Related papers: First passage time distribution of active thermal …
We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…
Fluctuation effects at first order phase transitions driven by changes of other-than-temperature factors like pressure, concentration, or external fields are investigated by perturbation theory. The results for the fluctuation contributions…
For the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and…
A simple lemma bounds $\mathrm{s.d.}(T)/\mathbb{E} T$ for hitting times $T$ in Markov chains with a certain strong monotonicity property. We show how this lemma may be applied to several increasing set-valued processes. Our main result…
Probability generating functions for first passage times of Markov chains are found using the method of collective marks. A system of equations is found which can be used to obtain moments of the first passage times.
We study the transport of many partially distinguishable and possibly interacting particles under the action of repeated projective measurements on a target space and investigate how the particles' interference affects the mean first…
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…
We present a general framework to study the distribution of the flux through the origin up to time $t$, in a non-interacting one-dimensional system of particles with a step initial condition with a fixed density $\rho$ of particles to the…
We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}_t=\sqrt{2 D_0 V(B_t)}\,\xi_t$, where $\xi_t$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, and $V(B_t)$ is…
We present general methods to exactly calculate mean-first passage quantities on self-similar networks defined recursively. In particular, we calculate the mean first-passage time and the splitting probabilities associated to a source and…
Finding representative reaction pathways is necessary for understanding mechanisms of molecular processes, but is considered to be extremely challenging. We propose a new method to construct reaction paths based on mean first-passage times.…
Perturbations around autonomous one-dimensional single-species reaction-diffusion systems are investigated. It is shown that the parameter space corresponding to the autonomous systems is divided into two parts: In one part, the system is…
We theoretically investigate the correlation functions of the phase of a light wave propagating through a turbulent medium. We use an equation for the logarithm of a wave packet envelope, which includes a second-order nonlinear term. Based…
We consider the problem of computing first-passage time distributions for reaction processes modelled by master equations. We show that this generally intractable class of problems is equivalent to a sequential Bayesian inference problem…
We consider a leaky integrate-and-fire neuron with deterministic subthreshold dynamics and a firing threshold that evolves as an Ornstein-Uhlenbeck process. The formulation of this minimal model is motivated by the experimentally observed…
We consider perturbations of positive recurrent Markov modulated fluid models. In addition to the infinitesimal generator of the phases, we also perturb the rate matrix, and analyze the effect of those perturbations on the matrix of first…
Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…
For transport processes in geometrically restricted domains, the mean first-passage time (MFPT) admits a general scaling dependence on space parameters for diffusion, anomalous diffusion, and diffusion in disordered or fractal media. For…
First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…
We study the sum of first passage times along an arbitrary cycle made up of N>2 states of a small physical system. We show that, if the system is at thermodynamic equilibrium, this sum follows the same probability distribution regardless of…