Related papers: First passage time in multi-step stochastic proces…
The length-scale dependence of the dynamic entropy is studied in a molecular dynamics simulation of a binary Lennard-Jones liquid above the mode-coupling critical temperature $T_c$. A number of methods exist for estimating the entropy of…
Many out of equilibrium phenomena, such as diffusion-limited reactions or target search processes, are controlled by first-passage events. So far the general determination of the mean first-passage time (FPT) to a target in confinement has…
First Passage (FP) processes are utilized widely to model phenomena in many areas of mathematical applications, from biology to computer science. Introducing a mechanism to restart the parent process can alter the first passage…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
We investigate the properties of nuclear matter at the first-order phase transitions (FOPT) such as liquid-gas phase transition, kaon condensation, and hadron-quark phase transition. As a general feature of the FOPT of matter consisting of…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…
We derive a thermodynamic uncertainty relation (TUR) for first-passage times (FPTs) on continuous time Markov chains. The TUR utilizes the entropy production coming from bidirectional transitions, and the net flux coming from unidirectional…
In this paper, we develop a Monte Carlo based algorithm for estimating the FPT density of a time-homogeneous SDE through a time-dependent frontier. We consider Brownian bridges as well as localized Daniels curve approximations to obtain…
Random search for one or more targets in a bounded domain occurs widely in nature, with examples ranging from animal foraging to the transport of vesicles within cells. Most theoretical studies take a searcher-centric viewpoint, focusing on…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
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…
We study the kinetics of protein folding via statistical energy landscape theory. We concentrate on the local-connectivity case, where the configurational changes can only occur among neighboring states, with the folding progress described…
Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…
We present the statistical method as a direct extension of the mean first-passage time concept to the analysis of molecular dynamics simulation data of a phase transformation. According to the method, the mean first-passage time…
In this paper, by using two different techniques we derive an explicit formula for the mean first-passage time (MFPT) between any pair of nodes on a general undirected network, which is expressed in terms of eigenvalues and eigenvectors of…
We investigate two coupled properties of Levy stable random motions: The first passage times (FPTs) and the first passage leapovers (FPLs). While, in general, the FPT problem has been studied quite extensively, the FPL problem has hardly…
In this paper, we study random walks on a small-world scale-free network, also called as pseudofractal scale-free web (PSFW), and analyze the volatilities of first passage time (FPT) and first return time (FRT) by using the variance and the…
Many biological processes involve one dimensional diffusion over a correlated inhomogeneous energy landscape with a correlation length $\xi_c$. Typical examples are specific protein target location on DNA, nucleosome repositioning, or DNA…
We study the random walk problem on a deterministic scale-free network, in the presence of a set of static, identical targets; due to the strong inhomogeneity of the underlying structure the mean first-passage time (MFPT), meant as a…