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93 views

Counting of brownian particles: Point Process

Imagine a point process defined by the passage time of purely brownian particles through a given point (in 1D), line (2D) or plane (3D). I'm interested in the variance of the counts (number of ...
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36 views

First passage time of diffusing particle with partially absorbing boundary

Given the solution to the spatiotemporal evolution of a single particle on a 1-D surface $P(x,t)$ a nice result (that I gleaned elsewhere on physics.SE) is that for a boundary at $x=0$ where ...
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54 views

Classical systems with strong coupling

I would like to have some examples of classical systems with "strong" coupling coefficient (in their action term). Specifically, I am looking for intermediate or cross-over ranges of coupling ...
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43 views

Coordinate transform to exploit symmetry

I have a stochastic process that can be described the following master-equation: $$ \partial_{t}P(x,y)=-\left(W_{12}(x,y)+W_{13}(x,y)+W_{21}(x,y)+W_{23}(x,y)+W_{31}(x,y)+W_{32}(x,y)\right)P(x,y)\\ ...