Related papers: The first passage problem for diffusion through a …
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…
We present results for the ordered sequence of first passage times of arrival of N random walkers at a boundary in Euclidean spaces of d dimensions.
We consider a particle diffusing outside a compact planar set and investigate its boundary local time $\ell_t$, i.e., the rescaled number of encounters between the particle and the boundary up to time $t$. In the case of a disk, this is…
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…
A certain class of viruses replicates inside a cell if they can enter the nucleus through one of many small target pores, before being permanently trapped or degraded. We adopt for viral motion a switching stochastic process model and we…
We investigate some simple and surprising properties of a one-dimensional Brownian trajectory with diffusion coefficient $D$ that starts at the origin and reaches $X$ either: (i) at time $T$ or (ii) for the first time at time $T$. We…
This article introduces two techniques for computing the distribution of the absorption or first passage time of the drifted Wiener diffusion subject to Poisson resetting times, to an upper hard wall barrier and to a lower absorbing…
The cosmological remnants of a first-order phase transition generally depend on the perturbations that the walls of expanding bubbles originate in the plasma. Several of the formation mechanisms occur when bubbles collide and lose their…
The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in…
In this paper we present a comprehensive analysis of the solution of the classical problem of finding the distribution density of a random variable - the first passage time to a given domain by the trajectory of a $p$-adic Markov stochastic…
Transport of viscous fluid through porous media is a direct consequence of the pore structure. Here we investigate transport through a specific class of two-dimensional porous geometries, namely those formed by fluid-mechanical erosion. We…
We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on the domain boundary and phases of bulk diffusion. The…
Active matter concerns the self-organization of energy consuming elements such as motile bacteria or self-propelled colloids. A canonical example is an active Brownian particle (ABP) that moves at constant speed while its direction of…
In this paper we analyze a method for approximating the first-passage time density and the corresponding distribution function for a CIR process. This approximation is obtained by truncating a series expansion involving the generalized…
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…
The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
Single-file diffusion is a ubiquitous physical process exploited by living and synthetic systems to exchange molecules with their environment. It is paramount quantifying the escape time needed for single files of particles to exit from…
We calculate the diffusion coefficients of persistent random walks on lattices, where the direction of a walker at a given step depends on the memory of a certain number of previous steps. In particular, we describe a simple method which…