… Diffusion processes are largely employed in the modeling of … in the first passage time (FPT)
of the diffusion process X fX t , t ! t0g through a boundary, ie, the time instant at which X first …

… The problem we consider here is to find when and where a particle performing a random
walk continuous diffusion process exits a specified domain. Figure 2 shows a schematic of the …

… and first-passage times by Monte Carlo simulations 12 . The sampling approach has several
advantages. First, a diffusion model is … of four methods for simulating the diffusion process. …

… First-Passage Kinetic Monte Carlo (FPKMC) algorithm for continuous time and space systems
involving multiple diffusing … The FPKMC algorithm presented here is based on the method …

… method for estimating first passage time densities of one-dimensional diffusions via Monte
Carlo simulation… In Section 3 we discuss the Monte Carlo estimator of the first passage time …

… Analytical expressions for the first-passage time distributions from protective domains are …
–diffusion process each molecule undergoes within a protective domain by a continuous-time …

… (harmonic measure, first passage/exit time distribution, reaction rates, search times and
strategies… make them particularly efficient for simulating diffusive processes in porous, multiscale, …

… of the involved diffusion processes. … time randomization procedure, we show that it is
possible to reconstruct the survival probability distribution from a sample of first-passage times. …

… This task represents a great challenge for jump-diffusion processes (JDP). In this contribution,
we develop further our previous fast Monte Carlo method in the case of multivariate (and …

… method for simulating directly the first-passage time \(\tau _L\) without building the whole paths
of the diffusion process … on the second hand a Monte Carlo procedure in order to estimate …