相关论文: First Passage Time in a Two-Layer System
We study an oriented first passage percolation model for the evolution of a river delta. This model is exactly solvable and occurs as the low temperature limit of the beta random walk in random environment. We analyze the asymptotics of an…
Intuition suggests that passage times across a region increases with the number of barriers along the path. Can this fail depending on the nature of the barrier? To probe this fundamental question, we exactly solve for the first passage…
Consider first passage percolation on $\mathbb{Z}^d$ with passage times given by i.i.d. random variables with common distribution $F$. Let $t_\pi(u,v)$ be the time from $u$ to $v$ for a path $\pi$ and $t(u,v)$ the minimal time among all…
We consider the first passage percolation model on the square lattice with an edge weight distribution F. In this paper, we consider the number of optimal paths for two points separated by a long distance. We show that there is a phase…
A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…
In this work, we derive first order continuum traffic flow models from a microscopic delayed follow-the-leader model. Those are applicable in the context of vehicular traffic flow as well as pedestrian traffic flow. The microscopic model is…
We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for…
The interacting lattice gas model is used to simulate fluid flow through an open percolating porous medium with the fluid entering at the source-end and leaving from the opposite end. The shape of the steady-state concentration profile and…
We investigate the nonlocal behavior of passive tracer dispersion with random stopping at various sites in fluids. This kind of dispersion processes is modeled by an integral partial differential equation, i.e., an advection-diffusion…
We study dynamics emergent from a two-dimensional reaction--diffusion process modelled via a finite lattice dynamical system, as well as an analogous PDE system, involving spatially nonlocal interactions. These models govern the evolution…
A method-of-moments scheme is invoked to compute the asymptotic, long-time mean (or composite) velocity and dispersivity (effective diffusivity) of a two-state particle undergoing one-dimensional convective-diffusive motion accompanied by a…
This paper considers the class of L\'evy processes that can be written as a Brownian motion time changed by an independent L\'evy subordinator. Examples in this class include the variance gamma model, the normal inverse Gaussian model, and…
The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…
The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that…
Let $0<a<b<\infty$, and for each edge $e$ of $Z^d$ let $\omega_e=a$ or $\omega_e=b$, each with probability 1/2, independently. This induces a random metric $\dist_\omega$ on the vertices of $Z^d$, called first passage percolation. We prove…
We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…
Last passage times arise in a number of areas of applied probability, including risk theory and degradation models. Such times are obviously not stopping times since they depend on the whole path of the underlying process. We consider the…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…
Steady statistics of a passive scalar advected by a random two-dimensional flow of an incompressible fluid is described in the range of scales between the correlation length of the flow and the diffusion scale. That corresponds to the…