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The first passage time (FPT) is a generic measure that quantifies when a random quantity reaches a specific state. We consider the FTP distribution in nonlinear stochastic biochemical networks, where obtaining exact solutions of the…

Molecular Networks · Quantitative Biology 2024-09-05 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

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

Many physical, chemical, and biological systems depend on the first passage time (FPT) of a diffusive searcher to a target. Typically, this FPT is much slower than the characteristic diffusion timescale. For example, this is the case if the…

Probability · Mathematics 2020-10-26 Jacob B. Madrid , Sean D. Lawley

Recently a new theory for the transport of energetic particles across a mean magnetic field was presented. Compared to other non-linear theories the new approach has the advantage that it provides a full time-dependent description of the…

Plasma Physics · Physics 2017-09-20 Jordan Lasuik , Andreas Shalchi

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

Relatively general techniques for computing mean first-passage time (MFPT) of random walks on networks with a specific property are very useful, since a universal method for calculating MFPT on general graphs is not available because of…

Statistical Mechanics · Physics 2010-10-01 Yuan Lin , Bin Wu , Zhongzhi Zhang

An increasing number of experimental studies employ single particle tracking to probe the physical environment in complex systems. We here propose and discuss new methods to analyze the time series of the particle traces, in particular, for…

The First Passage Time (FPT) is the time taken for a stochastic process to reach a desired threshold. In this letter we address the FPT of the stochastic measurement current in the case of continuously measured quantum systems. Our approach…

Quantum Physics · Physics 2024-08-08 Michael J. Kewming , Anthony Kiely , Steve Campbell , Gabriel T. Landi

Many biological, social, and communication systems can be modeled by ``searchers'' moving through a complex network. For example, intracellular cargo is transported on tubular networks, news and rumors spread through online social networks,…

Probability · Mathematics 2021-01-04 Sean D Lawley

Many biological processes involve one dimensional diffusion over a correlated inhomogeneous energy landscape with a correlation length $\xi_c$. Typical examples are specific protein target location on DNA, nucleosome repositioning, or DNA…

Biomolecules · Quantitative Biology 2007-05-23 Michael Slutsky , Mehran Kardar , Leonid A. Mirny

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

Statistical Mechanics · Physics 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler

The determination of mean first-passage time (MFPT) for random walks in networks is a theoretical challenge, and is a topic of considerable recent interest within the physics community. In this paper, according to the known connections…

Statistical Mechanics · Physics 2010-01-30 Zhongzhi Zhang , Yi Qi , Shuigeng Zhou , Shuyang Gao , Jihong Guan

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

A class of algorithms in discrete space and continuous time for Brownian first passage time estimation is considered. A simple algorithm is derived that yields exact mean first passage times (MFPT) for linear potentials in one dimension,…

Statistical Mechanics · Physics 2009-09-29 Artur B. Adib

In this paper we address the problem of the calculation of the mean first passage time (MFPT) on generic graphs. We focus in particular on the mean first passage time on a node 's' for a random walker starting from a generic, unknown, node…

Statistical Mechanics · Physics 2007-05-23 Andrea Baronchelli , Vittorio Loreto

Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…

Statistical Mechanics · Physics 2018-01-24 Krzysztof Ptaszynski

The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…

Statistical Mechanics · Physics 2023-10-27 Francisco J. Sevilla , Guillermo Chacón-Acosta , Trifce Sandev

A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of…

Statistical Mechanics · Physics 2019-09-04 Vittoria Sposini , Ralf Metzler , Gleb Oshanin

We study diffusion with a bias towards a target node in networks. This problem is relevant to efficient routing strategies in emerging communication networks like optical networks. Bias is represented by a probability $p$ of the…

Physics and Society · Physics 2013-08-05 Loukas Skarpalezos , Aristotelis Kittas , Panos Argyrakis , Reuven Cohen , Shlomo Havlin

We derive an approximate formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape inside an elongated domain of a slowly varying axisymmetric profile. For this purpose, the original Poisson equation in…

Chemical Physics · Physics 2022-05-06 Denis S. Grebenkov , Alexei T. Skvortsov
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