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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

In quantum thermodynamics, the decomposition of energy exchanges into heat and work remains an open problem beyond weak-coupling and slow-driving regimes. Recent formulations have shown that quantum coherence introduces additional energy…

Quantum Physics · Physics 2026-05-20 Mario Reis , Maron F. Anka , Vinicius Gomes de Paula , Clebson Cruz

Recently a new theory for the transport of energetic particles across a mean magnetic field was presented. Compared to other non-linear theories the new approach has the advantage that it provides a full time-dependent description of the…

Plasma Physics · Physics 2017-09-20 Jordan Lasuik , Andreas Shalchi

We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…

Statistical Mechanics · Physics 2017-10-25 Yichul Choi , Hyun-Joo Kim

One of the major challenges in stochastic thermodynamics is to compute the distributions of stochastic observables for small-scale systems for which fluctuations play a significant role. Hitherto much theoretical and experimental research…

Statistical Mechanics · Physics 2021-09-08 Deepak Gupta , David A. Sivak

We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…

Statistical Mechanics · Physics 2021-12-23 Debasish Chaudhuri , Abhishek Dhar

We present a new model of patchy particles in which the interaction sites can be activated or deactivated by varying the temperature of the system. We study the thermodynamics of the system by means of Wertheim's first order perturbation…

Soft Condensed Matter · Physics 2016-05-25 Daniel de las Heras , Margarida M. Telo da Gama

Splitting probabilities quantify the likelihood of a given outcome out of competitive events. This key observable of random walk theory, historically introduced as the gambler's ruin problem, is well understood for memoryless (Markovian)…

Statistical Mechanics · Physics 2025-04-01 M. Dolgushev , T. V. Mendes , B. Gorin , K. Xie , N. Levernier , O. Bénichou , H. Kellay , R. Voituriez , T. Guérin

A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…

Statistical Mechanics · Physics 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand

A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…

Statistical Mechanics · Physics 2007-05-23 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

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…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

We explore the properties of run-and-tumble particles moving in a piecewise-linear "ratchet" potential by deriving analytic results for the system's steady-state probability density, current, entropy production rate, extractable power, and…

Statistical Mechanics · Physics 2023-08-01 Connor Roberts , Zigan Zhen

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…

Mesoscale and Nanoscale Physics · Physics 2021-04-27 Riley J. Preston , Maxim F. Gelin , Daniel S. Kosov

We consider the thermal and athermal overdamped motion of particles in 1D geometries where discrete internal degrees of freedom (spin) are coupled with the translational motion. Adding a driving velocity that depends on the time-dependent…

Statistical Mechanics · Physics 2018-03-21 Thibaut Demaerel , Christian Maes

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

We compare the fluctuations in the velocity and in the fraction of time spent at a given position for minimal models of a passive and an active particle: an asymmetric random walker and a run-and-tumble particle in continuous time and on a…

Statistical Mechanics · Physics 2019-10-03 Emil Mallmin , Richard A Blythe , Martin R Evans

The first passage probability (FPP), of trafficked intracellular particles reaching a displacement L, in a given time t or inverse velocity S = t/L, can be calculated robustly from measured particle tracks, and gives a measure of particle…

Subcellular Processes · Quantitative Biology 2015-05-13 Salman S. Rogers , Neftali Flores-Rodriguez , Victoria J. Allan , Philip G. Woodman , Thomas A. Waigh

Often sharp changes in cellular behavior are triggered by thresholded events, i.e., by the attainment of a threshold value of a relevant cellular or molecular dynamical variable. Since the governing variable itself typically undergoes noisy…

Statistical Mechanics · Physics 2015-03-03 Srividya Iyer-Biswas , Anton Zilman

We study the transport of self-propelled particles in dynamic complex environments. To obtain exact results, we introduce a model of run-and-tumble particles (RTPs) moving in discrete time on a $d$-dimensional cubic lattice in the presence…

Statistical Mechanics · Physics 2018-07-12 Thibault Bertrand , Yongfeng Zhao , Olivier Bénichou , Julien Tailleur , Raphaël Voituriez

In a specific class of open quantum systems with finite and fixed numbers of collapsed quantum states, the semi-Markov process method is used to calculate the large deviations of the first passage time statistics. The core formula is an…

Statistical Mechanics · Physics 2024-10-10 Fei Liu , Shihao Xia , Shanhe Su
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