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First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…

Statistical Mechanics · Physics 2023-02-01 Yuta Sakamoto , Takahiro Sakaue

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

For random walks on networks (graphs), it is a theoretical challenge to explicitly determine the mean first-passage time (MFPT) between two nodes averaged over all pairs. In this paper, we study the MFPT of random walks in the famous…

Statistical Mechanics · Physics 2009-10-27 Zhongzhi Zhang , Yuan Lin , Shuigeng Zhou , Bin Wu , Jihong Guan

A sharp change in apparent mobility at a characteristic temperature that depends on the observation time has been reported in experiments and simulations of hydrated proteins. Such behavior is often discussed in the context of the protein…

Statistical Mechanics · Physics 2026-05-01 Masahiro Shirataki , Takuma Akimoto

We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…

Statistical Mechanics · Physics 2023-03-20 Gennaro Tucci , Andrea Gambassi , Satya N. Majumdar , Gregory Schehr

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

Statistical Mechanics · Physics 2009-11-10 Tonguç Rador , Sencer Taneri

We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…

Superconductivity · Physics 2009-10-31 D. A. Gorokhov , G. Blatter

The properties of the mean first passage time in a system characterized by multiple periodic attractors are studied. Using a transformation from a high dimensional space to 1D, the problem is reduced to a stochastic process along the path…

Mathematical Physics · Physics 2007-05-23 Avner Priel

In this paper, by using two different techniques we derive an explicit formula for the mean first-passage time (MFPT) between any pair of nodes on a general undirected network, which is expressed in terms of eigenvalues and eigenvectors of…

Statistical Mechanics · Physics 2012-01-04 Zhongzhi Zhang , Alafate Julaiti , Baoyu Hou , Hongjuan Zhang , Guanrong Chen

Many out of equilibrium phenomena, such as diffusion-limited reactions or target search processes, are controlled by first-passage events. So far the general determination of the mean first-passage time (FPT) to a target in confinement has…

Statistical Mechanics · Physics 2018-08-29 N. Levernier , O. Bénichou , T. Guérin , R. Voituriez

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…

Statistical Mechanics · Physics 2021-10-14 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

How long a stochastic process survives before leaving a domain depends not only on its intrinsic dynamics but also on how it is observed. Classical first-passage theory assumes continuous monitoring with absorbing boundaries…

Mathematical Physics · Physics 2025-10-14 Lars Fritz

We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov

We study the random walk problem on a deterministic scale-free network, in the presence of a set of static, identical targets; due to the strong inhomogeneity of the underlying structure the mean first-passage time (MFPT), meant as a…

Statistical Mechanics · Physics 2014-09-04 Elena Agliari , Raffaella Burioni , Alessandro Manzotti

The ``first passage-time'' (FPT) problem is an important problem with a wide range of applications in mathematics, physics, biology and finance. Mathematically, such a problem can be reduced to estimating the probability of a (stochastic)…

Computational Engineering, Finance, and Science · Computer Science 2025-10-20 Di Zhang , Roderick V. N. Melnik

Motivated by experiments in which single-stranded DNA with a short hairpin loop at one end undergoes unforced diffusion through a narrow pore, we study the first passage times for a particle, executing one-dimensional brownian motion in an…

Biomolecules · Quantitative Biology 2014-11-18 Rhonald C. Lua , Alexander Y. Grosberg

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

The stochastic motion of particles in living cells is often spatially inhomogeneous with a higher effective diffusivity in a region close to the cell boundary due to active transport along actin filaments. As a first step to understand the…

Statistical Mechanics · Physics 2019-09-25 Matthieu Mangeat , Heiko Rieger

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
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