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Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…

Probability · Mathematics 2026-05-26 Emmanuel Akame Mfoumou , David Holcman

Understanding excitation and charge transfer in disordered media is a significant challenge in chemistry, biophysics and material science. We study two experimentally-relevant measures for carriers transfer in finite-size chains, the…

Mesoscale and Nanoscale Physics · Physics 2018-09-18 Na'im Kalantar , Dvira Segal

Using a novel theoretical approach, we study the mean first encounter time (MFET) between the two ends of a polymer. Previous approaches used various simplifications that reduced the complexity of the problem, leading, however to…

Statistical Mechanics · Physics 2013-12-23 Assaf Amitai , Ivan Kupka , David Holcman

How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , O. Benichou , V. Tejedor , R. Voituriez , J. Klafter

Let $W$ be a standard Brownian motion with $W_0 = 0$ and let $b\colon[0,\infty) \to \mathbb{R}$ be a continuous function with $b(0) > 0$. In this article, we look at the classical First Passage Time (FPT) problem, i.e., the question of…

Probability · Mathematics 2024-04-26 Sören Christensen , Oskar Hallmann , Maike Klein

We present an analytical method of calculating the mean first-passage times (MFPTs) for the magnetic moment of a uniaxial nanoparticle which is driven by a rapidly rotating, circularly polarized magnetic field and interacts with a heat…

Statistical Mechanics · Physics 2016-08-14 S. I. Denisov , K. Sakmann , P. Talkner , P. Hänggi

We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…

Statistical Mechanics · Physics 2007-10-16 A. Kamińska , T. Srokowski

Processes slow compared to atomic vibrations pose significant challenges in atomistic simulations, particularly for phenomena such as diffusive relaxations and phase transitions, where repeated crossings and the shear number of thermally…

Materials Science · Physics 2025-12-15 Hoje Chun , Hao Tang , Bin Xing , Rafael Gomez-Bombarelli , Ju Li

In this paper we analyze the narrow capture problem for a single Brownian particle diffusing in a three-dimensional (3D) bounded domain containing a set of small, spherical traps. The boundary surface of each trap is taken to be a…

Statistical Mechanics · Physics 2022-11-23 Paul C Bressloff

We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…

Statistical Mechanics · Physics 2021-12-23 Debasish Chaudhuri , Abhishek Dhar

Extensive empirical investigation has shown that a plethora of real networks synchronously exhibit scale-free and modular structure, and it is thus of great importance to uncover the effects of these two striking properties on various…

Statistical Mechanics · Physics 2012-01-05 Zhongzhi Zhang , Yihang Yang , Yuan Lin

Numerous applications all the way from biology and physics to economics depend on the density of first crossings over a boundary. Motivated by the lack of analytical tools for computing first-passage time densities (FPTDs) for complex…

Statistical Mechanics · Physics 2016-02-18 Markus Nyberg , Tobias Ambjörnsson , Ludvig Lizana

We consider a run-and-tumble particle (RTP) in one dimension, subjected to a telegraphic noise with a constant rate $\gamma$, and in the presence of an external confining potential $V(x) = \alpha |x|^p$ with $p \geq 1$. We compute the mean…

Statistical Mechanics · Physics 2024-03-25 Mathis Guéneau , Satya N. Majumdar , Gregory Schehr

A new mechanism for efficiently solving the Markov decision processes (MDPs) is proposed in this paper. We introduce the notion of reachability landscape where we use the Mean First Passage Time (MFPT) as a means to characterize the…

Artificial Intelligence · Computer Science 2019-01-10 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme

The regular hyperbranched polymers (RHPs), also known as Vicsek fractals, are an important family of hyperbranched structures which have attracted a wide spread attention during the past several years. In this paper, we study the…

Statistical Mechanics · Physics 2016-10-26 Junhao Peng

The mean first passage time~(MFPT) of random walks is a key quantity characterizing dynamic processes on disordered media. In a random fractal embedded in the Euclidean space, the MFPT is known to obey the power law scaling with the…

Statistical Mechanics · Physics 2023-12-07 Hyun-Myung Chun , Sungmin Hwang , Byungnam Kahng , Heiko Rieger , Jae Dong Noh

We study experimentally, numerically and theoretically the optimal mean time needed by a Brownian particle, freely diffusing either in one or two dimensions, to reach, within a tolerance radius $R_{\text tol}$, a target at a distance $L$…

Statistical Mechanics · Physics 2022-02-08 Felix Faisant , Benjamin Besga , Artyom Petrosyan , Sergio Ciliberto , Satya N. Majumdar

A one-dimensional run-and-tumble particle (RTP) switches randomly between a left and right moving state of constant speed $v$. This type of motion arises in a wide range of applications in cell biology, including the unbiased growth and…

Statistical Mechanics · Physics 2021-02-23 Paul C Bressloff

The generalized master equation or the equivalent continuous time random walk equations can be used to compute the macroscopic first passage time distribution (FPTD) of a complex stochastic system from short-term microscopic simulation…

Chemical Physics · Physics 2009-11-11 David Shalloway , Anton Faradjian

We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction…

Statistical Mechanics · Physics 2014-03-19 Yaming Chen , Wolfram Just