相关论文: Local Time Statistics and Permeable Barrier Crossi…
We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
Many processes in chemistry, physics, and biology depend on thermally activated events in which the system changes its state by surmounting an activation barrier. Examples range from chemical reactions, protein folding, and nucleation…
Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…
We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…
We study the recovery of one-dimensional semipermeable barriers for a stochastic process in a planar domain. The considered process acts like Brownian motion when away from the barriers and is reflected upon contact until a sufficient but…
We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…
We analyze the translocation of a charged particle across an Alpha-Hemolysin (aHL) pore in the framework of a driven diffusion over an extended energy barrier generated by the electrical charges of the aHL. A one-dimensional electrostatic…
The model consists of a signal process $X$ which is a general Brownian diffusion process and an observation process $Y$, also a diffusion process, which is supposed to be correlated to the signal process. We suppose that the process $Y$ is…
This work presents a generalized physical interpretation of unconventional dispersion asymmetries associated moving elastic solids. By shifting the notion from systems with time-variant material fields to physically traveling materials, the…
We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…
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.…
In this work we consider a one-dimensional Brownian motion with constant drift moving among a Poissonian cloud of obstacles. Our main result proves convergence of the law of processes conditional on survival up to time $t$ as $t$ converges…
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
We propose a discrete time discrete space Markov chain approximation with a Brownian bridge correction for computing curvilinear boundary crossing probabilities of a general diffusion process on a finite time interval. For broad classes of…
We consider the noise-induced transitions in the randomly perturbed discrete logistic map from a linearly stable periodic orbit consisting of T periodic points. The traditional large deviation theory and asymptotic analysis for small noise…
Transition paths are rare events occurring when a system, thanks to the effect of fluctuations, crosses successfully from one stable state to another by surmounting an energy barrier. Even though they are of great significance in many…
We consider a system of noncolliding Brownian motions introduced in our previous paper, in which the noncolliding condition is imposed in a finite time interval $(0,T]$. This is a temporally inhomogeneous diffusion process whose transition…
Typically, in the description of active Brownian particles, a constant effective propulsion force is assumed, which is then subjected to fluctuations in orientation and translation leading to a persistent random walk with an enlarged…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…