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We present an analytical framework to study the first-passage (FP) and first-return (FR) distributions for the broad family of models described by the one-dimensional Fokker-Planck equation in finite domains, identifying general properties…

Statistical Mechanics · Physics 2018-10-31 Oriol Artime , Nagi Khalil , Raul Toral , Maxi San Miguel

We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…

Statistical Mechanics · Physics 2022-08-31 Ohad Vilk , Michael Assaf , Baruch Meerson

We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…

Soft Condensed Matter · Physics 2025-04-04 Yanis Baouche , Christina Kurzthaler

We study the effects of noise-intensity fluctuations on the stationary and dynamical properties of an overdamped Langevin model with a bistable potential and external periodical driving force. We calculated the stationary distributions,…

Statistical Mechanics · Physics 2011-08-24 Yoshihiko Hasegawa , Masanori Arita

We study the mean first passage time of a one-dimensional active fluctuating membrane that is stochastically returned to the same flat initial condition at a finite rate. We start with a Fokker Planck equation to describe the evolution of…

Statistical Mechanics · Physics 2023-05-03 Tapas Singha

The dynamic entropic repulsion for the Ginzburg-Landau $\nabla\phi$ interface model was discussed in [Deuschel-N. 2007] and the asymptotics of the height of the interface was identified. This paper studies a similar problem for two…

Probability · Mathematics 2012-06-20 Takao Nishikawa

Biased diffusive transport of Brownian particles through irregularly shaped, narrow confining quasi-one-dimensional structures is investigated. The complexity of the higher dimensional diffusive dynamics is reduced by means of the so-called…

Statistical Mechanics · Physics 2009-09-22 P. Sekhar Burada , Gerhard Schmid , Peter Hänggi

Stochastically gated interfaces play an important role in a variety of cellular diffusion processes. Examples include intracellular transport via stochastically gated ion channels and pores in the plasma membrane of a cell, intercellular…

Statistical Mechanics · Physics 2026-01-21 Paul C Bressloff

Continual learning in artificial neural networks is fundamentally limited by the stability--plasticity dilemma: systems that retain prior knowledge tend to resist acquiring new knowledge, and vice versa. Existing approaches, most notably…

Statistical Mechanics · Physics 2026-04-07 Gunn Kim

We consider the non-equilibrium dynamics of disordered systems as defined by a master equation involving transition rates between configurations (detailed balance is not assumed). To compute the important dynamical time scales in…

Disordered Systems and Neural Networks · Physics 2010-02-15 Cecile Monthus , Thomas Garel

The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…

Mathematical Physics · Physics 2021-09-15 Vaibhava Srivastava , Alexei Cheviakov

In this chapter, we review our recent work on first passage time (FPT) problems for absorption by a target whose interface is semipermeable. For pedagogical reasons, we focus on a single Brownian particle searching for a single target in a…

Statistical Mechanics · Physics 2023-11-01 Paul C Bressloff

We develop a microscopic transport theory in a randomly driven fermionic model with and without linear potential. The operator dynamics arise from the competition between noisy and static couplings, leading to diffusion regardless of…

Strongly Correlated Electrons · Physics 2023-11-29 Christopher M. Langlett , Shenglong Xu

We derive the first-passage-time statistics of a Brownian motion driven by an exponential time-dependent drift up to a threshold. This process corresponds to the signal integration in a simple neuronal model supplemented with an…

Statistical Mechanics · Physics 2012-04-30 Eugenio Urdapilleta

A fluctuation theorem is examined for the first-passage time of a biomolecular machine (e.g., a motor protein or an enzyme) in a nonequilibrium steady-state. For such machines in which the driven, observable process is coupled to a hidden…

Biological Physics · Physics 2025-09-15 D. Evan Piephoff , Jianshu Cao

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

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

We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…

Statistical Mechanics · Physics 2024-03-20 Iago N Mamede , Prashant Singh , Arnab Pal , Carlos E. Fiore , Karel Proesmans

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…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory…

Statistical Mechanics · Physics 2013-05-06 T. G. Mattos , C. Mejía-Monasterio , R. Metzler , G. Oshanin , G. Schehr