Related papers: First passage time statistics for two-channel diff…
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…
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…
We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm…
The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…
The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article we generalise this system and…
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…
It is quite clear from a wide range of experiments that gating phenomena of ion channels is inherently stochastic. It has been discussed using BD simulations in a recent paper that memory effects in ion transport is negligible, unless the…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…
We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…
Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…
We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching we unveil a rich transport dynamics including…
We introduce a new first passage percolation model in a Poissonian environment on $\mathbb{R}^{2}$. In this model, the action of a path depends on the geometry of the path and the travel time. We prove that the transversal fluctuation…
The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…
Aging, the dependence of the dynamics of a physical process on the time $t_a$ since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of…
We study the transport of many partially distinguishable and possibly interacting particles under the action of repeated projective measurements on a target space and investigate how the particles' interference affects the mean first…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…