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We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

Statistical Finance · Quantitative Finance 2008-12-22 Jaume Masoliver , Josep Perello

In this paper, we study McKean-Vlasov SDE living in $\mathbb{R}^d$ in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentials. Kramers' type law for the exit-time from a domain of…

Probability · Mathematics 2023-11-01 Ashot Aleksian , Julian Tugaut

We derive rigorously the short-time escape probability of a quantum particle from its compactly supported initial state, which has a discontinuous derivative at the boundary of the support. We show that this probability is liner in time,…

Quantum Physics · Physics 2018-02-14 Avi Marchewka , Zeev Schuss

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

Statistical Mechanics · Physics 2020-10-07 L. Lugosi , T. Kovács

To model a complex system intrinsically separated by a barrier, we use two random Hamiltonians, coupled to each other either by a tunneling matrix element or by an intermediate transition state. We study that model in the universal limit of…

Quantum Physics · Physics 2024-04-22 H. A. Weidenmüller

For safety reasons, it is important that the design of buildings and public facilities comply with the guidelines compiled in building codes.The latter are often premised on the concept of exit capacity, \emph{i.e.}, the mean pedestrian…

Physics and Society · Physics 2017-12-07 Alexandre Nicolas

Robust statistical features have emerged from the microscopic analysis of dense pedestrian flows through a bottleneck, notably with respect to the time gaps between successive passages. We pinpoint the mechanisms at the origin of these…

Physics and Society · Physics 2018-02-14 Alexandre Nicolas , Ioannis Touloupas

We investigate dynamics of activated escape in periodically modulated systems. The trajectories followed in escape form diffusion broadened tubes, which are periodically repeated in time. We show that these tubes can be directly observed…

Statistical Mechanics · Physics 2009-11-11 D. Ryvkine , M. I. Dykman

Trap models describe glassy dynamics as a stochastic process on a network of configurations representing local energy minima. We study within this class the paradigmatic Barrat-M\'ezard model, which has Glauber transition rates. Our focus…

Disordered Systems and Neural Networks · Physics 2020-09-25 Diego Tapias , Eva Paprotzki , Peter Sollich

There remains the old question of how long a quantum particle takes to tunnel through a potential barrier higher than its incident kinetic energy. In this article a solution of the question is proposed on the basis of a realistic…

Quantum Physics · Physics 2007-06-26 Wang Guowen

We present a master equation approach to the \emph{narrow escape time} (NET) problem, i.e. the time needed for a particle contained in a confining domain with a single narrow opening, to exit the domain for the first time. We introduce a…

Statistical Mechanics · Physics 2015-06-05 Félix Rojo , Horacio S. Wio , Carlos E. Budde

We consider the kinetics of the imperfect narrow escape problem, i.e. the time it takes for a particle diffusing in a confined medium of generic shape to reach and to be adsorbed by a small, imperfectly reactive patch embedded in the…

Statistical Mechanics · Physics 2023-05-11 T. Guérin , M. Dolgushev , O. Bénichou , R. Voituriez

The Kramers escape problem is a paradigmatic model for the kinetics of rare events, which are usually characterized by Arrhenius law. So far, analytical approaches have failed to capture the kinetics of rare events in the important case of…

Statistical Mechanics · Physics 2024-10-07 A. Barbier-Chebbah , O. Bénichou , R. Voituriez , T. Guérin

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

Statistical Mechanics · Physics 2019-06-26 Emilio N. M. Cirillo , Matteo Colangeli , Lamberto Rondoni

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 an asymmetric simple exclusion process in a strip in the presence of a solid impenetrable barrier. We focus on the effect of the barrier on the residence time of the particles, namely, the typical time needed by the particles to…

Statistical Mechanics · Physics 2016-10-19 Emilio N. M. Cirillo , Adrian Muntean , Oleg Krehel , Rutger van Santen

This paper proposes a new type of recurrence where we divide the Markov chains into intervals that start when the chain enters into a subset A, then sample another subset B far away from A and end when the chain again return to A. The…

Methodology · Statistics 2016-02-24 Lars Holden

The Kramers turnover problem, that is obtaining a uniform expression for the rate of escape of a particle over a barrier for any value of the external friction was solved in the eighties. Two formulations were given, one by Melnikov and…

Chemical Physics · Physics 2015-06-15 Eli Pollak , Joachim Ankerhold

Quantum escapes of a particle from an end of a one-dimensional finite region to $N$ number of semi-infinite leads are discussed by a scattering theoretical approach. Depending on a potential barrier amplitude at the junction, the…

Statistical Mechanics · Physics 2013-05-29 Tooru Taniguchi , Shin-ichi Sawada

Within a concept of the fractional diffusion equation and subordination, the paper examines the influence of a competition between long waiting times and long jumps on the escape from the potential well. Applying analytical arguments and…

Statistical Mechanics · Physics 2010-12-30 Bartlomiej Dybiec
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