Related papers: First passages in bounded domains: When is the mea…
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…
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…
Let X_t be a subordinate Brownian motion, and suppose that the Levy measure of the underlying subordinator has completely monotone density. Under very mild conditions, we find integral formulae for the tail distribution P(\tau_x > t) of…
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…
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…
We derive an approximate formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape inside an elongated domain of a slowly varying axisymmetric profile. For this purpose, the original Poisson equation in…
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…
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…
General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…
First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…
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 we study some aspects of search for an immobile target by a swarm of N non-communicating, randomly moving searchers (numbered by the index k, k = 1, 2,..., N), which all start their random motion simultaneously at the same…
We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…
Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…
A class of algorithms in discrete space and continuous time for Brownian first passage time estimation is considered. A simple algorithm is derived that yields exact mean first passage times (MFPT) for linear potentials in one dimension,…
We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
For random walks on networks (graphs), it is a theoretical challenge to explicitly determine the mean first-passage time (MFPT) between two nodes averaged over all pairs. In this paper, we study the MFPT of random walks in the famous…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…