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We consider a model of surface-mediated diffusion with alternating phases of pure bulk and surface diffusion. For this process, we compute the mean exit time from a disk through a hole on the circle. We develop a spectral approach to this…

Mathematical Physics · Physics 2014-04-24 O. Bénichou , D. S. Grebenkov , L. Hillairet , L. Phun , R. Voituriez , M. Zinsmeister

Freidlin and Wentzell characterized the logarithmic asymptotics of the exit time from a basin of attraction for a finite dimensional diffusion with small noise. After that, several authors studied the same properties for exit problems…

Probability · Mathematics 2015-05-13 Michael Salins

This article proposes a link between statistics and the theory of Dirichlet forms used to compute errors. The error calculus based on Dirichlet forms is an extension of classical Gauss' approach to error propagation. The aim of this paper…

Statistics Theory · Mathematics 2007-06-13 Nicolas Bouleau , Christophe Chorro

In this paper we construct a self-similar fractal configured as an infinitely branched tree and equip it with a regular self-similar Dirichlet form. We show anomalous behaviour of the mean exit time with respect to typical metric balls.…

Analysis of PDEs · Mathematics 2026-05-18 Caoxu Huang , Guanhua Liu

In this paper, we study boundary-value problems describing the exit distribution of finite-velocity random motions from prescribed domains. For the standard telegraph process, with and without drift, we derive the Dirichlet problems…

Probability · Mathematics 2026-05-08 Manfred Marvin Marchione , Enzo Orsingher

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

Analysis of PDEs · Mathematics 2025-03-04 José A. Cañizo , Alejandro Gárriz , Fernando Quirós

We consider arbitrary graphs $G$ with $n$ vertices and minimum degree at least $\delta n$ where $\delta>0$ is constant. If the conductance of $G$ is sufficiently large then we obtain an asymptotic expression for the cover time $C_G$ of $G$…

Combinatorics · Mathematics 2019-05-29 Colin Cooper , Alan Frieze , Wesley Pegden

We provide Large Deviation estimates for the bridge of a $d$-dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation of the asymptotics of its exit time probabilities. We are…

Probability · Mathematics 2014-06-19 Paolo Baldi , Lucia Caramellino , Maurizia Rossi

We establish the short-time asymptotic behaviour of the Markovian semigroups associated with strongly local Dirichlet forms under very general hypotheses. Our results apply to a wide class of strongly elliptic, subelliptic and degenerate…

Analysis of PDEs · Mathematics 2014-01-03 A. F. M. ter Elst , Derek W. Robinson , Adam Sikora

We study asymptotic behaviors of solutions $f$ to the Dirichlet problem for minimal graphs in the hyperbolic space with singular asymptotic boundaries under the assumption that the boundaries are piecewise regular with positive curvatures.…

Analysis of PDEs · Mathematics 2016-03-15 Qing Han , Weiming Shen , Yue Wang

The present paper studies the Dirichlet spaces in balls and upper-half Euclidean spaces. As main results, we give identical characterizations of the Dirichlet norms in the respective contexts as for the classical 2-D disc case proved by…

Functional Analysis · Mathematics 2025-03-11 Yan Yang , Tao Qian

In a recent paper, Michael J. Saxton proposes to interpret as anomalous diffusion the occurrence of apparent transient sub-diffusive regimes in mean-squared displacements (MSD) plots, calculated from experimental trajectories of molecules…

Subcellular Processes · Quantitative Biology 2009-11-13 Nicolas Destainville , Aude Sauliere , Laurence Salome

We present a series of results focused on the decay in time of solutions of classical and anomalous diffusive equations in a bounded domain. The size of the solution is measured in a Lebesgue space, and the setting comprises time-fractional…

Analysis of PDEs · Mathematics 2019-08-09 Elisa Affili , Serena Dipierro , Enrico Valdinoci

Anomalous diffusion and non-Gaussian statistics are detected experimentally in a two-dimensional driven-dissipative system. A single-layer dusty plasma suspension with a Yukawa interaction and frictional dissipation is heated with laser…

Soft Condensed Matter · Physics 2009-11-13 Bin Liu , J. Goree

We introduce a variational time discretization for the multi-dimensional gas dynamics equations, in the spirit of minimizing movements for curves of maximal slope. Each timestep requires the minimization of a functional measuring the…

Analysis of PDEs · Mathematics 2018-10-01 Fabio Cavalletti , Marc Sedjro , Michael Westdickenberg

We present a general method to derive continuity estimates for conditional probabilities of general (possibly continuous) spin models sub jected to local transformations. Such systems arise in the study of a stochastic time-evolution of…

Probability · Mathematics 2007-11-26 C. Kuelske , A. A. Opoku

The leading asymptotics of the truncation error for Gauss's continued fraction is determined exactly. Not only for this purpose but also for wider applicability elsewhere the discrete analogue of Laplace's method for hypergeometric series…

Classical Analysis and ODEs · Mathematics 2019-04-09 Katsunori Iwasaki

In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class…

Probability · Mathematics 2007-05-23 M. Kupsa , Y. Lacroix

Assuming the heat kernel on a doubling Dirichlet metric measure space has a sub-Gaussian bound, we prove an asymptotically sharp spectral upper bound on the survival probability of the associated diffusion process. As a consequence, we can…

Probability · Mathematics 2025-06-17 Phanuel Mariano , Jing Wang

We derive sub-Gaussian bounds for the annealed transition density of the simple random walk on a high-dimensional loop-erased random walk. The walk dimension that appears in these is the exponent governing the space-time scaling of the…

Probability · Mathematics 2023-12-18 David A. Croydon , Daisuke Shiraishi , Satomi Watanabe