Zobrazeno 1 - 10
of 547
pro vyhledávání: '"Mazzolo, A."'
Autor:
Mazzolo, Alain
Publikováno v:
J. Math. Phys. 65, 023303 (2024)
The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric Brownian m
Externí odkaz:
http://arxiv.org/abs/2402.04781
Autor:
Binzoni, Tiziano, Mazzolo, Alain
Publikováno v:
Physical Review E (Vol. 110, No. 5), 054106, 2024
The exact homogenized probability density function, for a photon making a step of length $s$ has been analytically derived for a binary (isotropic-Poisson) statistical mixture with unmatched refractive indexes. The companions, exact, homogenized prob
Externí odkaz:
http://arxiv.org/abs/2401.06693
Autor:
Mazzolo, Alain
Publikováno v:
Stochastic Analysis and Applications 42, 753 (2024)
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu t)^2}{2 t}
Externí odkaz:
http://arxiv.org/abs/2306.17656
Autor:
Binzoni, Tiziano, Mazzolo, Alain
Publikováno v:
Scientific Reports 13, 9887 (2023)
Monte Carlo (MC) simulations allowing to describe photons propagation in statistical mixtures represent an interest that goes way beyond the domain of optics, and can cover, e.g., nuclear reactor physics, image analysis or life science just to name a
Externí odkaz:
http://arxiv.org/abs/2303.16082
Autor:
Mazzolo, Alain, Monthus, Cecile
Publikováno v:
J. Stat. Mech. (2023) 063204
For continuous-time ergodic Markov processes, the Kemeny time $\tau_*$ is the characteristic time needed to converge towards the steady state $P_*(x)$ : in real-space, the Kemeny time $\tau_*$ corresponds to the average of the Mean-First-Passage-Time
Externí odkaz:
http://arxiv.org/abs/2302.09965
Autor:
Mazzolo, Alain, Monthus, Cécile
Publikováno v:
Phys. Rev. E 107, 014101 (2023)
The non-equilibrium Fokker-Planck dynamics in an arbitrary force field $\vec f(\vec r)$ in dimension $N$ is revisited via the correspondence with the non-hermitian quantum mechanics in a scalar potential $V(\vec r)$ and a vector potential $\vec A(\ve
Externí odkaz:
http://arxiv.org/abs/2210.05353
Autor:
Mazzolo, Alain, Monthus, Cécile
Publikováno v:
2023 J. Phys. A: Math. Theor. 56 205004
For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at positions $
Externí odkaz:
http://arxiv.org/abs/2208.11911
Autor:
Mazzolo, Alain, Monthus, Cécile
Publikováno v:
J. Stat. Mech. (2022) 103207
When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive observable.
Externí odkaz:
http://arxiv.org/abs/2205.15818
Autor:
Mazzolo, Alain, Monthus, Cécile
Publikováno v:
J. Stat. Mech. (2022) 083207
When the unconditioned process is a diffusion submitted to a space-dependent killing rate $k(\vec x)$, various conditioning constraints can be imposed for a finite time horizon $T$. We first analyze the conditioned process when one imposes both the s
Externí odkaz:
http://arxiv.org/abs/2204.05607
Autor:
Mazzolo, Alain, Monthus, Cécile
Publikováno v:
2022 J. Phys. A: Math. Theor. 55 305002
We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For the case of finite horizon $T<+\infty$, the maximum conditioning consist
Externí odkaz:
http://arxiv.org/abs/2203.03326