each other) of size \Delta diffusing in a one dimensional system of finite…

Statistical Mechanics · Physics 2009-12-22 Ludvig Lizana , Tobias Ambjornsson

The aim is to assess the combined effect of diffusion and dispersion on shocks in the moderate dispersion regime. For a diffusive dispersive approximation of the equations of one-dimensional elasticity (or p-system), we study convergence of…

Analysis of PDEs · Mathematics 2023-01-03 Daria Bolbot , Dimitrios Mitsotakis , Athanasios E. Tzavaras

It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…

Probability · Mathematics 2010-12-14 Dmitry Dolgopyat , Ilya Goldsheid

The dynamics of a test particle interacting with diffusing impurities in one dimension is investigated analytically and numerically. In the absence of an applied external force, the dynamics of the particle can be characterized by a…

Statistical Mechanics · Physics 2009-11-13 Lasse Laurson , Mikko J. Alava

Let (S_1,S_2)=(R \cos(\Theta), R \sin (\Theta)) be a bivariate random vector with associated random radius R which has distribution function $F$ being further independent of the random angle \Theta. In this paper we investigate the…

Statistics Theory · Mathematics 2013-05-14 Enkelejd Hashorva

We investigate the run and tumble particle (RTP), also known as persistent Brownian motion, in one dimension. A telegraphic noise $\sigma(t)$ drives the particle which changes between $\pm 1$ values with some rates. Denoting the rate of…

Statistical Mechanics · Physics 2020-10-07 Prashant Singh , Sanjib Sabhapandit , Anupam Kundu

We study an oriented first passage percolation model for the evolution of a river delta. This model is exactly solvable and occurs as the low temperature limit of the beta random walk in random environment. We analyze the asymptotics of an…

Probability · Mathematics 2021-08-05 Guillaume Barraquand , Mark Rychnovsky

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Functional Analysis · Mathematics 2022-04-21 Adam Bobrowski , Tomasz Komorowski

We study a PDE model for dynamics of susceptible-infected interactions. The dispersal of susceptibles is via diffusion and repellent taxis as they move away from the increasing density of infected. The diffusion of infected is a nonlinear,…

Analysis of PDEs · Mathematics 2019-02-07 Chiganga Samson Ruoja , Christina Surulescu , Anna Zhigun

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…

Statistical Mechanics · Physics 2007-05-23 MirFaez Miri , Zeinab Sadjadi , M. Ebrahim Fouladvand

Fox's H-function provide a unified and elegant framework to tackle several physical phenomena. We solve the space fractional diffusion equation on the real line equipped with a delta distribution initial condition and identify the…

Mathematical Physics · Physics 2009-11-13 Agapitos Hatzinikitas , Jiannis K. Pachos

We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…

Statistical Mechanics · Physics 2009-11-11 Alain Comtet , Satya N. Majumdar

A new asymptotic method is presented for the analysis of the traveling waves in the one-dimensional reaction-diffusion system with the diffusion with a finite velocity and Kolmogorov-Petrovskii-Piskunov kinetics. The analysis makes use of…

Statistical Mechanics · Physics 2007-05-23 Sergei Fedotov