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We study statistics of first passage inside a cone in arbitrary spatial dimension. The probability that a diffusing particle avoids the cone boundary decays algebraically with time. The decay exponent depends on two variables: the opening…

Statistical Mechanics · Physics 2010-11-19 E. Ben-Naim , P. L. Krapivsky

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

Statistical Mechanics · Physics 2012-03-06 Artem Ryabov , Petr Chvosta

We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…

Statistical Mechanics · Physics 2025-01-14 B. De Bruyne , J. Randon-Furling , S. Redner

We study first-passage properties for a particle that diffuses either inside or outside of generalized paraboloids, defined by y=a(x_1^2+...+x_{d-1}^2)^{p/2} where p>1, with absorbing boundaries. When the particle is inside the paraboloid,…

Statistical Mechanics · Physics 2010-11-22 P. L. Krapivsky , S. Redner

We investigate first-passage statistics of an ensemble of N noninteracting random walks on a line. Starting from a configuration in which all particles are located in the positive half-line, we study S_n(t), the probability that the nth…

Statistical Mechanics · Physics 2010-11-19 E. Ben-Naim , P. L. Krapivsky

We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial…

Statistical Mechanics · Physics 2010-12-17 E. Ben-Naim

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

The statistics of the first-encounter time of diffusing particles changes drastically when they are placed under confinement. In the present work, we make use of Monte Carlo simulations to study the behavior of a two-particle system in two-…

Statistical Mechanics · Physics 2022-05-06 F. Le Vot , S. B. Yuste , E. Abad , D. S. Grebenkov

In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…

Statistical Mechanics · Physics 2015-11-25 Eugenio Urdapilleta

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…

Soft Condensed Matter · Physics 2025-04-04 Yanis Baouche , Christina Kurzthaler

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…

Mathematical Physics · Physics 2025-10-14 Lars Fritz

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

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

We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…

Statistical Mechanics · Physics 2019-04-01 Arnab Pal , V. V. Prasad

The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…

Mathematical Physics · Physics 2021-09-15 Vaibhava Srivastava , Alexei Cheviakov

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…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of…

Statistical Mechanics · Physics 2015-09-29 Artem Ryabov , Ekaterina Berestneva , Viktor Holubec

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…

Statistical Mechanics · Physics 2013-05-30 Thiago G. Mattos , Carlos Mejía-Monasterio , Ralf Metzler , Gleb S. Oshanin

We investigate the first-passage properties and extreme-value statistics of an overdamped Brownian particle confined by an external linear potential $V(x)=\mu |x-x_0|$, where $\mu>0$ is the strength of the potential and $x_0>0$ is the…

Statistical Mechanics · Physics 2025-06-17 Feng Huang , Hanshuang Chen

We investigate theoretically and experimentally the first passage-time properties of a spherical Brownian particle that is harmonically trapped at thermal equilibrium in a fluid at constant temperature. By using the overdamped version of…

Statistical Mechanics · Physics 2026-05-26 Brandon R. Ferrer , Juan Ruben Gomez-Solano
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