Related papers: First-passage processes and the target-based accum…
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…
Recent works have explored the properties of L\'evy flights with resetting in one-dimensional domains and have reported the existence of phase transitions in the phase space of parameters which minimizes the Mean First Passage Time (MFPT)…
In this chapter, we review our recent work on first passage time (FPT) problems for absorption by a target whose interface is semipermeable. For pedagogical reasons, we focus on a single Brownian particle searching for a single target in a…
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…
Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known…
We derive an approximate but fully explicit formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape in a general elongated domain in the plane. Our approximation combines conformal mapping, boundary…
The transport properties of discrete-time random walks on ring networks with deterministic shortcuts are investigated through analytical and numerical methods. The network consists of a periodic chain where each node is connected to its…
General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…
We study the dynamics of protein folding via statistical energy-landscape theory. In particular, we concentrate on the local-connectivity case with the folding progress described by the fraction of native conformations. We obtain…
We study the effect of a resetting point randomly distributed around the origin on the mean first passage time of a Brownian searcher moving in one dimension. We compare the search efficiency with that corresponding to reset to the origin…
We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position,…
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…
Despite having been studied for decades, first passage processes remain an active area of research. In this contribution we examine a particle diffusing in an annulus with an inner absorbing boundary and an outer reflective boundary. We…
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…
We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…
Many problems in finance require the information on the first passage time (FPT) of a stochastic process. Mathematically, such problems are often reduced to the evaluation of the probability density of the time for such a process to cross a…
The center-bound excitonic diffusion on dendrimers subjected to several types of non-homogeneous funneling potentials, is considered. We first study the mean-first passage time (MFPT) for diffusion in a linear potential with different types…
In this paper we develop an encounter-based model of reaction-subdiffusion in a domain $\Omega$ with a partially absorbing interior trap $\calU\subset \Omega$. We assume that the particle can freely enter and exit $\calU$, but is only…
Many biophysical processes begin when the fastest searcher finds a target out of many random searchers, which is called an extreme or fastest first passage time (fFPT). In some models, (i) the fFPT vanishes logarithmically as the number of…
We study a one-dimensional run-and-tumble particle (RTP), which is a prototypical model for active system, moving within an arbitrary external potential. Using backward Fokker-Planck equations, we derive the differential equation satisfied…