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We study diffusion with a bias towards a target node in networks. This problem is relevant to efficient routing strategies in emerging communication networks like optical networks. Bias is represented by a probability $p$ of the…

Physics and Society · Physics 2013-08-05 Loukas Skarpalezos , Aristotelis Kittas , Panos Argyrakis , Reuven Cohen , Shlomo Havlin

We study the dynamics of a Brownian circle swimmer with a time-dependent self-propulsion velocity in an external temporally varying harmonic potential. For several situations, the noise-free swimming paths, the noise-averaged mean…

Soft Condensed Matter · Physics 2017-02-21 Soudeh Jahanshahi , Hartmut Löwen , Borge ten Hagen

In this paper, we investigate random walks in a family of small-world trees having an exponential degree distribution. First, we address a trapping problem, that is, a particular case of random walks with an immobile trap located at the…

Statistical Mechanics · Physics 2011-08-25 Zhongzhi Zhang , Xintong Li , Yuan Lin , Guanrong Chen

We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…

Analysis of PDEs · Mathematics 2024-04-09 Tony Lelièvre , Mohamad Rachid , Gabriel Stoltz

We study the random walk problem on a deterministic scale-free network, in the presence of a set of static, identical targets; due to the strong inhomogeneity of the underlying structure the mean first-passage time (MFPT), meant as a…

Statistical Mechanics · Physics 2014-09-04 Elena Agliari , Raffaella Burioni , Alessandro Manzotti

The classical inverse first passage time problem asks whether, for a Brownian motion $(B_t)_{t\geq 0}$ and a positive random variable $\xi$, there exists a barrier $b:\mathbb{R}_+\to\mathbb{R}$ such that $\mathbb{P}\{B_s>b(s), 0\leq s \leq…

Probability · Mathematics 2021-02-18 Boris Ettinger , Alexandru Hening , Tak Kwong Wong

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

General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…

Statistical Mechanics · Physics 2025-05-13 V. V. Ryazanov

Diffusion with an incorporated resetting mechanism provides a reference framework for modeling a wide range of natural phenomena. Within this framework, the optimal resetting rate is a key quantity that arises from the optimization of the…

Statistical Mechanics · Physics 2026-05-12 Pedro Julián-Salgado , Pavel Castro-Villarreal , Leonardo Dagdug , Denis Boyer

We study theoretically, experimentally and numerically the probability distribution $F(t_f|x_0,L)$ of the first passage times $t_f$ needed by a freely diffusing Brownian particle to reach a target at a distance $L$ from the initial position…

Statistical Mechanics · Physics 2021-07-21 Benjamin Besga , Felix Faisant , Artyom Petrosyan , Sergio Ciliberto , Satya N. Majumdar

We study the Brownian motion of a particle in a bounded circular 2-dimensional domain, in search for a stationary target on the boundary of the domain. The process switches between two modes: one where it performs a two-dimensional…

Statistical Mechanics · Physics 2018-06-13 Abhinava Chatterjee , Christos Christou , Andreas Schadschneider

We use geometric microlocal methods to compute an asymptotic expansion of mean first arrival time for Brownian particles on Riemannian manifolds. This approach provides a robust way to treat this problem, which has thus far been limited to…

Probability · Mathematics 2021-01-21 Medet Nursultanov , Justin C. Tzou , Leo Tzou

Given a survival distribution on the positive half-axis and a Brownian motion, a solution of the inverse first-passage problem consists of a boundary so that the first passage time over the boundary has the given distribution. We show that…

Probability · Mathematics 2015-09-01 Erik Ekström , Svante Janson

We survey recent results on first-passage processes in unbounded cones and their applications to ordering of particles undergoing Brownian motion in one dimension. We first discuss the survival probability S(t) that a diffusing particle, in…

Statistical Mechanics · Physics 2013-06-14 E. Ben-Naim , P. L. Krapivsky

We obtain bounds for the expected loss of torsional rigidity of a cylinder $\Omega_L=(-L/2,L/2) \times \Omega\subset \R^3$ of length $L$ due to a Brownian fracture that starts at a random point in $\Omega_L,$ and runs until the first time…

Probability · Mathematics 2017-11-28 M. van den Berg , F. den Hollander

First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…

Statistical Mechanics · Physics 2025-08-05 Tommer D. Keidar , Shlomi Reuveni

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

We study various properties of the convex hull of a planar Brownian motion, defined as the minimum convex polygon enclosing the trajectory, in the presence of an infinite reflecting wall. Recently, in a Rapid Communication [Phys. Rev. E…

Statistical Mechanics · Physics 2015-09-02 M. Chupeau , O. Bénichou , S. N. Majumdar

We solve the problem of first-passage time for run-and-tumble particles in one dimension. Exact expression is derived for the mean first-passage time in the general case, considering external force-fields and chemotactic-fields, giving rise…

Statistical Mechanics · Physics 2015-06-29 L. Angelani , R. Di Leonardo , M. Paoluzzi

Polymer translocation across a corrugated channel is a paradigmatic stochastic process encountered in diverse systems. The instance of time when a polymer first arrives to some prescribed location defines an important characteristic time…

Soft Condensed Matter · Physics 2019-01-30 Paolo Malgaretti , Gleb Oshanin