Related papers: Narrow Escape, Part II: The circular disk
Three-dimensional Monte Carlo simulations provide a striking confirmation to a recent theoretical prediction: the Brownian non-Gaussian diffusion of critical self-avoiding walks. Although the mean square displacement of the polymer center…
The escape dynamics of sticky particles from textured surfaces is poorly understood despite importance to various scientific and technological domains. In this work, we address this challenge by investigating the escape time of adsorbates…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…
What is the path associated with the fastest Brownian particle that reaches a narrow window located on the boundary of a domain? Although the distribution of the fastest arrival times has been well studied in dimension 1, much less is known…
The statistics of the first-encounter time of diffusing particles changes drastically when they are placed under confinement. In the present work, we make use of Monte Carlo simulations to study the behavior of a two-particle system in two-…
The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial…
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…
Let $W_{t}$ be Brownian motion in the plane started at the origin and let $ \theta$ be the first exit time of the unit disk $D_{1}$. Let \[\mu_{ \theta } ( x,\epsilon) =\frac{1}{\pi\epsilon^{ 2} }\int_{0}^{ \theta }1_{\{ B( x,\epsilon)\}}(…
Diffusion in heterogeneous media partitioned by semi-permeable interfaces has a wide range of applications in the physical and life sciences, including gas permeation in soils, diffusion magnetic resonance imaging (dMRI), drug delivery,…
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…
We investigate the average time for the earliest particle to hit a spherical absorber when a homogeneous gas of freely diffusing particles with density $\rho$ and diffusivity $D$ is prepared in a deterministic state and is initially…
Diffusion through semipermeable interfaces has a wide range of applications, ranging from molecular transport through biological membranes to reverse osmosis for water purification using artificial membranes. At the single-particle level,…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm so-called Walk on Moving Spheres was already introduced in the Brownian context. The aim is…
Let $\tau$ be the first hitting time of the point 1 by the geometric Brownian motion $X(t)= x \exp(B(t)-2\mu t)$ with drift $\mu \geq 0$ starting from $x>1$. Here $B(t)$ is the Brownian motion starting from 0 with $E^0 B^2(t) = 2t$. We…
A random search of a partially absorbing target by a run-and-tumble particle in a confined one-dimensional space is investigated. We analytically obtain the mean searching time, which shows a non-monotonic behavior as a function of the…
The distribution of the first hitting time of a disc for the standard two dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform we give fairy detailed asymptotic estimates of its density…
We identify the integrable stopping time $\tau_*$ with minimal $L^1$-distance to the last-passage time $\gamma_z$ to a given level $z>0$, for an arbitrary non-negative time-homogeneous transient diffusion $X$. We demonstrate that $\tau_*$…
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…
We present a master equation approach to the \emph{narrow escape time} (NET) problem, i.e. the time needed for a particle contained in a confining domain with a single narrow opening, to exit the domain for the first time. We introduce a…