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Related papers: The narrow escape problem revisited

200 papers

We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Michael Schindler , Peter Talkner , Peter Hänggi

Traditional chemical kinetics may be inappropriate to describe chemical reactions in micro-domains involving only a small number of substrate and reactant molecules. Starting with the stochastic dynamics of the molecules, we derive a…

Mathematical Physics · Physics 2009-11-10 D. Holcman , Z. Schuss

The reactive process of barrier escaping from the metastable potential well is studied together with the extension of Kramers' rate formula to the fractional case. Characteristic quantities are computed for an thimbleful of insight into the…

Chemical Physics · Physics 2015-02-24 Chun-Yang Wang

Time-limited states characterise many dynamical processes on networks: disease infected individuals recover after some time, people forget news spreading on social networks, or passengers may not wait forever for a connection. These…

Physics and Society · Physics 2023-06-13 Arash Badie-Modiri , Márton Karsai , Mikko Kivelä

We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 Eric Forgoston , Ira B. Schwartz

The rate of noise-induced escape from a metastable state of a periodically modulated overdamped system is found for an arbitrary modulation amplitude $A$. The instantaneous escape rate displays peaks that vary with the modulation from…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 M. I. Dykman , D. Ryvkine

We consider the escape of a flexible, self-avoiding polymer chain out of a confined geometry. By means of simulations, we demonstrate that the translocation time can be described by a simple scaling law that exhibits a nonlinear dependence…

Soft Condensed Matter · Physics 2009-11-11 Angelo Cacciuto , Erik Luijten

We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…

Statistical Mechanics · Physics 2009-11-07 E. K. Lenzi , C. Anteneodo , L. Borland

This paper focuses on the escape problem of a harmonically-forced classical particle from a purely-quartic truncated potential well. The latter corresponds to various engineering systems that involve purely cubic restoring force and absence…

Chaotic Dynamics · Physics 2021-05-20 Maor Farid

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

In this paper, the tunnelling of a particle through a potential barrier is investigated in the presence of a time-dependent perturbation. The latter is attributed to the process of the energy measurement of the scattered particle. The…

Quantum Physics · Physics 2022-03-10 Luca Nanni

One of the most important challenges in mathematical neuroscience is to properly illustrate the stochastic nature of neurons. Among different approaches, the noisy leaky integrate-and-fire and the escape rate models are probably the most…

Analysis of PDEs · Mathematics 2017-02-07 Grégory Dumont , Jacques Henry , Carmen Oana Tarniceriu

We present an exact expression for the mean exit time through the cap of a confining sphere for particles alternating phases of surface and of bulk diffusion. The present approach is based on an integral equation which can be solved…

Statistical Mechanics · Physics 2012-11-16 J. -F. Rupprecht , O. Bénichou , D. S. Grebenkov , R. Voituriez

The rates of activated processes, such as escape from a metastable state and nucleation, are exponentially sensitive to an externally applied field. We describe how this applies to modulation by high-frequency fields and illustrate it with…

Statistical Mechanics · Physics 2007-05-23 M. I. Dykman , Brage Golding

In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we…

Dynamical Systems · Mathematics 2014-09-12 Getachew K. Befekadu , Panos J. Antsaklis

We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…

Analysis of PDEs · Mathematics 2024-04-09 Tony Lelièvre , Mohamad Rachid , Gabriel Stoltz

Stochastic restarting is a strategy of starting anew. Incorporation of the resetting to the random walks can result in the decrease of the mean first passage time, due to the ability to limit unfavorably meandering, sub-optimal…

Statistical Mechanics · Physics 2023-11-08 Karol Capała , Bartłomiej Dybiec

Finding the mean time it takes for a particle to escape from a meta-stable state due to thermal fluctuations is a fundamental problem in physics, chemistry and biology. For weak thermal noise, the mean escape time is captured by the…

Statistical Mechanics · Physics 2024-03-27 Vishwajeet Kumar , Arnab Pal , Ohad Shpielberg

A stochastic model for a chemical reaction network is embedded in a one-parameter family of models with species numbers and rate constants scaled by powers of the parameter. A systematic approach is developed for determining appropriate…

Probability · Mathematics 2010-11-09 Hye-Won Kang , Thomas G. Kurtz

The time evolution of many physical, chemical, and biological systems can be modelled by stochastic transitions between the minima of the potential energy surface describing the system of interest. We show that in cases where there are two…

Statistical Mechanics · Physics 2024-09-11 S. P. Fitzgerald , A. Bailey Hass , G. Díaz Leines , A. J. Archer