Related papers: Brownian motion with killing and reflection and th…
In the first of two papers, we study the initial boundary-value problem that underlies the theory of the Boltzmann equation for general non-spherical hard particles. In this work, for two congruent ellipses and for a large class of…
Consider a negatively drifted one dimensional Brownian motion starting at positive initial position, its first hitting time to 0 has the inverse Gaussian law. Moreover, conditionally on this hitting time, the Brownian motion up to that time…
We derive the first-passage-time statistics of a Brownian motion driven by an exponential time-dependent drift up to a threshold. This process corresponds to the signal integration in a simple neuronal model supplemented with an…
We consider a planar waveguide with combined Dirichlet and Neumann conditions imposed in a "twisted" way. We study the discrete spectrum and describe it dependence on the configuration of the boundary conditions. In particular, we show that…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
We establish a mixed observability inequality for a class of degenerate hyperbolic equations on the cylindrical domain $\Omega = \mathbb{T} \times (0,1)$ with mixed Neumann Dirichlet boundary conditions. The degeneracy acts only in the…
How long does a diffusing molecule spend in a close vicinity of a confining boundary or a catalytic surface? This quantity is determined by the boundary local time, which plays thus a crucial role in the description of various…
We study the stationary reflected Brownian motion in a non-convex wedge, which, compared to its convex analogue model, has been much rarely analyzed in the probabilistic literature. We prove that its stationary distribution can be found by…
We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E:=[0,\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the…
We consider the eigenvalues of the Laplacian on an open, bounded, connected set in $\mathbb{R}^n$ with $C^2$ boundary, with a Neumann boundary condition or a Robin boundary condition. We obtain upper bounds for those eigenvalues that have a…
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 study the bottom of the spectrum of the Anderson Hamiltonian $\mathcal{H}_L := -\partial_x^2 + \xi$ on $[0,L]$ driven by a white noise $\xi$ and endowed with either Dirichlet or Neumann boundary conditions. We show that, as…
The narrow escape problem arises in deriving the asymptotic expansion of the solution of an inhomogeneous mixed Dirichlet-Neumann boundary value problem. In this paper, we mainly deal with narrow escape problem in a smooth domain connected…
We consider n non-intersecting Brownian motions with two fixed starting positions and two fixed ending positions in the large n limit. We show that in case of 'large separation' between the endpoints, the particles are asymptotically…
In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…
We consider two reflecting diffusion processes $(X_t)_{t \ge 0}$ with a moving reflection boundary given by a non-decreasing pure jump Markov process $(R_t)_{t \ge 0}$. Between the jumps of the reflection boundary the diffusion part behaves…
We study estimates involving the principal Dirichlet eigenvalue associated to a smoothly bounded domain in a complete Riemannian manifold and L1-norms of exit time moments of Brownian motion. Our results generalize a classical inequality of…
The aim of this paper is to study a nonlocal problem with a mixed Dirichlet-Neumann exterior condition. We prove existence, nonexistence and multiplicity of positive energy solutions and describe the interaction between the concave-convex…
We introduce a general method for transforming the equations of motion following from a Das-Jevicki-Sakita Hamiltonian, with boundary conditions, into a boundary value problem in one-dimensional quantum mechanics. For the particular case of…