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Related papers: First-Passage Duality

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In one and two dimensions, the first-passage time for a diffusing particle in the presence of a radial potential flow to hit a sphere, conditioned on actually hitting the sphere, is independent of the sign of the drift. Moreover, the…

Probability · Mathematics 2023-10-24 Merek Johnson

We investigate the average time for the earliest particle to hit a spherical absorber when a homogeneous gas of freely diffusing particles with density $\rho$ and diffusivity $D$ is prepared in a deterministic state and is initially…

Statistical Mechanics · Physics 2015-04-30 S. Redner , Baruch Meerson

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…

Statistical Mechanics · Physics 2021-05-05 Gabriel Mercado-Vásquez , Denis Boyer

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

We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…

Statistical Mechanics · Physics 2023-01-11 Ivan Pompa-Garcia , Rodrigo Castilla , Ralf Metzler , Leonardo Dagdug

We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…

Statistical Mechanics · Physics 2026-02-02 Pascal Grange , Linglong Yuan

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

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

Statistical Mechanics · Physics 2024-09-04 Alain Mazzolo

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we…

Statistical Mechanics · Physics 2020-09-16 F. Le Vot , S. B. Yuste , E. Abad , D. S. Grebenkov

We consider the general problem of the first passage distribution of particles whose displacements are subject to time delays. We show that this problem gives rise to a \emph{propagation-dispersion equation} which is obtained as the…

Statistical Mechanics · Physics 2009-11-10 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

We derive a self-duality relation for a one-dimensional model of branching and annihilating random walkers with an even number of offsprings. With the duality relation and by deriving exact results in some limiting cases involving fast…

Statistical Mechanics · Physics 2009-10-31 K. Mussawisade , J. E. Santos , G. M. Schütz , ;

Using random walk simulations we explore diffusive transport through monodisperse sphere packings over a range of packing fractions, $\phi$, in the vicinity of the jamming transition at $\phi_{c}$. Various diffusion properties are computed…

Statistical Mechanics · Physics 2015-09-02 Dan S. Bolintineanu , Gary S. Grest , Jeremy B. Lechman , Leonardo E. Silbert

For both Levy flight and Levy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given…

Statistical Mechanics · Physics 2019-10-15 V. V. Palyulin , G. Blackburn , M. A. Lomholt , N. W. Watkins , R. Metzler , R. Klages , A. V. Chechkin

We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…

Statistical Mechanics · Physics 2025-06-19 Pascal Grange , Linglong Yuan

Adsorption to a surface, reversible-binding, and trapping are all prevalent scenarios where particles exhibit "stickiness". Escape and first-passage times are known to be drastically affected, but detailed understanding of this phenomenon…

Statistical Mechanics · Physics 2023-12-06 Yuval Scher , Shlomi Reuveni , Denis S. Grebenkov

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 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

We consider a run an tumble particle with two velocity states $\pm v_0$, in an inhomogeneous force field $f(x)$ in one dimension. We obtain exact formulae for its velocity $V_L$ and diffusion constant $D_L$ for arbitrary periodic $f(x)$ of…

Statistical Mechanics · Physics 2020-06-17 Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr
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