Related papers: The target problem with evanescent subdiffusive tr…
We consider stochastic growth models to represent population subject to catastrophes. We analyze the subject from different set ups considering or not spatial restrictions, whether dispersion is a good strategy to increase the population…
We study the transient response of a colloidal bead which is released from different heights and allowed to relax in the potential well of an optical trap. Depending on the initial potential energy, the system's time evolution shows…
We study the gambler's ruin problem for the Elephant Random Walk, focusing on escape time from a symmetric interval of the form $\{-N, \ldots, N\}$. As our main result, we derive tight exponential bounds for the tail of this escape time. We…
We consider diffusive lattice gases on a ring and analyze the stability of their density profiles conditionally to a current deviation. Depending on the current, one observes a phase transition between a regime where the density remains…
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…
This paper considers the problem of steering an arbitrary initial probability density function to an arbitrary terminal one, where the system dynamics is governed by a first-order linear stochastic difference equation. It is a…
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…
I consider a stochastic optimization problem for a time-changed Bessel process whose diffusion rate is constrained to be between two positive values $r_{1}<r_{2}$. The problem is to find an optimal adapted strategy for the choice of…
We consider a one dimensional random walk in random environment that is uniformly biased to one direction. In addition to the transition probability, the jump rate of the random walk is assumed to be spatially inhomogeneous and random. We…
We study the dynamics of the one dimensional disordered trap model presenting a broad distribution of trapping times $p(\tau) \sim 1/\tau^{1+\mu}$, when an external force is applied from the very beginning at $t=0$, or only after a waiting…
Particle dynamic in an axi-symmetric mirror machine with an extremely high plasma pressure equal to pressure of vacuum magnetic field (so-called regime of diamagnetic confinement) is investigated. Extrusion of magnetic field from central…
We study the local persistence probability during non-stationary time evolutions in disordered contact processes with long-range interactions by a combination of the strong-disorder renormalization group (SDRG) method, a phenomenological…
The paper is devoted to constructing a random exponential attractor for some classes of stochastic PDE's. We first prove the existence of an exponential attractor for abstract random dynamical systems and study its dependence on a parameter…
In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…
Stickiness is a well known phenomenon in which chaotic orbits expend an expressive amount of time in specific regions of the chaotic sea. This phenomenon becomes important when dealing with area-preserving open systems because, in this…
Depletion of natural and artificial resources is a fundamental problem and a potential cause of economic crises, ecological catastrophes, and death of living organisms. Understanding the depletion process is crucial for its further control…
A variety of systems in physics, chemistry, biology, and psychology are modeled in terms of diffusing "searchers" looking for "targets." Examples range from gene regulation, to cell sensing, to human decision-making. A commonly studied…
In our paper [Phys. Rev. Lett. 74, 337 (1995)], we derived an exact expression for the survival and nonescape probabilities as an expansion in terms of resonant states. It was shown that these quantities exhibit at long times a different…
A theoretical framework for analyzing stochastic data from single-particle tracking in complex or viscoelastic materials and under the influence of a trapping potential is presented. Starting from a generalized Langevin equation we found…
Our model consists of a Brownian particle $X$ moving in $\mathbb{R}$, where a Poissonian field of moving traps is present. Each trap is a ball with constant radius, centered at a trap point, and each trap point moves under a Brownian motion…