19 citations · 36 across the 6 of their papers we have counts for
6 papers
First-passage times to a fractal boundary: local persistence exponent and its log-periodic oscillations
Yilin Ye, Adrien Chaigneau, Denis S. Grebenkov
We investigate the statistics of the first-passage time (FPT) to a fractal self-similar boundary of the Koch snowflake. When the starting position is fixed near the absorbing bound…
Escape-from-a-layer approach for simulating the boundary local time in Euclidean domains
Yilin Ye, Adrien Chaigneau, Denis S. Grebenkov
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…
The Steklov problem for exterior domains: asymptotic behavior and applications
Denis S. Grebenkov, Adrien Chaigneau
We investigate the spectral properties of the Steklov problem for the modified Helmholtz equation in the exterior of a compact set, for which the positive parameter $…
A numerical study of the Dirichlet-to-Neumann operator in planar domains
Adrien Chaigneau, Denis S. Grebenkov
We numerically investigate the generalized Steklov problem for the modified Helmholtz equation and focus on the relation between its spectrum and the geometric structure of the dom…
Effects of target anisotropy on harmonic measure and mean first-passage time
Adrien Chaigneau, Denis S. Grebenkov
In this paper, we investigate the influence of target anisotropy on two characteristics of diffusion-controlled reactions: harmonic measure density and mean first-passage time. Fir…
First-passage times to anisotropic partially reactive targets
Adrien Chaigneau, Denis S. Grebenkov
We investigate restricted diffusion in a bounded domain towards a small partially reactive target in three- and higher-dimensional spaces. We propose a simple explicit approximatio…