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The first-return time is the time that it takes a random walker to go back to the initial position for the first time. We study the first-return time when random walkers perform fractional kinetics, specifically fractional diffusion, that…

Statistical Mechanics · Physics 2026-03-17 M. Dahlenburg G. Pagnini

The effect of mixture lengths of vehicles on the asymmetric exclusion model is studied using numerical simulations for both open and periodic boundaries in parallel dynamics. Densities are calculated as a function of the injecting rates…

Statistical Mechanics · Physics 2009-11-10 H. Ez-Zahraouy , K. Jetto , A. Benyoussef

Many biological processes involve one dimensional diffusion over a correlated inhomogeneous energy landscape with a correlation length $\xi_c$. Typical examples are specific protein target location on DNA, nucleosome repositioning, or DNA…

Biomolecules · Quantitative Biology 2007-05-23 Michael Slutsky , Mehran Kardar , Leonid A. Mirny

We study numerically the mean access times for random walks on hybrid disordered structures formed by embedding scale-free networks into regular lattices, considering different transition rates for steps across lattice bonds ($F$) and…

Disordered Systems and Neural Networks · Physics 2009-11-11 Julián Candia , Paul E. Parris , V. M. Kenkre

Suspensions of low-diffusing particles in pipe flows exhibit a difference in age at different radial positions. Particles near the channel walls have higher residence times than the cross-sectional average. We quantify this effect using…

Fluid Dynamics · Physics 2025-09-25 Etienne Boulais , Richard D. Braatz

All real physical processes, including of the first-passage time, occur with a change in entropy. This circumstance is not taken into account when studying the first-passage time, but is illustrated in this article using the example of…

Statistical Mechanics · Physics 2024-07-30 V. V. Ryazanov

Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…

Probability · Mathematics 2025-07-11 Sascha Desmettre , Devika Khurana , Amira Meddah

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…

Statistical Mechanics · Physics 2009-11-11 S Condamin , O. Benichou , M. Moreau

We analyze velocity-jump process models of persistent search for a single target on a bounded domain. The searcher proceeds along ballistic trajectories and is absorbed upon collision with the target boundary. When reaching the domain…

Statistical Mechanics · Physics 2016-06-22 Daniel B. Poll , Zachary P. Kilpatrick

We study the statistics of heat exchange of a quantum system that collides sequentially with an arbitrary number of ancillas. This can describe, for instance, an accelerated particle going through a bubble chamber. Unlike other approaches…

Quantum Physics · Physics 2020-08-26 Jader P. Santos , André M. Timpanaro , Gabriel T. Landi

In this short communication we study a fluid queue with a finite buffer. The performance measure we are interested in is the occupation time over a finite time period, i.e., the fraction of time the workload process is below some fixed…

Probability · Mathematics 2017-10-23 N. J. Starreveld , R. Bekker , M. Mandjes

We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…

Statistical Mechanics · Physics 2010-06-28 D. Volovik , S. Redner

First-passage time (FPT) of an Ornstein-Uhlenbeck (OU) process is of immense interest in a variety of contexts. This paper considers an OU process with two boundaries, one of which is absorbing while the other one could be either reflecting…

Optimization and Control · Mathematics 2017-03-28 Khem Raj Ghusinga , Vaibhav Srivastava , Abhyudai Singh

The first-passage time (FPT), i.e., the moment when a stochastic process reaches a given threshold value for the first time, is a fundamental mathematical concept with immediate applications. In particular, it quantifies the statistics of…

Subcellular Processes · Quantitative Biology 2018-12-05 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

A Monte Carlo study of the late time growth of $L1_2$ ordered domains on a fcc $A_3B$ binary alloy is presented. The energy of the alloy has been modeled by a nearest neighbor interaction Ising hamiltonian. The system exhibits a fourfold…

Condensed Matter · Physics 2009-10-28 Carlos Frontera , Eduard Vives , Teresa Castán , Antoni Planes

We derive an analytical expression for the transition path time (TPT) distribution for a one-dimensional particle crossing a parabolic barrier. The solution is expressed in terms of the eigenfunctions and eigenvalues of the associated…

Statistical Mechanics · Physics 2018-12-10 Michele Caraglio , Stefanie Put , Enrico Carlon , Carlo Vanderzande

We derive an approximate but fully explicit formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape in a general elongated domain in the plane. Our approximation combines conformal mapping, boundary…

Statistical Mechanics · Physics 2021-10-14 Denis S. Grebenkov , Alexei T. Skvortsov

We consider the mean first passage time (MFPT) for a diffusive particle in a potential landscape with the extra condition that the particle is reset to its original position with some rate r. We study non-smooth and non-convex potentials…

Statistical Mechanics · Physics 2025-09-16 Johannes Aspman , Daniel Mastropietro , Jakub Marecek

We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…

Soft Condensed Matter · Physics 2025-04-04 Yanis Baouche , Christina Kurzthaler

The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…

Mathematical Physics · Physics 2021-09-15 Vaibhava Srivastava , Alexei Cheviakov