相关论文: Narrow Escape, Part II: The circular disk

Consider an advancing `front' $ R(t) \in \mathbb{Z}_{\geq 0} $ and particles performing independent continuous time random walks on $ (R(t),\infty)\cap\mathbb{Z} $. Starting at $R(0)=0$, whenever a particle attempts to jump into $R(t)$ the…

We propose an efficient numerical approach to simulate the boundary local time of reflected Brownian motion, as well as the time and position of the associated reaction event on a smooth boundary of a Euclidean domain. This approach…

We investigate the mean first passage time of an active Brownian particle in one dimension using numerical simulations. The activity in one dimension is modeled as a two state model; the particle moves with a constant propulsion strength…

In this paper, we derive an integral representation for the density of the reciprocal of the first hitting time of the boundary of a wedge of angle $\pi/4$ by a radial Dunkl process with equal multiplicity values. Not only this…

Consider a two-dimensional continuous-time dynamical system, with an attracting fixed point $S$. If the deterministic dynamics are perturbed by white noise (random perturbations) of strength $\epsilon$, the system state will eventually…

It is shown that the turbulent flow of acoustic waves propagating outward from the inner edge of the disk causes the accretion of the matter onto the center. The exponential amplification of waves takes place in the resonance region, $…

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 consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

We investigate the tail distribution of the first exit time of Brownian motion with drift from a cone and find its exact asymptotics for a large class of cones. Our results show in particular that its exponential decreasing rate is a…

This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…

The time spent by an interacting Brownian molecule inside a bounded microdomain has many applications in cellular biology, because the number of bounds is a quantitative signal, which can initiate a cascade of chemical reactions and thus…

We revisit the classic problem of the effective diffusion constant of a Brownian particle in a square lattice of reflecting impenetrable hard disks. This diffusion constant is also related to the effective conductivity of non-conducting and…

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

Be $X_t$ a random process starting at $x \in [0,1]$ with absorbing boundary conditions at both ends of the interval. Denote $P_1(x)$ the probability to first exit at the upper boundary. For Brownian motion, $P_1(x)=x$, equivalent to…

We study the first exit time $\tau$ from an arbitrary cone with apex at the origin by a non-homogeneous random walk (Markov chain) on $\Z^d$ ($d \geq 2$) with mean drift that is asymptotically zero. Specifically, if the mean drift at $\bx…

In a very long Gaussian polymer on time scales shorter that the maximal relaxation time, the mean squared distance travelled by a tagged monomer grows as ~t^{1/2}. We analyze such sub-diffusive behavior in the presence of one or two…

We consider the simple exclusion process in the integer segment $ [1, N]$ with $k\le N/2$ particles and spatially inhomogenous jumping rates. A particle at site $x\in [ 1, N]$ jumps to site $x-1$ (if $x\ge 2$) at rate $1-\omega_x$ and to…

We study the asymptotic behavior of the motion of an ideal incompressible fluid in a perforated domain. The porous medium is composed of inclusions of size $\varepsilon$ separated by distances $d_\varepsilon$ and the fluid fills the…

We calculate the exact asymptotic survival probability, Q, of a one-dimensional Brownian particle, initially located located at the point x in (-L,L), in the presence of two moving absorbing boundaries located at \pm(L+ct). The result is…