Related papers: Narrow-escape-time problem: the imperfect trapping…
We study a one-dimensional run-and-tumble particle (RTP), which is a prototypical model for active system, moving within an arbitrary external potential. Using backward Fokker-Planck equations, we derive the differential equation satisfied…
This paper studies finite-time safety and reach-avoid verification for stochastic discrete-time dynamical systems. The aim is to ascertain lower and upper bounds of the probability that, within a predefined finite-time horizon, a system…
We study the escape problem for interacting, self-propelled particles confined to a disc, where particles can exit through one open slot on the circumference. Within a minimal 2D Vicsek model, we numerically study the statistics of escape…
We explore the non-equilibrium escape dynamics of long-range interacting ions in one-dimensional traps. The phase space of the few ion setup and its impact on the escape properties are studied. As a main result we show that an instantaneous…
A heat exchanger can be modeled as a closed domain containing an incompressible fluid. The moving fluid has a temperature distribution obeying the advection-diffusion equation, with zero temperature boundary conditions at the walls.…
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…
Determination of \emph{optimal} arrangements of $N$ particles on a sphere is a well-known problem in physics. A famous example of such is the Thomson problem of finding equilibrium configurations of electrical charges on a sphere. More…
In various models and systems involving the escape of periodically forced particle from the potential well, a common pattern is observed. Namely, the minimal forcing amplitude required for the escape exhibits sharp minimum for the…
We analyze the nonlinear Helmholtz oscillator in the presence of fractional damping, a characteristic feature in several physical situations. In our specific scenario, as well as in the non-fractional case, for large enough excitation…
The First Passage Time (FPT) is the time taken for a stochastic process to reach a desired threshold. In this letter we address the FPT of the stochastic measurement current in the case of continuously measured quantum systems. Our approach…
The main subject of the paper is an escape from a multi-well metastable potential on a time-scale of a formation of the quasi-equilibrium between the wells. The main attention is devoted to such ranges of friction in which an external…
Given a set of discrete probability distributions, the minimum entropy coupling is the minimum entropy joint distribution that has the input distributions as its marginals. This has immediate relevance to tasks such as entropic causal…
The narrow escape problem consists of deriving the asymptotic expansion of the solution of a drift-diffusion equation with the Dirichlet boundary condition on a small absorbing part of the boundary and the Neumann boundary condition on the…
We present a novel path-integral method for the determination of time-dependent and time-averaged reaction rates in multidimensional, periodically driven escape problems at weak thermal noise. The so obtained general expressions are…
A collection of identical and independent rare event first passage times is considered. The problem of finding the fastest out of $N$ such events to occur is called an extreme first passage time. The rare event times are singular and limit…
We present an analytical method for computing the mean cover time of a random walk process on arbitrary, complex networks. The cover time is defined as the time a random walker requires to visit every node in the network at least once. This…
We survey recent results on first-passage processes in unbounded cones and their applications to ordering of particles undergoing Brownian motion in one dimension. We first discuss the survival probability S(t) that a diffusing particle, in…
The paper is devoted to studying the performance of a computational pipeline, the number of simultaneously executing stages of which at each time is bounded from above by a fixed number. A look at the restriction as a structural hazard…
Timely and efficient dissemination of server status is critical in compute-first networking systems, where user tasks arrive dynamically and computing resources are limited and stochastic. In such systems, the access point plays a key role…
The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…