Zobrazeno 1 - 10
of 362
pro vyhledávání: '"Grebenkov, D. S."'
Publikováno v:
Phys. Rev. E 105, 044119 (2022)
The statistics of the first-encounter time of diffusing particles changes drastically when they are placed under confinement. In the present work, we make use of Monte Carlo simulations to study the behavior of a two-particle system in two- and three
Externí odkaz:
http://arxiv.org/abs/2201.05388
Autor:
Moutal, N., Grebenkov, D. S.
Publikováno v:
J. Magn. Reson. 320, 106836 (2020)
High diffusion-sensitizing magnetic field gradients have been more and more often applied nowadays to achieve a better characterization of the microstructure. As the resulting spin-echo signal significantly deviates from the conventional Gaussian for
Externí odkaz:
http://arxiv.org/abs/2007.10904
Publikováno v:
J. Phys. A: Math. Theor. 54, 04LT01 (2021)
We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}_t=\sqrt{2 D_0 V(B_t)}\,\xi_t$, where $\xi_t$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, and $V(B_t)$ is a stochast
Externí odkaz:
http://arxiv.org/abs/2007.05765
Publikováno v:
Phys. Rev. E 102, 032118 (2020)
We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we focus on t
Externí odkaz:
http://arxiv.org/abs/2006.13563
Autor:
Delitsyn, A., Grebenkov, D. S.
Publikováno v:
Appl. Math. Comput. 412, 126592 (2022)
We consider wave propagation across an infinite waveguide of an arbitrary bounded cross-section, whose interior is blocked by two identical thick barriers with holes. When the holes are small, the waves over a broad range of frequencies are almost fu
Externí odkaz:
http://arxiv.org/abs/2001.07060
Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments and the dis
Externí odkaz:
http://arxiv.org/abs/1911.11661
Publikováno v:
New J. Phys. 21, 122001 (2019)
In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small "escape window" in the otherwise impermeable boundary, once it arrives to this window and over-passes an entropic ba
Externí odkaz:
http://arxiv.org/abs/1911.07637
Publikováno v:
Biophys. J. 117, 203-213 (2019)
A living cell's interior is one of the most complex and intrinsically dynamic systems, providing an elaborate interplay between cytosolic crowding and ATP-driven motion, which controls cellular functionality. Here, we investigated two distinct fundam
Externí odkaz:
http://arxiv.org/abs/1911.05132
Autor:
Grebenkov, D. S.
Publikováno v:
J. Phys. A 52, 174001 (2019)
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of "diffusing diffus
Externí odkaz:
http://arxiv.org/abs/1812.07249
Publikováno v:
Physica A 526, 121026 (2019)
The correlation matrix is the key element in optimal portfolio allocation and risk management. In particular, the eigenvectors of the correlation matrix corresponding to large eigenvalues can be used to identify the market mode, sectors and style fac
Externí odkaz:
http://arxiv.org/abs/1807.05015