相关论文: One dimensional drift-diffusion between two absorb…
Discrete particle simulations are used to model segregation in granular mixtures of three different particle species in a horizontal rotating drum. Axial band formation is observed, with medium-size particles tending to be located between…
Demixing of binary fluids subjected to slow temperature ramps shows repeated waves of nucleation which arise as a consequence of the competition between generation of supersaturation by the temperature ramp and relaxation of supersaturation…
We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm…
We present a continuum approach to model segregation of size-bidisperse granular materials in unsteady bounded heap flow as a prototype for modeling segregation in other time varying flows. In experiments, a periodically modulated feed rate…
Different approaches are presented to investigate diffusion from a point source in a slab delimited by two absorbing boundaries consisting of parallel infinite planes. These approaches enable to consider the effect of absorption at the…
We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
There are several inequivalent proposals in the literature for how to compute the probability distribution of the time that a detector registers for the arrival of a quantum particle. For two of these proposals, based on absorbing boundary…
Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…
A partial differential equation governing the global evolution of the joint probability distribution of an arbitrary number of local flow observations, drawn randomly from a control volume, is derived and applied to examples involving…
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
We study the Bayesian problems of detecting a change in the drift rate of an observable diffusion process with linear and exponential penalty costs for a detection delay. The optimal times of alarms are found as the first times at which the…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…
A liquid drop spreading over a thin heterogeneous precursor film (such as an inhaled droplet on the mucus-lined wall of a lung airway) will experience perturbations in shape and location as its advancing contact line encounters regions of…
Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
Axial segregation of a binary mixture of grains in a rotating drum is studied using Molecular Dynamics (MD) simulations. A force scheme leading to a constant restitution coefficient is used and shows that axial segregation is possible…
When granular mixtures of different sizes are fluidized, each species spontaneously separates and condenses to form patterns. Although granular segregation has been extensively studied, the inability to directly observe the time evolution…