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Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known…

Statistical Mechanics · Physics 2022-01-14 Jason Gilbert , Alexei Cheviakov

We study here the extreme statistics of Brownian particles escaping from a cusp funnel: the fastest Brownian particles among $n$ follow an ensemble of optimal trajectories located near the shortest path from the source to the target. For…

Statistical Mechanics · Physics 2020-04-22 K. Basnayake , D. Holcman

This paper deals with the three-dimensional narrow escape problem in dendritic spine shaped domain, which is composed of a relatively big head and a thin neck. The narrow escape problem is to compute the mean first passage time of Brownian…

Mathematical Physics · Physics 2017-02-24 Hyundae Lee , Xiaofei Li , Yuliang Wang

Questions of flux regulation in biological cells raise renewed interest in the narrow escape problem. The often inadequate expansions of the narrow escape time are due to a not so well known fact that the boundary singularity of Green's…

Mathematical Physics · Physics 2009-11-13 A. Singer , Z. Schuss , D. Holcman

We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…

Statistical Mechanics · Physics 2025-01-14 B. De Bruyne , J. Randon-Furling , S. Redner

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

We consider random search processes alternating stochastically between diffusion and ballistic motion, in which the distribution function of ballistic motion directions varies from point to point in space. The specific space dependence of…

Subcellular Processes · Quantitative Biology 2016-08-29 Karsten Schwarz , Yannick Schröder , Bin Qu , Markus Hoth , Heiko Rieger

We compute the mean first passage time (MFPT) for a Brownian particle inside a two-dimensional disk with reflective boundaries and a small interior trap that is rotating at a constant angular velocity. The inherent symmetry of the problem…

Mathematical Physics · Physics 2014-11-18 Justin C. Tzou , Theodore Kolokolnikov

The narrow escape problem concerns the time needed for a diffusing particle to exit a confining domain through a small hole in the boundary. While this problem is now well-understood, determining the escape time for a particle that must…

Statistical Mechanics · Physics 2026-02-26 Victorya Richardson , Yick Hin Ling , Sean D Lawley

A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…

Statistical Mechanics · Physics 2019-01-30 V. Sposini , A. V. Chechkin , R. Metzler

In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small "escape window" in the otherwise impermeable boundary, once it arrives to this window and over-passes an…

Statistical Mechanics · Physics 2020-01-03 D. S. Grebenkov , R. Metzler , G. Oshanin

This paper considers the narrow escape problem of a Brownian particle within a three-dimensional Riemannian manifold under the influence of the force field. We compute an asymptotic expansion of mean sojourn time for Brownian particles. As…

Probability · Mathematics 2023-07-19 Medet Nursultanov , William Trad , Leo Tzou

First passage time (FPT) theory is often used to estimate timescales in cellular and molecular biology. While the overwhelming majority of studies have focused on the time it takes a given single Brownian searcher to reach a target,…

Quantitative Methods · Quantitative Biology 2020-03-13 Sean D. Lawley , Jacob B. Madrid

We numerically investigate the mean exit time of an inertial active Brownian particle from a circular cavity with single or multiple exit windows. Our simulation results witness distinct escape mechanisms depending upon the relative…

Statistical Mechanics · Physics 2025-08-18 Tanwi Debnath , Pinaki Chaudhury , Taritra Mukherjee , Debasish Mondal , Pulak K. Ghosh

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

Statistical Mechanics · Physics 2012-03-06 Artem Ryabov , Petr Chvosta

We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by {\it white L\'evy noise} in a dynamical regime where inertial effects can safely be neglected. The…

Statistical Mechanics · Physics 2009-11-11 B. Dybiec E. Gudowska-Nowak P. Hänggi

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

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

In this paper, we analyze the mean first passage time (MFPT) for a single Brownian particle to find a stochastically-gated target under the additional condition that the position of the particle is reset to a fixed position $\x_r$ at a rate…

Statistical Mechanics · Physics 2020-10-28 Paul C Bressloff

When a flux of Brownian particles is injected in a narrow window located on the surface of a bounded domain, these particles diffuse and can eventually escape through a cluster of narrow windows. At steady-state, we compute asymptotically…

Analysis of PDEs · Mathematics 2024-07-31 Frédéric Paquin-Lefebvre , David Holcman