English
Related papers

Related papers: First passage under stochastic resetting in an int…

200 papers

We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can…

Statistical Mechanics · Physics 2017-02-01 Aljaz Godec , Ralf Metzler

We consider the statics and dynamics of a single particle trapped in a one-dimensional harmonic potential, and subjected to a driving noise with memory, that is represented by a resetting stochastic process. The finite memory of this…

Statistical Mechanics · Physics 2024-01-18 Mathis Gueneau , Satya N. Majumdar , Gregory Schehr

One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…

Statistical Mechanics · Physics 2021-09-01 Paul C Bressloff

We employ renewal processes to characterize the spatiotemporal dynamics of an active Brownian particle under stochastic orientational resetting. By computing the experimentally accessible intermediate scattering function (ISF) and…

Soft Condensed Matter · Physics 2024-05-14 Yanis Baouche , Thomas Franosch , Matthias Meiners , Christina Kurzthaler

Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…

Statistical Mechanics · Physics 2011-04-05 Annalisa Molini , Peter Talkner , Gabriel G. Katul , Amilcare Porporato

We consider diffusive motion of a particle performing a random walk with L\'evy distributed jump lengths and subject to resetting mechanism bringing the walker to an initial position at uniformly distributed times. In the limit of infinite…

Statistical Mechanics · Physics 2015-11-25 Lukasz Kusmierz , Ewa Gudowska-Nowak

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

Statistical Mechanics · Physics 2022-08-22 V. V. Ryazanov

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

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…

Statistical Mechanics · Physics 2016-09-26 Aljaz Godec , Ralf Metzler

We study the extreme value statistics of first-passage trajectories generating from a one-dimensional drifted Brownian motion subject to stochastic resetting to the starting point with a constant rate $r$. Each stochastic trajectory starts…

Statistical Mechanics · Physics 2025-06-18 Wusong Guo , Hao Yan , Hanshuang Chen

Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…

Optimization and Control · Mathematics 2025-10-24 Jason J. Bramburger

In noisy environments such as the cell, many processes involve target sites that are often hidden or inactive, and thus not always available for reaction with diffusing entities. To understand reaction kinetics in these situations, we study…

Statistical Mechanics · Physics 2020-01-29 Gabriel Mercado-Vásquez , Denis Boyer

The first passage search of a diffusing target (prey) by multiple searchers (predators) in confinement is an important problem in the stochastic process literature. While the analogous problem in open space has been studied in some details,…

Statistical Mechanics · Physics 2021-01-04 Indrani Nayak , Amitabha Nandi , Dibyendu Das

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

Stochastic restart may drastically reduce the expected run time of a computer algorithm, expedite the completion of a complex search process, or increase the turnover rate of an enzymatic reaction. These diverse first-passage-time (FPT)…

Statistical Mechanics · Physics 2020-10-30 Shlomi Reuveni

We study the counting of level crossings for inertial random processes exposed to stochastic resetting events. We develop the general approach of stochastic resetting for inertial processes with sudden changes in the state characterized by…

Statistical Mechanics · Physics 2023-12-22 Miquel Montero , Matteo Palassini , Jaume Masoliver

There is considerable current interest in the emergence of statistical correlations within a population of otherwise non-interacting Brownian particles subject to a common fluctuating environment or drive. Examples include global stochastic…

Statistical Mechanics · Physics 2026-05-19 Paul C Bressloff

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 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

In this paper we analyze the effects of stochastic resetting on an encounter-based model of an unbiased run-and-tumble particle (RTP) confined to the half-line $[0,\infty)$ with a partially absorbing wall at $x=0$. The RTP tumbles at a…

Statistical Mechanics · Physics 2025-03-04 Paul C Bressloff