相关论文: Escape time in anomalous diffusive media
Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…
Standard diffusion equation is based on Brownian motion of the dispersing species without considering persistence in the movement of the individuals. This description allows for the instantaneous spreading of the transported species over an…
In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…
Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the…
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…
Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…
We analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying local diffusivity which is assumed to be periodic. When the system is asymptotically diffusive the mean squared displacement,…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
Let (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion with drift and a compound Poisson process. We consider T_x the first hitting time of a fixed level x > 0 by (Xt, t >= 0). We prove that the law of T_x has a…
We study the dynamics of one-dimensional active particles confined in a double-well potential, focusing on the escape properties of the system, such as the mean escape time from a well. We first consider a single-particle both in near and…
For non-Gaussian stochastic dynamical systems, mean exit time and escape probability are important deterministic quantities, which can be obtained from integro-differential (nonlocal) equations. We develop an efficient and convergent…
We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…
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…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…