Related papers: Survival probability of a diffusing particle const…
We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…
We study the trapping reaction-diffusion problem in a symmetric double well potential in one dimension with a static trap located at the middle of the central barrier of the double well. The effect of competition between the confinement and…
We consider a branching Brownian motion with linear drift in which particles are killed on exiting the interval (0,K) and study the evolution of the process on the event of survival as the width of the interval shrinks to the critical value…
For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…
Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…
We discuss two-dimensional diffusion of a Brownian particle confined to a periodic asymmetric channel with soft walls modeled by a parabolic potential. In the channel, the particle experiences different noise intensities, or temperatures,…
We study the asymptotic behaviour of the survival probability of a multi-type branching processes in random environment. The class of processes we consider corresponds, in the one-dimensional situation, to the intermediately subcritical…
We review some old and prove some new results on the survival probability of a random walk among a Poisson system of moving traps on Z^d, which can also be interpreted as the solution of a parabolic Anderson model with a random…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…
We study the diffusion of a Brownian particle quadratically coupled to a thermally fluctuating field. In the weak coupling limit, a path-integral formulation allows to compute the effective diffusion coefficient in the cases of an active…
We consider a spatially homogeneous advection-diffusion equation in which the diffusion tensor and drift velocity are time-independent, but otherwise general. We derive asymptotic expressions, valid at large distances from a steady point…
We investigate the first passage time t_{j,N} to a given chemical or Euclidean distance of the first j of a set of N>>1 independent random walkers all initially placed on a site of a disordered medium. To solve this order-statistics problem…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
Renewal theory is finding increasing applications in non-equilibrium statistical physics. One example relates the probability density and survival probability of a Brownian particle or an active run-and-tumble particle with stochastic…
Diffusion through semipermeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular…
We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is…
An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…
We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…
In this paper, we develop an encounter-based model of partial surface adsorption for fractional diffusion in a bounded domain. We take the probability of adsorption to depend on the amount of particle-surface contact time, as specified by a…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…