6 papers
Time-dependent Robin heat equation via Markovian switching
Fausto Colantoni
This paper investigates the heat equation on a bounded domain with a Robin boundary condition, where the reactivity parameter (or killing rate) is modeled as a continuous-time Mark…
Elastic Brownian motion with random jumps from the boundary
Fausto Colantoni, Mirko D'Ovidio
In this paper, we study elastic Brownian motion on a \(C^2\) domain. Instead of being killed at the boundary, the process restarts from a random position inside the domain. We char…
Non-local Boundary Value Problems, stochastic resetting and Brownian motions on graphs
Stefano Bonaccorsi, Fausto Colantoni, Mirko D'Ovidio +1
We consider dynamic boundary conditions involving non-local operators. Our analysis includes a detailed description of such operators together with their relations with random time…
Earthquake modelling via Brownian motions on networks
Fausto Colantoni, Mirko D'Ovidio, Flavia Tavani
We provide a general model for Brownian motions on metric graphs with interactions. In a general setting, for (sticky) Brownian propagations on edges, our model provides a characte…
Time reversal of reflected Brownian motion with Poissonian resetting
Fausto Colantoni, Mirko D'Ovidio, Gianni Pagnini
In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we…
Master equations for continuous-time random walks with stochastic resetting
Fausto Colantoni, Gianni Pagnini
We study a general continuous-time random walk (CTRW), by including non-Markovian cases and Lévy flights, under complete stochastic resetting to the initial position with an arbit…