相关论文: One dimensional drift-diffusion between two absorb…

The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal…

In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…

Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…

We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…

We consider single-file diffusion in an open system with two species $A,B$ of particles. At the boundaries we assume different reservoir densities which drive the system into a non-equilibrium steady state. As a model we use an…

We study time-dependent density segregation of granular mixtures flowing over an inclined plane. Discrete Element Method (DEM) simulations in a periodic box are performed for granular mixtures of same size and different density particles…

Diffusion of particles through an heterogenous obstacle line is modeled as a two-dimensional diffusion problem with a one--directional nonlinear convective drift and is examined using two-scale asymptotic analysis. At the scale where the…

The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…

We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…

In this article, we study the spreading of droplets of density-matched granular suspensions on the surface of a solid. Bidispersity of the particle size distribution enriches the conclusions drawn from monodisperse experiments by…

We present an analytical study of the time dependent diffusion coefficient in a dilute suspension of spheres with partially absorbing boundary condition. Following Kirkpatrick (J. Chem. Phys. 76, 4255) we obtain a perturbative expansion for…

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

We calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall.…

This paper proposes and analyzes a novel clustering algorithm that combines graph-based diffusion geometry with techniques based on density and mode estimation. The proposed method is suitable for data generated from mixtures of…

When polydisperse granular systems are sheared, the transverse dynamics is characterized by the interplay of size segregation and diffusion. Segregation in nonuniform and confined shearing flows is studied using annular shear cell…

The one-dimensional coagulation-diffusion process describes the strongly fluctuating dynamics of particles, freely hopping between the nearest-neighbour sites of a chain such that one of them disappears with probability 1 if two particles…

Particle diffusion in rotating drums is studied via computer simulations using a full 3-D model which does not involve any arbitrary input parameters. The diffusion coefficient for single-component systems agree qualitatively with previous…

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,…

Diffusion with an incorporated resetting mechanism provides a reference framework for modeling a wide range of natural phenomena. Within this framework, the optimal resetting rate is a key quantity that arises from the optimization of the…

We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…