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When a quantum system undergoes unitary evolution in accordance with a prescribed Hamiltonian, there is a class of states |psi> such that, after the passage of a certain time, |psi> is transformed into a state orthogonal to itself. The…

Quantum Physics · Physics 2009-11-10 Dorje C. Brody

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…

Statistical Mechanics · Physics 2022-08-30 Hanshuang Chen , Guofeng Li , Feng Huang

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.…

Probability · Mathematics 2016-01-22 Samuel Herrmann , Etienne Tanré

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…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , O. Benichou , V. Tejedor , R. Voituriez , J. Klafter

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

Statistical Mechanics · Physics 2024-09-04 Alain Mazzolo

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

Statistical Mechanics · Physics 2019-06-26 Emilio N. M. Cirillo , Matteo Colangeli , Lamberto Rondoni

After the review by Hauge and Stovneng the old question of "How long does it take to tunnel through the barrier?" has not still lost its relevance. As before, there is no clear answer to this question even for the one-dimensional completed…

Quantum Physics · Physics 2014-03-25 Nikolay Chuprikov

A common scenario in a variety of biological systems is that multiple particles are searching in parallel for an immobile target located in a bounded domain, and the fastest among them that arrives to the target first triggers a given…

Statistical Mechanics · Physics 2025-07-15 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

We present a comprehensive analysis of the emerging order and chaos and enduring symmetries, accompanying a generic (high-barrier) first-order quantum phase transition (QPT). The interacting boson model Hamiltonian employed, describes a QPT…

Nuclear Theory · Physics 2014-10-01 M. Macek , A. Leviatan

The first-passage time (FPT) is a fundamental concept in stochastic processes, representing the time it takes for a process to reach a specified threshold for the first time. Often, considering a time-dependent threshold is essential for…

Probability · Mathematics 2024-12-23 Devika Khurana , Sascha Desmettre , Evelyn Buckwar

We study the probability distribution of the first return time to the initial state of a quantum many-body system subject to global projective measurements at stroboscopic times. We show that this distribution can be mapped to a…

Statistical Mechanics · Physics 2025-05-02 Benjamin Walter , Gabriele Perfetto , Andrea Gambassi

First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…

Quantum Physics · Physics 2025-11-06 Guido Ladenburger , Finn Schmolke , Eric Lutz

Exact analytical solutions of the time-dependent Schr\"odinger equation with the initial condition of an incident cutoff wave are used to investigate the traversal time for tunneling. The probability density starts from a vanishing value…

Quantum Physics · Physics 2007-05-23 Gaston Garcia-Calderon , Jorge Villavicencio

We investigate the statistics of the first-passage time (FPT) to a fractal self-similar boundary of the Koch snowflake. When the starting position is fixed near the absorbing boundary, the FPT distribution exhibits an apparent power-law…

Statistical Mechanics · Physics 2025-07-15 Yilin Ye , Adrien Chaigneau , Denis S. Grebenkov

We obtain explicit solutions for the density $\varphi_T$ of the first-time $T$ that a one-dimensional Brownian process $B$ reaches the twice, continuously differentiable moving boundary $f$ and such that $f''(t)\geq 0$ for all $t\in…

Probability · Mathematics 2009-05-14 Gerardo Hernandez-del-Valle

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…

Analysis of PDEs · Mathematics 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…

Data Analysis, Statistics and Probability · Physics 2009-11-11 T. Verechtchaguina , I. M. Sokolov , L. Schimansky-Geier

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…

Statistical Mechanics · Physics 2009-11-11 S Condamin , O. Benichou , M. Moreau

We find that the first-order quantum phase transitions~(QPTs) are characterized by intrinsic jumps of relevant operators while the continuous ones are not. Based on such an observation, we propose a bond reversal method where a quantity…

Strongly Correlated Electrons · Physics 2019-10-02 Qiang Luo , Jize Zhao , Xiaoqun Wang

We study the survival probability and the corresponding first passage time density of fractional Brownian motion confined to a two-dimensional open wedge domain with absorbing boundaries. By analytical arguments and numerical simulation we…

Statistical Mechanics · Physics 2015-05-27 J. -H. Jeon , A. V. Chechkin , R. Metzler