Related papers: Quantum First-Passage Time: Exact Solutions for a …
We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…
Given a two-dimensional correlated diffusion process, we determine the joint density of the first passage times of the process to some constant boundaries. This quantity depends on the joint density of the first passage time of the first…
These notes are based on the lectures that I gave (virtually) at the Bruneck Summer School in 2021 on first-passage processes and some applications of the basic theory. I begin by defining what is a first-passage process and presenting the…
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…
We consider the quantum first detection problem for a particle evolving on a graph under repeated projective measurements with fixed rate $1/\tau$. A general formula for the mean first detected transition time is obtained for a quantum walk…
We present a formalism based on the functional Schr\"odinger equation to analyse time-dependent tunneling in quantum field theory at the semi-classical level. The full problem is reduced step by step to a finite dimensional quantum…
Oscillations in the probability density of quantum transitions of the eigenstates of a chaotic Hamiltonian within classically narrow energy ranges have been shown to depend on closed compound orbits. These are formed by a pair of orbit…
By using an exact solution to the time-dependent Schr\"{o}dinger equation with a point source initial condition, we investigate both the time and spatial dependence of quantum waves in a step potential barrier. We find that for a source…
Given a discrete-time non-lattice supercritical branching random walk in $\mathbb{R}^d$, we investigate its first passage time to a shifted unit ball of a distance $x$ from the origin, conditioned upon survival. We provide precise…
In this paper, we develop a Monte Carlo based algorithm for estimating the FPT density of a time-homogeneous SDE through a time-dependent frontier. We consider Brownian bridges as well as localized Daniels curve approximations to obtain…
We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…
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 develop a general framework for the construction of probabilities for the time of arrival in quantum systems. The time of arrival is identified with the time instant when a transition in the detector's degrees of freedom takes place.…
The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…
There are two distinct perspectives on the quantum time-of-arrival: one can ask for the probability that a particle is found at the detector at a given time, regardless of whether it was previously detected, or for the probability that the…
We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…
The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…
We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…
The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…
Quantum phase transitions (QPTs) in the spin-boson model with/without the rotating-wave approximation (RWA) are systematically investigated through variational calculations using a sub-Ohmic bath with high spectral density. Four cases…