Related papers: First passage behaviour of fractional Brownian mot…
We study the diffusive behavior of biased Brownian particles in a two dimensional confined geometry filled with the freezing obstacles. The transport properties of these particles are investigated for various values of the obstacles density…
We show that for a subdiffusive continuous time random walk with scale-free waiting time distribution the first-passage dynamics on a finite interval can be optimised by introduction of a piecewise linear potential barrier. Analytical…
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…
The classical inverse first passage time problem asks whether, for a Brownian motion $(B_t)_{t\geq 0}$ and a positive random variable $\xi$, there exists a barrier $b:\mathbb{R}_+\to\mathbb{R}$ such that $\mathbb{P}\{B_s>b(s), 0\leq s \leq…
We study the decay rate $\theta(a)$ that characterizes the late time exponential decay of the first-passage probability density $F_a(t|0) \sim e^{-\theta(a)\, t}$ of a diffusing particle in a one dimensional confining potential $U(x)$,…
Let (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion with drift and a compound Poisson process. We consider T_x the first hitting time of a fixed level x > 0 by (Xt, t >= 0). We prove that the law of T_x has a…
We present the first rates of convergence to an $N$-dimensional Brownian motion when $N\ge2$ for discrete and continuous time dynamical systems. Additionally, we provide the first rates for continuous time in any dimension. Our results hold…
We study first-passage properties for a particle that diffuses either inside or outside of generalized paraboloids, defined by y=a(x_1^2+...+x_{d-1}^2)^{p/2} where p>1, with absorbing boundaries. When the particle is inside the paraboloid,…
We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…
The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…
Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space $(0,1/2] \times L^2(T,m)$, $(T,m)$ a separable measure space, where the first coordinate corresponds to the Hurst parameter of…
We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…
In one and two dimensions, the first-passage time for a diffusing particle in the presence of a radial potential flow to hit a sphere, conditioned on actually hitting the sphere, is independent of the sign of the drift. Moreover, the…
We study noise induced thermally activated barrier crossing of a Brownian particle that hops in a periodic ratchet potential where the ratchet potential is coupled with a spatially uniform temperature. The viscous friction is considered to…
We provide a new methodology to simulate the first exit times of a vector of Brownian motions from an orthant. This new approach can be used to simulate the first exit times of dimension higher than two. When at least one Brownian motion…
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…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
We investigate the motion of a run-and-tumble particle (RTP) in one dimension. We find the exact probability distribution of the particle with and without diffusion on the infinite line, as well as in a finite interval. In the infinite…
How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…
First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…