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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 some simple and surprising properties of a one-dimensional Brownian trajectory with diffusion coefficient $D$ that starts at the origin and reaches $X$ either: (i) at time $T$ or (ii) for the first time at time $T$. We…

Data Analysis, Statistics and Probability · Physics 2016-11-22 Uttam Bhat , S. Redner

It is given an effective upper estimate of expectation of |T_1-T_2|, where T_1 and T_2 are the first exit times from a region for two vector diffusion processes.

Probability · Mathematics 2007-05-23 N. Dokuchaev

We present an analytical study of the time dependent diffusion coefficient in a dilute suspension of spheres with partially absorbing boundary condition. Following Kirkpatrick (J. Chem. Phys. 76, 4255) we obtain a perturbative expansion for…

Statistical Mechanics · Physics 2012-10-29 Jiang Qian , Pabitra N. Sen

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

The first-return time is the time that it takes a random walker to go back to the initial position for the first time. We study the first-return time when random walkers perform fractional kinetics, specifically fractional diffusion, that…

Statistical Mechanics · Physics 2026-03-17 M. Dahlenburg G. Pagnini

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

We prove an uncertainty relation for energy and arrival time, where the arrival of a particle at a detector is modeled by an absorbing term added to the Hamiltonian. In this well-known scheme the probability for the particle's arrival at…

Quantum Physics · Physics 2015-05-30 Jukka Kiukas , Andreas Ruschhaupt , Piet O. Schmidt , Reinhard F. Werner

Despite having been studied for decades, first passage processes remain an active area of research. In this contribution we examine a particle diffusing in an annulus with an inner absorbing boundary and an outer reflective boundary. We…

Statistical Mechanics · Physics 2022-10-05 Charles Antoine , Julian Talbot

There are several inequivalent proposals in the literature for how to compute the probability distribution of the time that a detector registers for the arrival of a quantum particle. For two of these proposals, based on absorbing boundary…

Quantum Physics · Physics 2026-03-24 Alireza Jozani , Roderich Tumulka

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 calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall.…

Soft Condensed Matter · Physics 2009-09-30 Nicholas A. Licata , Stephan W. Grill

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 consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

Probability · Mathematics 2007-08-28 A. N. Downes , K. Borovkov

A random search of a partially absorbing target by a run-and-tumble particle in a confined one-dimensional space is investigated. We analytically obtain the mean searching time, which shows a non-monotonic behavior as a function of the…

Statistical Mechanics · Physics 2023-10-09 Euijin Jeon , Byeongguk Go , Yong Woon Kim

The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…

Probability · Mathematics 2020-03-13 Sean D Lawley

Certain biological reactions, such as receptor-ligand binding at cell-cell interfaces and macromolecules binding to biopolymers, require many smaller molecules crowding a reaction site to be cleared. Examples include the T cell interface, a…

Subcellular Processes · Quantitative Biology 2016-03-30 Jay Newby , Jun Allard

In this paper, we derive an integral representation for the density of the reciprocal of the first hitting time of the boundary of a wedge of angle $\pi/4$ by a radial Dunkl process with equal multiplicity values. Not only this…

Probability · Mathematics 2016-07-19 Nizar Demni

In this paper, we develop an encounter-based model of partial surface adsorption for fractional diffusion in a bounded domain. We take the probability of adsorption to depend on the amount of particle-surface contact time, as specified by a…

Statistical Mechanics · Physics 2023-03-21 Paul C Bressloff

The motion of microorganisms in their natural habitat is strongly influenced by their propulsion mechanisms, geometrical constraints, and random fluctuations. Here, we study numerically the first-passage-time (FPT) statistics of…

Soft Condensed Matter · Physics 2025-09-19 Yanis Baouche , Magali Le Goff , Thomas Franosch , Christina Kurzthaler