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The survival probability and the first-passage-time statistics are important quantities in different fields. The Wiener process is the simplest stochastic processwith continuous variables, and important results can be explicitly found from…

Statistical Mechanics · Physics 2011-02-15 Eugenio Urdapilleta

The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in…

Biological Physics · Physics 2013-08-06 Samuel A. Isaacson , Jay Newby

An encounter-based approach consists in using the boundary local time as a proxy for the number of encounters between a diffusing particle and a target to implement various surface reaction mechanisms on that target. In this paper, we…

Statistical Mechanics · Physics 2023-10-03 Ziyad Benkhadaj , Denis S. Grebenkov

The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…

Mathematical Physics · Physics 2021-09-15 Vaibhava Srivastava , Alexei Cheviakov

We study a strongly interacting dense hard-sphere system confined between two parallel plates by event-driven molecular dynamics simulations to address the fundamental question of the nature of the 3D to 2D crossover. As the fluid becomes…

Soft Condensed Matter · Physics 2017-02-09 Suvendu Mandal , Thomas Franosch

We investigate the biased quenched trap model on top of a two-dimensional lattice in the case of diverging expected dwell times. By utilizing the double-subordination approach and calculating the return probability in $2$d, we explicitly…

Statistical Mechanics · Physics 2022-03-14 Dan Shafir , Stanislav Burov

We investigate the first passage time t_{j,N} to a given chemical or Euclidean distance of the first j of a set of N>>1 independent random walkers all initially placed on a site of a disordered medium. To solve this order-statistics problem…

Statistical Mechanics · Physics 2007-05-23 L. Acedo , S. B. Yuste

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin

Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…

Statistical Mechanics · Physics 2023-07-05 Paul C Bressloff

Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…

Statistical Mechanics · Physics 2018-03-13 L. Turban , J. -Y. Fortin

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…

Statistical Mechanics · Physics 2013-05-30 Thiago G. Mattos , Carlos Mejía-Monasterio , Ralf Metzler , Gleb S. Oshanin

We investigate finite-size effects on diffusion in confined fluids using molecular dynamics simulations and hydrodynamic calculations. Specifically, we consider a Lennard-Jones fluid in slit pores without slip at the interface and show that…

Computational Physics · Physics 2017-03-16 Pauline Simonnin , Benoit Noetinger , Carlos Nieto-Draghi , Virginie Marry , Benjamin Rotenberg

We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…

Statistical Mechanics · Physics 2026-04-16 Wancheng Li , Daniel S. Han

The transport of particles in cells is influenced by the properties of intracellular networks they traverse while searching for localized target regions or reaction partners. Moreover, given the rapid turnover in many intracellular…

Biological Physics · Physics 2024-06-21 Lachlan Elam , Mónica C. Quiñones-Frías , Ying Zhang , Avital A. Rodal , Thomas G. Fai

The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These…

Probability · Mathematics 2022-06-13 Jean-Francois Jabir , Julian Tugaut

The first-return time is the time that it takes a random walker to go back to the initial position for the first time. We study the first-return time when random walkers perform fractional kinetics, specifically fractional diffusion, that…

Statistical Mechanics · Physics 2026-03-17 M. Dahlenburg G. Pagnini

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

Probability · Mathematics 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde

We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose

We consider the general problem of the first passage distribution of particles whose displacements are subject to time delays. We show that this problem gives rise to a \emph{propagation-dispersion equation} which is obtained as the…

Statistical Mechanics · Physics 2009-11-10 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

We study the adsorption and desorption kinetics of interacting particles moving on a one-dimensional lattice. Confinement is introduced by limiting the number of particles on a lattice site. Adsorption and desorption are found to proceed at…

Statistical Mechanics · Physics 2014-12-16 T. Becker , K. Nelissen , B. Cleuren , B. Partoens , C. Van den Broeck