Related papers: First passage time in multi-step stochastic proces…
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…
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…
We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory…
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…
We explore the effects of stochastic resetting to random positions of a Brownian particle on first passage times and Shannon's entropy. We explore the different entropy regimes, namely, the \textit{externally-driven}, the…
We examine a biomolecular machine involving a driven, observable process coupled to a hidden process in a kinetically cooperative manner. A stochastic thermodynamics framework is employed to analyze a fluctuation theorem for the…
With nontrivial entropy production, first passage process is one of the most common nonequilibrium process in stochastic thermodynamics. Using one dimensional birth and death precess as a model framework, approximated expressions of mean…
Interesting theoretical problems of target search or threshold crossing, formally known as {\it first passage}, often arise in both diffusive transport problems as well as problems of chemical reaction kinetics. We study three systems…
We demonstrate that the source to target mean first passage time (MFPT) is approximately given by the potential difference of an electrostatic problem which shows that the MFPT scales like the resistance between the target and a distant…
We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…
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,…
Milestoning is an efficient method for rare event kinetics calculation using short trajectory parallelization. Mean first passage time (MFPT) is the key kinetic output of Milestoning, whose accuracy crucially depends the initial…
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…
In this paper, we analyze the mean first passage time (MFPT) for a single Brownian particle to find a stochastically-gated target under the additional condition that the position of the particle is reset to a fixed position $\x_r$ at a rate…
Charging of dust grains in low-pressure plasmas is reviewed critically. A theory based on the Fokker-Planck equation and orbital motion limited approximation is proposed. The theory predicts that dust grains can acquire a positive charge in…
In first-passage percolation (FPP), we let $(\tau_v)$ be i.i.d. nonnegative weights on the vertices of a graph and study the weight of the minimal path between distant vertices. If $F$ is the distribution function of $\tau_v$, there are…
Confined nanoscale spaces, electric fields and tunneling currents make the molecular electronic junction an experimental device for the discovery of new, out-of-equilibrium chemical reactions. Reaction-rate theory for current-activated…
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…
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.…
We investigate the large deviation probabilities of first passage times (FPT) of discrete-time supercritical non-lattice branching random walks (BRWs) in $\mathbb{R}^d$ where $d\geq 1$. The FPT refers to the first time the BRW enters a ball…