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Related papers: First hitting times to intermittent targets

200 papers

Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…

Methodology · Statistics 2009-09-29 Mei-Ling Ting Lee , G. A. Whitmore

In many situations, simply finding a target during a search is not enough. It is equally important to be able to return to that target repeatedly or to enable a larger community to locate and utilize it. While first passage time is commonly…

Soft Condensed Matter · Physics 2025-07-16 Vladimir Yu. Rudyak , Shahar Shinehorn , Yael Roichman

We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…

Statistical Mechanics · Physics 2026-02-18 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…

Statistical Mechanics · Physics 2025-10-08 Pedro Julián-Salgado , Leonardo Dagdug , Denis Boyer

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

Statistical Mechanics · Physics 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

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

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…

Statistical Mechanics · Physics 2008-05-16 David P. Sanders , Hernán Larralde

Noise induced Brownian dynamics in underdamped medium is studied numerically to understand the firing time of excitable systems. By considering Brownian particles that move in underdamped medium, we study how the first arrival time behaves…

Statistical Mechanics · Physics 2018-10-10 Solomon F. Duki , Mesfin A. Taye

In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…

Optimization and Control · Mathematics 2021-08-03 Carsten Hartmann , Lara Neureither , Markus Strehlau

We consider the so-called frog model with random initial configurations. The dynamics of this model is described as follows: Some particles are randomly assigned on any site of the multidimensional cubic lattice. Initially, only particles…

Probability · Mathematics 2026-01-14 Naoki Kubota

We investigate the statistical correlation between the first-reaction time of a diffusing particle and its boundary local time accumulated until the reaction event. Since the reaction event occurs after multiple encounters of the particle…

Statistical Mechanics · Physics 2026-02-04 Yilin Ye , Denis S. Grebenkov

In this chapter, we review our recent work on first passage time (FPT) problems for absorption by a target whose interface is semipermeable. For pedagogical reasons, we focus on a single Brownian particle searching for a single target in a…

Statistical Mechanics · Physics 2023-11-01 Paul C Bressloff

There are two distinct perspectives on the quantum time-of-arrival: one can ask for the probability that a particle is found at the detector at a given time, regardless of whether it was previously detected, or for the probability that the…

Quantum Physics · Physics 2026-03-31 Mafalda Pinto Couto , Lorenzo Maccone , Lorenzo Catani , Simone Roncallo

The mean first passage time (MFPT) for a Brownian particle to reach a small target in cellular microdomains is a key parameter for chemical activation. Although asymptotic estimations of the MFPT are available for various geometries, these…

Neurons and Cognition · Quantitative Biology 2015-03-19 Juergen Reingruber , David Holcman

We consider an anisotropic needle-like Brownian particle with nematic symmetry confined in a $2D$ domain. For this system, the coupling of translational and rotational diffusion makes the process ${\bf x} (t)$ of the positions of the…

Statistical Mechanics · Physics 2017-02-08 Nicolas Levernier , Olivier Bénichou , Raphaël Voituriez

We present a study of the noise driven escape of an overdamped Brownian particle moving in a cubic potential profile with a metastable state. We analyze the role of the initial conditions of the particle on the enhancement of the average…

Statistical Mechanics · Physics 2009-11-10 A. Fiasconaro , D. Valenti , B. Spagnolo

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 compute the joint distribution of the site and the time at which a $d$-dimensional standard Brownian motion $B_t$ hits the surface of the ball $ U(a) =\{|{\bf x}|<a\}$ for the first time. The asymptotic form of its density is obtained…

Probability · Mathematics 2016-10-06 Kohei Uchiyama

We consider the mean first passage time (MFPT) for a diffusive particle in a potential landscape with the extra condition that the particle is reset to its original position with some rate r. We study non-smooth and non-convex potentials…

Statistical Mechanics · Physics 2025-09-16 Johannes Aspman , Daniel Mastropietro , Jakub Marecek

A general topic of current interest is the analysis of diffusion problems in singularly perturbed domains with small interior targets or traps (the narrow capture problem). One major application is to intracellular diffusion, where the…

Statistical Mechanics · Physics 2022-04-13 Paul C. Bressloff