Related papers: Partial Survival and Crossing Statistics for a Dif…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
We investigate stochastic models of particles entering a channel with a random time distribution. When the number of particles present in the channel exceeds a critical value $N$, a blockage occurs and the particle flux is definitively…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
We study the angular diffusion in a classical $d-$dimensional inertial XY model with interactions decaying with the distance between spins as $r^{-\alpha}$, wiht $\alpha\geqslant 0$. After a very short-time ballistic regime, with…
Subdiffusion equation and molecule survival equation, both with Caputo fractional time derivatives with respect to another functions $g_1$ and $g_2$, respectively, are used to describe diffusion of a molecule that can disappear at any time…
The Fleming-Viot particle system consists of $N$ identical particles diffusing in a domain $U \subset \mathbb{R}^d$. Whenever a particle hits the boundary $\partial U$, that particle jumps onto another particle in the interior. It is known…
We consider subdiffusion of a particle in a one-dimensional system with a thin partially permeable wall. Passing through the wall, the particle can be absorbed with a certain probability. We call such a wall partially permeable partially…
In this paper we develop an encounter-based model of a run-and-tumble particle (RTP) confined to a finite interval $[0,L]$ with partially absorbing, sticky boundaries at both ends. We assume that the particle switches between two constant…
The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
We consider the asymptotic evolution of a relativistic spin-1/2-particle. i.e. a particle whose wavefunction satisfies the Dirac equation with external static potential. We prove that the probability for the particle crossing a (detector)…
We consider a diffusion process $X$ in a random potential $\V$ of the form $\V_x = \S_x -\delta x$ where $\delta$ is a positive drift and $\S$ is a strictly stable process of index $\alpha\in (1,2)$ with positive jumps. Then the diffusion…
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
We investigate the role of the form of the spatial diffusion coefficient in shock acceleration of fast particles. Referring to non-classical diffusion and using the results of numerical (hybrid) simulations tailored for the downstream shock…
In the present paper we propose a new stochastic diffusion process with drift proportional to the Weibull density function defined as X $\epsilon$ = x, dX t = $\gamma$ t (1 - t $\gamma$+1) - t $\gamma$ X t dt + $\sigma$X t dB t , t…
We study the asymptotic behaviour of the probability that a stochastic process $(Z_t)_{t \geq 0}$ does not exceed a constant barrier up to time $T$ (the so called survival probability) when Z is the composition of two independent processes…