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First passage time (FPT) theory is often used to estimate timescales in cellular and molecular biology. While the overwhelming majority of studies have focused on the time it takes a given single Brownian searcher to reach a target,…

Quantitative Methods · Quantitative Biology 2020-03-13 Sean D. Lawley , Jacob B. Madrid

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,…

Statistical Mechanics · Physics 2009-09-29 Artur B. Adib

We investigate the statistics of the first detected passage time of a quantum walk. The postulates of quantum theory, in particular the collapse of the wave function upon measurement, reveal an intimate connection between the wave function…

Statistical Mechanics · Physics 2020-09-21 H. Friedman , D. A. Kessler , E. Barkai

The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…

Statistical Mechanics · Physics 2025-12-24 Talia Baravi , Eli Barkai

In this paper we present a comprehensive analysis of the solution of the classical problem of finding the distribution density of a random variable - the first passage time to a given domain by the trajectory of a $p$-adic Markov stochastic…

Mathematical Physics · Physics 2025-09-22 A. Kh. Bikulov , A. P. Zubarev

We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval $[0,T]$ via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class…

Probability · Mathematics 2008-08-28 Nabil Kahale

Choosing the right first quantization basis in quantum optics is critical for the interpretation of experimental results. The usual frequency basis is, for instance, inappropriate for short, subcycle waveforms. Deriving first quantization…

Quantum Physics · Physics 2019-08-28 Stéphane Virally , Bertrand Reulet

We study the statistics of first passage times (FPTs) of trajectory observables in both classical and quantum Markov processes. We consider specifically the FPTs of counting observables, that is, the times to reach a certain threshold of a…

Statistical Mechanics · Physics 2024-05-17 George Bakewell-Smith , Federico Girotti , Mădălin Guţă , Juan P. Garrahan

The problem of the time of arrival of a quantum system in a specified state is considered in the framework of the repeated measurement protocol and in particular the limit of continuous measurements is discussed. It is shown that for a…

Quantum Physics · Physics 2021-04-07 Varun Dubey , Cedric Bernardin , Abhishek Dhar

This thesis explores the concept of realizing quantum gates using physical systems like atoms and oscillators perturbed by electric and magnetic fields. The basic idea is that if a time-independent Hamiltonian $H_0$ is perturbed by a…

Quantum Physics · Physics 2024-09-04 Kumar Gautam

We investigate the excitation dynamics at a first-order quantum phase transition (QPT). More specifically, we consider the quench-induced QPT in the quantum search algorithm, which aims at finding out a marked element in an unstructured…

Statistical Mechanics · Physics 2017-03-01 Ivan B. Coulamy , Andreia Saguia , Marcelo S. Sarandy

We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…

Probability · Mathematics 2026-02-10 Mario Abundo

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…

Statistical Mechanics · Physics 2011-04-05 Annalisa Molini , Peter Talkner , Gabriel G. Katul , Amilcare Porporato

This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method relies on a Laguerre-Gamma polynomial approximation and…

Probability · Mathematics 2022-12-14 Elvira Di Nardo , Giuseppe D'Onofrio , Tommaso Martini

We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction…

Statistical Mechanics · Physics 2014-03-19 Yaming Chen , Wolfram Just

The first detection of a quantum particle on a graph has been shown to depend sensitively on the sampling time {\tau} . Here we use the recently introduced quantum renewal equation to investigate the statistics of first detection on an…

Statistical Mechanics · Physics 2018-01-31 Felix Thiel , Eli Barkai , David A. Kessler

We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for…

Probability · Mathematics 2026-01-14 Angelos Dassios , Luting Li

A relevant problem in quantum computing concerns how fast a source state can be driven into a target state according to Schr\"odinger's quantum mechanical evolution specified by a suitable driving Hamiltonian. In this paper, we study in…

Quantum Physics · Physics 2020-03-18 Steven Gassner , Carlo Cafaro , Salvatore Capozziello

We investigate a tight binding quantum walk on a graph. Repeated stroboscopic measurements of the position of the particle yield a measured "trajectory", and a combination of classical and quantum mechanical properties for the walk are…

Statistical Mechanics · Physics 2022-05-18 A. Didi , E. Barkai

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

Molecular Networks · Quantitative Biology 2024-03-22 Jaroslav Albert
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