264 citations · 3.4k across the 103 of their papers we have counts for
6 papers · 1 filter
Exact mean exit time for surface-mediated diffusion
J. -F. Rupprecht, O. Bénichou, D. S. Grebenkov +1
We present an exact expression for the mean exit time through the cap of a confining sphere for particles alternating phases of surface and of bulk diffusion. The present approach…
The Reactive Volatility Model
Sebastien Valeyre, Denis Grebenkov, Sofiane Aboura +1
We present a new volatility model, simple to implement, that includes a leverage effect whose return-volatility correlation function fits to empirical observations. This model is a…
Kinetics of active surface-mediated diffusion in spherically symmetric domains
J. -F. Rupprecht, O. Bénichou, D. S. Grebenkov +1
We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on…
Geometrical structure of Laplacian eigenfunctions
Denis S. Grebenkov, Binh-Thanh Nguyen
We summarize the properties of eigenvalues and eigenfunctions of the Laplace operator in bounded Euclidean domains with Dirichlet, Neumann or Robin boundary condition. We keep the…
Time-averaged MSD of Brownian motion
Alexei Andreanov, Denis Grebenkov
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficien…
Localization of Laplacian eigenfunctions in circular, spherical and elliptical domains
Binh-Thanh Nguyen, Denis Grebenkov
We consider Laplacian eigenfunctions in circular, spherical and elliptical domains in order to discuss three kinds of high-frequency localization: whispering gallery modes, bouncin…