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We obtain the first passage time density for a L\'{e}vy flight random process from a subordination scheme. By this method, we infer the asymptotic behavior directly from the Brownian solution and the Sparre Andersen theorem, avoiding…

Statistical Mechanics · Physics 2007-05-23 Igor M. Sokolov , R. Metzler

We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose

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

We estimate the mean first time, called the mean rotation time (MRT), for a planar random polymer to wind around a point. This polymer is modeled as a collection of n rods, each of them being parameterized by a Brownian angle. We are led to…

Probability · Mathematics 2015-05-27 Stavros Vakeroudis , Marc Yor , David Holcman

We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…

Numerical Analysis · Mathematics 2019-11-20 Sarafa Iyaniwura , Tony Wong , Michael J. Ward , Colin B. Macdonald

The kinetics of a variety of transport-controlled processes can be reduced to the problem of determining the mean time needed to arrive at a given location for the first time, the so called mean first passage time (MFPT) problem. The…

Statistical Mechanics · Physics 2015-06-11 Aljaz Godec , Ralf Metzler

We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on the domain boundary and phases of bulk diffusion. We…

Statistical Mechanics · Physics 2012-06-14 J. -F. Rupprecht , O. Bénichou , D. S. Grebenkov , R. Voituriez

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…

Probability · Mathematics 2019-06-17 Alessia Civallero , Cristina Zucca

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

Probability · Mathematics 2018-11-07 Sebastian Andres , Lisa Hartung

We develop a high order asymptotic expansion for the mean first passage time (MFPT) of the capture of Brownian particles by a small elliptical trap in a bounded two dimensional region. This new result describes the effect that trap…

Analysis of PDEs · Mathematics 2026-04-01 Sanchita Chakraborty , Theodore Kolokolnikov , Alan E. Lindsay

We determine how long a diffusing particle spends in a given spatial range before it dies at an absorbing boundary. In one dimension, for a particle that starts at $x_0$ and is absorbed at $x=0$, the average residence time in the range…

Statistical Mechanics · Physics 2018-10-23 J. Randon-Furling , S. Redner

During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…

Statistical Mechanics · Physics 2022-09-15 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar

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

We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…

Probability · Mathematics 2026-02-10 Mario Abundo

We derive an analytical expression for the propagator and the transition path time distribution of a two-dimensional active Brownian particle crossing a parabolic barrier with absorbing boundary conditions at both sides. By taking those of…

Statistical Mechanics · Physics 2026-01-23 Michele Caraglio

We study the first-passage time to the origin of a mortal Brownian particle, with mortality rate $ \mu $, diffusing in one dimension. The particle starts its motion from $ x>0 $ and it is subject to stochastic resetting with constant rate $…

Statistical Mechanics · Physics 2023-03-01 Mattia Radice

Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…

Statistical Mechanics · Physics 2025-10-08 Pedro Julián-Salgado , Leonardo Dagdug , Denis Boyer

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…

Statistical Mechanics · Physics 2015-06-18 Robin Forsling , Lloyd Sanders , Tobias Ambjörnsson , Ludvig Lizana

We study first-passage time problems for a diffusive particle with stochastic resetting with a finite rate $r$. The optimal search time is compared quantitatively with that of an effective equilibrium Langevin process with the same…

Statistical Mechanics · Physics 2015-06-12 Martin R. Evans , Satya N. Majumdar , Kirone Mallick

We study the mean first passage time (MFPT) to an absorbing target of a one-dimensional Brownian particle subject to an external potential $v(x)$ in a finite domain. We focus on the cases in which the external potential is confining, of the…

Statistical Mechanics · Physics 2022-07-14 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar