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We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

We consider the mean first passage time of a random walker moving in a potential landscape on a finite interval, starting and end points being at different potentials. From analytical calculations and Monte Carlo simulations we demonstrate…

Statistical Mechanics · Physics 2015-06-04 Vladimir V. Palyulin , Ralf Metzler

Diffusion and first passage in the presence of stochastic resetting and potential bias have been of recent interest. We study a few models, systematically progressing in their complexity, to understand the usefulness of resetting. In the…

Statistical Mechanics · Physics 2022-05-04 Saeed Ahmad , Krishna Rijal , Dibyendu Das

We propose an approach for estimating the probability that a given small target, among many, will be the first to be reached in a molecular dynamics simulation. Reaching small targets out of a vast number of possible configurations…

Computational Physics · Physics 2020-08-19 Jackson Loper , Guangyao Zhou , Stuart Geman

Finite-size scaling arguments naturally lead us to introduce a coordinate-dependent diffusion coefficient in a Fokker-Planck description of the late stage dynamics of unbiased polymer translocation through a membrane pore. The solution for…

Statistical Mechanics · Physics 2015-06-17 Giovanni Brandani , Fulvio Baldovin , Enzo Orlandini , Attilio L. Stella

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…

Numerical Analysis · Mathematics 2023-02-08 Udo Boehm , Sonja Cox , Gregor Gantner , Rob Stevenson

We consider single particle and polymer translocation where the frictional properties experienced from the environment are changing in time. This work is motivated by the interesting frequency responsive behaviour observed when a polymer is…

Soft Condensed Matter · Physics 2012-12-06 Jack A. Cohen , Abhishek Chaudhuri , Ramin Golestanian

The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

We formulate a compounded random walk that is physically well defined on both finite and infinite domains, and samples space-dependent forces throughout jumps. The governing evolution equation for the walk limits to a space-fractional…

Statistical Mechanics · Physics 2025-11-25 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

We revisit the Fokker-Planck based theory of driven polymer translocation through a narrow nanopore. A bead-spring model of a uniformly charged polyelectrolyte chain translocating through a semi-implicit model of a nanopore embedded in a…

Soft Condensed Matter · Physics 2025-12-02 Bhavesh R. Sarode , Harshwardhan H. Katkar

The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…

Statistical Mechanics · Physics 2009-06-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…

Statistical Mechanics · Physics 2021-06-01 Ofek Lauber Bonomo , Arnab Pal

Polymers confined in corrugated channels, i.e. channels of varying amplitude, display {multiple local maxima and minima of the diffusion coefficient upon increasing their degree of polymerization $N$}. We propose a theoretical effective…

Soft Condensed Matter · Physics 2023-08-28 Emanuele Locatelli , Valentino Bianco , Chantal Valeriani , Paolo Malgaretti

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

We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…

Statistical Mechanics · Physics 2026-04-16 Wancheng Li , Daniel S. Han

We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…

Statistical Mechanics · Physics 2007-11-13 A. Zoia , Y. Kantor , M. Kardar

We present an analytical approximation scheme for the first passage time distribution on a finite interval of a random walker on a random forcing energy landscape. The approximation scheme captures the behavior of the distribution over all…

Statistical Mechanics · Physics 2010-09-23 Michael Sheinman , Olivier Bénichou , Raphaël Voituriez , Yariv Kafri

We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…

Statistical Mechanics · Physics 2007-10-16 A. Kamińska , T. Srokowski

The general, multidimensional barrier crossing problem for diffusive processes under the action of conservative forces is studied with the goal of developing tractable approximations. Particular attention is given to the effect of different…

Statistical Mechanics · Physics 2025-09-03 James F. Lutsko
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