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We study the dynamics of a one-dimensional run and tumble particle subjected to confining potentials of the type $V(x) = \alpha \, |x|^p$, with $p>0$. The noise that drives the particle dynamics is telegraphic and alternates between $\pm 1$…

Statistical Mechanics · Physics 2022-06-22 Abhishek Dhar , Anupam Kundu , Satya N. Majumdar , Sanjib Sabhapandit , Grégory Schehr

We study diffusion-controlled single-species annihilation with sparse initial conditions. In this random process, particles undergo Brownian motion, and when two particles meet, both disappear. We focus on sparse initial conditions where…

Statistical Mechanics · Physics 2016-11-23 E. Ben-Naim , P. L. Krapivsky

These notes are based on the lectures that I gave (virtually) at the Bruneck Summer School in 2021 on first-passage processes and some applications of the basic theory. I begin by defining what is a first-passage process and presenting the…

Statistical Mechanics · Physics 2025-01-14 S. Redner

How long a stochastic process survives before leaving a domain depends not only on its intrinsic dynamics but also on how it is observed. Classical first-passage theory assumes continuous monitoring with absorbing boundaries…

Mathematical Physics · Physics 2025-10-14 Lars Fritz

We derive an analytical expression for the propagator and the transition path time distribution of a two-dimensional active Brownian particle crossing a parabolic barrier with absorbing boundary conditions at both sides. By taking those of…

Statistical Mechanics · Physics 2026-01-23 Michele Caraglio

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

Analysis of PDEs · Mathematics 2020-04-22 Leo Dostal , Navaratnam Sri Namachchivaya

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

We consider the survival probability of a particle in the presence of a finite number of diffusing traps in one dimension. Since the general solution for this quantity is not known when the number of traps is greater than two, we devise a…

Statistical Mechanics · Physics 2009-11-07 R. A. Blythe , A. J. Bray

We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial…

Statistical Mechanics · Physics 2010-12-17 E. Ben-Naim

Consider a network embedded in the 2D plane, where a particle diffuses along the edges of the network. It is clear that over short length scales a particle moves along a single edge and thus undergoes one-dimensional diffusion. However, on…

Statistical Mechanics · Physics 2021-08-23 D. B. Wilson , C. H. L. Beentjes

We investigate the average time for the earliest particle to hit a spherical absorber when a homogeneous gas of freely diffusing particles with density $\rho$ and diffusivity $D$ is prepared in a deterministic state and is initially…

Statistical Mechanics · Physics 2015-04-30 S. Redner , Baruch Meerson

The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article we generalise this system and…

Statistical Mechanics · Physics 2015-06-18 Robin Forsling , Lloyd Sanders , Tobias Ambjörnsson , Ludvig Lizana

Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…

Statistical Mechanics · Physics 2007-05-23 Sanjib Sabhapandit

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

Statistical Mechanics · Physics 2022-08-22 V. V. Ryazanov

We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…

Statistical Mechanics · Physics 2025-12-01 Fazil Najeeb , Arnab Pal , V. V. Prasad

We study the long-time behavior of the probability density Q_t of the first exit time from a bounded interval [-L,L] for a stochastic non-Markovian process h(t) describing fluctuations at a given point of a two-dimensional, infinite in both…

Statistical Mechanics · Physics 2008-01-28 G. Oshanin

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 consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…

Probability · Mathematics 2025-08-29 Yuri Bakhtin , Renaud Raquépas , Lai-Sang Young

We consider a particle diffusing inside a wedge with absorbing boundaries and driven by a radial flow of incompressible fluid generated by a source at the apex. The survival probability decays as (time)^{-b} with exponent depending on the…

Fluid Dynamics · Physics 2022-08-02 P. L. Krapivsky

Diffusion of a particle in the N-dimensional external potential which is periodic in one dimension and unbounded in the other N-1 dimensions is investigated. We find an analytical expression for the overdamped diffusion and study…

Statistical Mechanics · Physics 2016-08-31 O. M. Braun