Related papers: Simulation and Optimization of Mean First Passage …
It is considered the integrated process $X(t)= x + \int _0^t Y(s) ds ,$ where $Y(t)$ is a Gauss-Markov process starting from $y.$ The first-passage time (FPT) of $X$ through a constant boundary and the first-exit time of $X$ from an…
We present an exact analytical study of an Active Brownian Particle (ABP) subject to both position and orientation stochastic resetting in a two-dimensional harmonic trap. Utilizing a Fokker-Planck-based renewal approach, we derive the…
For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…
Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…
Under some weak conditions, the first-passage time of the Brownian motion to a continuous curved boundary is an almost surely finite stopping time. Its probability density function (pdf) is explicitly known only in few particular cases.…
The mean first passage time, one of the important characteristics for a stochastic process, is often calculated assuming the observation time is infinite. However, in practice, the observation time, T, is always finite and the mean first…
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)…
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…
We study the mean field Schr\"odinger problem (MFSP), that is the problem of finding the most likely evolution of a cloud of interacting Brownian particles conditionally on the observation of their initial and final configuration. Its…
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…
We study the mean first passage time of a one-dimensional active fluctuating membrane that is stochastically returned to the same flat initial condition at a finite rate. We start with a Fokker Planck equation to describe the evolution of…
A hybrid asymptotic-numerical method is presented for obtaining the full probability distribution of capture times of a random walker by multiple small traps located inside a bounded two-dimensional domain with reflective boundaries. As…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
We have developed a new in situ method to calibrate optical tweezers experiments and simultaneously measure the size of the trapped particle or the viscosity of the surrounding fluid. The positional fluctuations of the trapped particle are…
We study the statistics of first passage times (FPTs) of trajectory observables in both classical and quantum Markov processes. We consider specifically the FPTs of counting observables, that is, the times to reach a certain threshold of a…
We study experimentally and theoretically the optimal mean time needed by a free diffusing Brownian particle to reach a target at a distance L from an initial position in the presence of resetting. Both the initial position and the…
The transport properties of discrete-time random walks on ring networks with deterministic shortcuts are investigated through analytical and numerical methods. The network consists of a periodic chain where each node is connected to its…
For predicting the kinetics of nucleic acid reactions, continuous-time Markov chains (CTMCs) are widely used. The rate of a reaction can be obtained through the mean first passage time (MFPT) of its CTMC. However, a typical issue in CTMCs…
In this paper we develop an encounter-based model of reaction-subdiffusion in a domain $\Omega$ with a partially absorbing interior trap $\calU\subset \Omega$. We assume that the particle can freely enter and exit $\calU$, but is only…
We provide a spectrum of new theoretical insights and practical results for finding a Minimum Dilation Triangulation (MDT), a natural geometric optimization problem of considerable previous attention: Given a set $P$ of $n$ points in the…