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First Passage Times for Variable-Order Time-Fractional Diffusion

Statistical Mechanics 2026-04-16 v1 Mathematical Physics math.MP

Abstract

We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent α(x)\alpha(x) varies with position. For any sufficiently smooth α(x)\alpha(x) on a finite domain with absorbing and reflecting boundaries, we show that the survival probability decays as Ψ(t)Ctα/(lnt)ν\Psi(t)\sim C\,t^{-\alpha_*}/(\ln t)^{\nu}, where α\alpha_* is the minimum value of the fractional exponent and ν\nu is determined by the location and shape of the minimum. For a constant fractional exponent ν=0\nu=0 and this provides a theoretical prediction that can identify spatially heterogeneous anomalous transport in experiments. We validate the theory against exact Laplace-space solutions and Monte Carlo simulations for linear and nonlinear profiles of α(x)\alpha(x).

Keywords

Cite

@article{arxiv.2604.13852,
  title  = {First Passage Times for Variable-Order Time-Fractional Diffusion},
  author = {Wancheng Li and Daniel S. Han},
  journal= {arXiv preprint arXiv:2604.13852},
  year   = {2026}
}
R2 v1 2026-07-01T12:10:43.866Z