3 papers
cond-mat.stat-mech2024
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…
physics.comp-ph2024
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…
math-ph2024
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 $…