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The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…

Statistical Mechanics · Physics 2016-09-26 Aljaz Godec , Ralf Metzler

We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…

Statistical Mechanics · Physics 2015-05-27 Vincent Tejedor , Olivier Bénichou , Ralf Metzler , Raphael Voituriez

We study the first-passage-time (FPT) properties of active Brownian particles to reach an absorbing wall in two dimensions. Employing a perturbation approach we obtain exact analytical predictions for the survival and FPT distributions for…

Soft Condensed Matter · Physics 2025-03-10 Yanis Baouche , Magali Le Goff , Christina Kurzthaler , Thomas Franosch

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory…

Statistical Mechanics · Physics 2013-05-06 T. G. Mattos , C. Mejía-Monasterio , R. Metzler , G. Oshanin , G. Schehr

Using random walk simulations we explore diffusive transport through monodisperse sphere packings over a range of packing fractions, $\phi$, in the vicinity of the jamming transition at $\phi_{c}$. Various diffusion properties are computed…

Statistical Mechanics · Physics 2015-09-02 Dan S. Bolintineanu , Gary S. Grest , Jeremy B. Lechman , Leonardo E. Silbert

In this paper, by using two different techniques we derive an explicit formula for the mean first-passage time (MFPT) between any pair of nodes on a general undirected network, which is expressed in terms of eigenvalues and eigenvectors of…

Statistical Mechanics · Physics 2012-01-04 Zhongzhi Zhang , Alafate Julaiti , Baoyu Hou , Hongjuan Zhang , Guanrong Chen

For random walks on networks (graphs), it is a theoretical challenge to explicitly determine the mean first-passage time (MFPT) between two nodes averaged over all pairs. In this paper, we study the MFPT of random walks in the famous…

Statistical Mechanics · Physics 2009-10-27 Zhongzhi Zhang , Yuan Lin , Shuigeng Zhou , Bin Wu , Jihong Guan

We compare the fluctuations in the velocity and in the fraction of time spent at a given position for minimal models of a passive and an active particle: an asymmetric random walker and a run-and-tumble particle in continuous time and on a…

Statistical Mechanics · Physics 2019-10-03 Emil Mallmin , Richard A Blythe , Martin R Evans

The diffusion of monovacancies in gold has been studied by computer simulation. Multiple jumps have been found to play a central role in the atomic dynamics at high temperature, and have been shown to be responsible for an upward curvature…

Condensed Matter · Physics 2010-12-17 G. De Lorenzi , F. Ercolessi

We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…

Statistical Mechanics · Physics 2026-04-16 Wancheng Li , Daniel S. Han

The kinetics of a variety of transport-controlled processes can be reduced to the problem of determining the mean time needed to arrive at a given location for the first time, the so called mean first passage time (MFPT) problem. The…

Statistical Mechanics · Physics 2015-06-11 Aljaz Godec , Ralf Metzler

The mean first-passage time (MFPT) for a Brownian particle to surmount a potential barrier of height $\Delta U$ is a fundamental quantity governing a wide array of physical and chemical processes. According to the Arrhenius Law, the MFPT…

Statistical Mechanics · Physics 2025-11-24 Vishwajeet Kumar , Ohad Shpielberg , Arnab Pal

Cooperative effects in the fluorescence of two dipole-interacting atoms, with macroscopic quantum jumps (light and dark periods), are investigated. The transition rates between different intensity periods are calculated in closed form and…

Quantum Physics · Physics 2009-11-06 S. Addicks , A. Beige , M. Dakna , G. -C. Hegerfeldt

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…

Statistical Mechanics · Physics 2013-05-30 Thiago G. Mattos , Carlos Mejía-Monasterio , Ralf Metzler , Gleb S. Oshanin

We study the first-passage properties of a jump process with constant drift where jump amplitudes and inter-arrival times follow arbitrary light-tailed distributions with smooth densities. Using a mapping to an effective discrete-time…

Statistical Mechanics · Physics 2026-03-25 Ivan N. Burenev

The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…

Probability · Mathematics 2020-03-13 Sean D Lawley

Characteristic features of tunneling times for dissipative tunneling of a particle through a rectangular barrier are studied within a semiclassical model involving dissipation in the form of a velocity dependent frictional force. The…

Quantum Physics · Physics 2017-05-15 N. G. Kelkar , D. Lozano Gómez , Edgar J. Patiño

The influence of diffusing vacancies on the antiphase domain growth process in a binary alloy is studied by Monte Carlo simulations. The system is modelled by means of a Blume-Emery-Griffiths hamiltonian with a biquadratic coupling…

Condensed Matter · Physics 2009-10-30 Marcel Porta , Carlos Frontera , Eduard Vives , Teresa Castan

We have used the indium/copper surface alloy to study the dynamics of surface vacancies on the Cu(001) surface. Individual indium atoms that are embedded within the first layer of the crystal, are used as probes to detect the rapid…

Materials Science · Physics 2007-05-23 R. van Gastel , E. Somfai , S. B. van Albada , W. van Saarloos , J. W. M. Frenken