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Under some weak conditions, the first-passage time of the Brownian motion to a continuous curved boundary is an almost surely finite stopping time. Its probability density function (pdf) is explicitly known only in few particular cases.…
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…
In this paper we develop an encounter-based model of reaction-subdiffusion in a domain $\Omega$ with a partially absorbing interior trap $\calU\subset \Omega$. We assume that the particle can freely enter and exit $\calU$, but is only…
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…
First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…
The ``first passage-time'' (FPT) problem is an important problem with a wide range of applications in mathematics, physics, biology and finance. Mathematically, such a problem can be reduced to estimating the probability of a (stochastic)…
We derive the asymptotic behavior of hitting probability at small target of size $O(\epsilon)$ for reflected Brownian motion in domains with suitable smooth boundary conditions, where the boundary of domain contains both reflecting part,…
We discuss activated escape from a metastable state of a system driven by a time-periodic force. We show that the escape probabilities can be changed very strongly even by a comparatively weak force. In a broad parameter range, the…
The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…
We consider the overdamped Brownian dynamics of a particle starting inside a square potential well which, upon exiting the well, experiences a flat potential where it is free to diffuse. We calculate the particle's probability distribution…
We propose a minimal model, based on active Brownian particles, for the dynamics of cells confined in a two-state micropattern, composed of two rectangular boxes connected by a bridge, and investigate the transition statistics. A transition…
In this paper we develop a probabilistic model of single-particle diffusion in 1D multi-layered media by constructing a multi-layered version of so-called snapping out Brownian motion (BM). The latter sews together successive rounds of…
Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…
The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…
The probability per unit time for a thermally activated Brownian particle to escape over a potential well is in general well-described by Kramers theory. Kramers showed that the escape time decreases exponentially with increasing barrier…
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…
We study the problem of a target search by a Brownian particle subject to stochastic resetting to a pair of sites. The mean search time is minimized by an optimal resetting rate which does not vary smoothly, in contrast with the well-known…
The $d$-dimensional Ornstein--Uhlenbeck process (OUP) describes the trajectory of a particle in a $d$-dimensional, spherically symmetric, quadratic potential. The OUP is composed of a drift term weighted by a constant $\theta \geq 0$ and a…
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…
Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…