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We calculate the mean shape of transition paths and first-passage paths based on the one-dimensional Fokker-Planck equation in an arbitrary free energy landscape including a general inhomogeneous diffusivity profile. The transition path…

Biological Physics · Physics 2015-12-11 Won Kyu Kim , Roland R. Netz

We investigate the first-passage properties of nearest-neighbor hopping on a finite interval with disordered hopping rates. We develop an approach that relies on the backward equation, in conjunction with probability generating functions,…

Statistical Mechanics · Physics 2025-01-14 James Holehouse , S. Redner

Understanding excitation and charge transfer in disordered media is a significant challenge in chemistry, biophysics and material science. We study two experimentally-relevant measures for carriers transfer in finite-size chains, the…

Mesoscale and Nanoscale Physics · Physics 2018-09-18 Na'im Kalantar , Dvira Segal

We consider an anisotropic needle-like Brownian particle with nematic symmetry confined in a $2D$ domain. For this system, the coupling of translational and rotational diffusion makes the process ${\bf x} (t)$ of the positions of the…

Statistical Mechanics · Physics 2017-02-08 Nicolas Levernier , Olivier Bénichou , Raphaël Voituriez

In this paper, we consider the problem of mean first-passage time (MFPT) in quantum mechanics; the MFPT is the average time of the transition from a given initial state, passing through some intermediate states, to a given final state for…

Statistical Mechanics · Physics 2015-06-11 Rong-Tao Qiu , Wu-Sheng Dai , Mi Xie

The stochastic motion of particles in living cells is often spatially inhomogeneous with a higher effective diffusivity in a region close to the cell boundary due to active transport along actin filaments. As a first step to understand the…

Statistical Mechanics · Physics 2019-09-25 Matthieu Mangeat , Heiko Rieger

In [4], it is proved that we can have a continuous first-passage-time density function of one dimensional standard Brownian motion when the boundary is H\"older continuous with exponent greater than 1/2. For the purpose of extending [4]…

Probability · Mathematics 2018-11-16 JM Lee

In this paper we address the problem of the calculation of the mean first passage time (MFPT) on generic graphs. We focus in particular on the mean first passage time on a node 's' for a random walker starting from a generic, unknown, node…

Statistical Mechanics · Physics 2007-05-23 Andrea Baronchelli , Vittorio Loreto

Tracking the movement of tracer particles has long been a strategy for uncovering complex structures. Here, we study discrete-time random walks on finite Cayley trees to infer key parameters such as tree depth and geometric bias toward the…

Statistical Mechanics · Physics 2025-12-01 Fabian H. Kreten , Ludger Santen , Reza Shaebani

We study the distribution of first-passage functionals ${\cal A}= \int_0^{t_f} x^n(t)\, dt$, where $x(t)$ is a Brownian motion (with or without drift) with diffusion constant $D$, starting at $x_0>0$, and $t_f$ is the first-passage time to…

Statistical Mechanics · Physics 2021-02-24 Satya N. Majumdar , Baruch Meerson

We study experimentally, numerically and theoretically the optimal mean time needed by a Brownian particle, freely diffusing either in one or two dimensions, to reach, within a tolerance radius $R_{\text tol}$, a target at a distance $L$…

Statistical Mechanics · Physics 2022-02-08 Felix Faisant , Benjamin Besga , Artyom Petrosyan , Sergio Ciliberto , Satya N. Majumdar

For transport processes in geometrically restricted domains, the mean first-passage time (MFPT) admits a general scaling dependence on space parameters for diffusion, anomalous diffusion, and diffusion in disordered or fractal media. For…

Statistical Mechanics · Physics 2015-06-05 Eric Akkermans , Olivier Benichou , Gerald Dunne , Alexander Teplyaev , Raphael Voituriez

We study experimentally and theoretically the optimal mean time needed by a free diffusing Brownian particle to reach a target at a distance L from an initial position in the presence of resetting. Both the initial position and the…

Statistical Mechanics · Physics 2020-08-05 Benjamin Besga , Alfred Bovon , Artyom Petrosyan , Satya N. Majumdar , Sergio Ciliberto

This paper considers the class of L\'evy processes that can be written as a Brownian motion time changed by an independent L\'evy subordinator. Examples in this class include the variance gamma model, the normal inverse Gaussian model, and…

Probability · Mathematics 2008-06-02 T. R. Hurd , A. Kuznetsov

Even after decades of research the problem of first passage time statistics for quantum dynamics remains a challenging topic of fundamental and practical importance. Using a projective measurement approach, with a sampling time $\tau$, we…

Statistical Mechanics · Physics 2017-04-05 Harel Friedman , David A. Kessler , Eli Barkai

We explore the effects of stochastic resetting to random positions of a Brownian particle on first passage times and Shannon's entropy. We explore the different entropy regimes, namely, the \textit{externally-driven}, the…

Soft Condensed Matter · Physics 2023-08-09 J. Quetzalcoatl Toledo-Marin , Denis Boyer

We study the mean time for a random walk to traverse between two arbitrary sites of the Erdos-Renyi random graph. We develop an effective medium approximation that predicts that the mean first-passage time between pairs of nodes, as well as…

Statistical Mechanics · Physics 2009-11-10 V. Sood , S. Redner , D. ben-Avraham

We investigate random walks on complex networks and derive an exact expression for the mean first passage time (MFPT) between two nodes. We introduce for each node the random walk centrality $C$, which is the ratio between its coordination…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Heiko Rieger

We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…

Statistical Mechanics · Physics 2025-12-09 Yonathan Sarmiento , Benjamin Walter , Debraj Das , Samvit Mahapatra , Édgar Roldán , Rosemary J. Harris

We study the probability distribution $P(A)$ of the area $A=\int_0^T x(t) dt$ swept under fractional Brownian motion (fB\ m) $x(t)$ until its first passage time $T$ to the origin. The process starts at $t=0$ from a specified point $x=L$. We…

Statistical Mechanics · Physics 2024-02-20 A. K. Hartmann , B. Meerson
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