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We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…

Probability · Mathematics 2024-09-30 Jules Flin , Sandro Franceschi

We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…

Statistical Mechanics · Physics 2007-05-23 Akira FUJII

We consider the annealed asymptotics for the survival probability of Brownian motion among randomly distributed traps. The configuration of the traps is given by independent displacements of the lattice points. We determine the long time…

Probability · Mathematics 2009-03-28 Ryoki Fukushima

In this paper we develop an encounter-based model of reaction-subdiffusion in a domain $\Omega$ with a partially absorbing interior trap $\calU\subset \Omega$. We assume that the particle can freely enter and exit $\calU$, but is only…

Statistical Mechanics · Physics 2023-03-21 Paul C Bressloff

We study the motion of a solid particle immersed in a Newtonian fluid and confined between two parallel elastic membranes possessing shear and bending rigidity. The hydrodynamic mobility depends on the frequency of the particle motion due…

Fluid Dynamics · Physics 2016-08-03 Abdallah Daddi-Moussa-Ider , Achim Guckenberger , Stephan Gekle

We consider the trapping reaction A + B -> B in space dimension d<=2. By formally eliminating the B particles from the problem we derive an effective dynamics for the A particles from which the survival probability of a given A particle and…

Statistical Mechanics · Physics 2009-11-07 Alan J. Bray , Satya N. Majumdar , Richard A. Blythe

Trajectories of an overdamped particle in a highly unstable potential diverge so rapidly, that the variance of position grows much faster than its mean. Description of the dynamics by moments is therefore not informative. Instead, we…

Statistical Mechanics · Physics 2018-03-26 Luca Ornigotti , Artem Ryabov , Viktor Holubec , Radim Filip

Consider detectors waiting for a quantum particle to arrive at a surface $S$ in 3-space. For predicting the probability distribution of the time and place of detection, a rule was proposed in [arXiv:1601.03715], called the absorbing…

Quantum Physics · Physics 2024-05-16 Roderich Tumulka

We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical coordinates leads to an eigenvalue problem…

Computational Finance · Quantitative Finance 2018-05-24 Vadim Kaushansky , Alexander Lipton , Christoph Reisinger

We introduce a model of three-species two-particle diffusion-limited reactions A+B -> A or B, B+C -> B or C, and C+A -> C or A, with three persistence parameters (survival probabilities in reaction) of the hopping particle. We consider…

Statistical Mechanics · Physics 2010-09-22 Jae Woo Lee , Vladimir Privman

Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption…

Optics · Physics 2013-10-30 Li-Yi Zhao , Chu-Shun Tian , Zhao-Qing Zhang , Xiang-Dong Zhang

We study the long time behaviour of a Brownian particle evolving in a dynamic random environment. Recently, [G. Cannizzaro, L. Haunschmid-Sibitz, F. Toninelli, preprint arXiv:2106.06264] proved sharp $\sqrt{log}$-super diffusive bounds for…

Probability · Mathematics 2022-11-07 Guilherme L. Feltes , Hendrik Weber

We consider branching Brownian motion on the real line with absorption at zero, in which particles move according to independent Brownian motions with the critical drift of $-\sqrt{2}$. Kesten (1978) showed that almost surely this process…

Probability · Mathematics 2012-12-19 Julien Berestycki , Nathanael Berestycki , Jason Schweinsberg

We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…

Soft Condensed Matter · Physics 2025-04-04 Yanis Baouche , Christina Kurzthaler

Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…

Soft Condensed Matter · Physics 2022-10-28 Abdallah Daddi-Moussa-Ider , Stephan Gekle

We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at $0$ with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier.…

Probability · Mathematics 2016-06-28 Antoine Lejay

In this paper we extend the encounter-based model of diffusion-mediated surface absorption to the case of an unbiased run-and-tumble particle (RTP) confined to a finite interval $[0,L]$ and switching between two constant velocity states…

Statistical Mechanics · Physics 2022-12-07 Paul C Bressloff

The reaction A+B --> B is studied when the reactants diffuse in phase space, i.e. their dynamics is described by the Langevin equation. The steady-state rate constants are calculated for both the target (static A and mobile B's) and…

Statistical Mechanics · Physics 2009-10-31 D. J. Bicout , A. M. Berezhkovskii , Attila Szabo

We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…

Statistical Mechanics · Physics 2022-08-02 Emily Qing Zang Moen , Kristian Stølevik Olsen , Jonas Rønning , Luiza Angheluta

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz