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Related papers: First hitting times to intermittent targets

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We investigate some simple and surprising properties of a one-dimensional Brownian trajectory with diffusion coefficient $D$ that starts at the origin and reaches $X$ either: (i) at time $T$ or (ii) for the first time at time $T$. We…

Data Analysis, Statistics and Probability · Physics 2016-11-22 Uttam Bhat , S. Redner

We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise quadratic potential, with one end of the chain fixed and the other end pulled away at slow speed, in the limit of slow speed and small…

Probability · Mathematics 2019-12-12 Frank Aurzada , Volker Betz , Mikhail Lifshits

This chapter aims at emphasizing the crucial role of partial reactivity of a catalytic surface or a target molecule in diffusion-controlled reactions. We discuss various microscopic mechanisms that lead to imperfect reactions, the Robin…

Chemical Physics · Physics 2019-11-05 Denis S. Grebenkov

The first-passage time (FPT), i.e., the moment when a stochastic process reaches a given threshold value for the first time, is a fundamental mathematical concept with immediate applications. In particular, it quantifies the statistics of…

Subcellular Processes · Quantitative Biology 2018-12-05 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

A common scenario in a variety of biological systems is that multiple particles are searching in parallel for an immobile target located in a bounded domain, and the fastest among them that arrives to the target first triggers a given…

Statistical Mechanics · Physics 2025-07-15 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

We study the effect of a resetting point randomly distributed around the origin on the mean first passage time of a Brownian searcher moving in one dimension. We compare the search efficiency with that corresponding to reset to the origin…

Statistical Mechanics · Physics 2024-01-03 Vicenç Mendez , Rosa Flaquer-Galmés , Daniel Campos

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

Statistical Mechanics · Physics 2024-09-04 Alain Mazzolo

We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can…

Statistical Mechanics · Physics 2017-02-01 Aljaz Godec , Ralf Metzler

We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…

Statistical Mechanics · Physics 2025-07-15 Denis Boyer , Satya N. Majumdar

We study noise induced thermally activated barrier crossing of a Brownian particle that hops in a periodic ratchet potential where the ratchet potential is coupled with a spatially uniform temperature. The viscous friction is considered to…

Statistical Mechanics · Physics 2016-09-27 Solomon Fekade Duki , Mesfin Asfaw Taye

We study the problem of a target search by a Brownian particle subject to stochastic resetting to a pair of sites. The mean search time is minimized by an optimal resetting rate which does not vary smoothly, in contrast with the well-known…

Statistical Mechanics · Physics 2024-02-28 Pedro Julián-Salgado , Leonardo Dagdug , Denis Boyer

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

In this chapter, we consider the problem of a non-Markovian random walker (displaying memory effects) searching for a target. We review an approach that links the first passage statistics to the properties of trajectories followed by the…

Statistical Mechanics · Physics 2024-01-30 Olivier Bénichou , Thomas Guérin , Nicolas Levernier , Raphaël Voituriez

Finding a target in a complex environment is a fundamental challenge in nature, from chemical reactions to sperm reaching an egg. An effective strategy to reduce the time needed to reach a target is to deploy many searchers, increasing the…

Statistical Mechanics · Physics 2025-07-15 Elisabetta Ellettari , Giacomo Nasuti , Alberto Bassanoni , Alessandro Vezzani , Raffaella Burioni

Explicit formulae for the densities of the first hitting times to the sphere of Brownian motions with drifts are given. We need to consider the joint distributions of the first hitting times to the sphere and the hitting positions of the…

Probability · Mathematics 2015-04-14 Yuji Hamana , Hiroyuki Matsumoto

We consider active Brownian particles that intermittently switch between active and inactive states. Such behavior is ubiquitous at all scales, from bacteria to animals and in artificial active systems. We derive exact expressions for key…

Statistical Mechanics · Physics 2025-09-24 Fernando Peruani , Debasish Chaudhuri

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

We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…

Statistical Mechanics · Physics 2009-11-07 E. K. Lenzi , C. Anteneodo , L. Borland

We study the target search of interacting Brownian particles in a finite domain, focusing on the effect of inter-particle interactions on the search time. We derive the integral equation for the mean first-passage time and acquire its…

Statistical Mechanics · Physics 2023-07-12 Sunghan Ro , Juyeon Yi , Yong Woon Kim

In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…

Probability · Mathematics 2016-09-30 Noufel Frikha , Arturo Kohatsu-Higa , Libo Li
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