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A heterogeneous continuous time random walk is an analytical formalism for studying and modeling diffusion processes in heterogeneous structures on microscopic and macroscopic scales. In this paper we study both analytically and numerically…

Statistical Mechanics · Physics 2019-11-05 Liubov Tupikina , Denis S. Grebenkov

The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…

Statistical Mechanics · Physics 2016-09-26 Aljaz Godec , Ralf Metzler

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

Topology of urban environments can be represented by means of graphs. We explore the graph representations of several compact urban patterns by random walks. The expected time of recurrence and the expected first passage time to a node…

Physics and Society · Physics 2008-04-21 Ph. Blanchard , D. Volchenkov

Understanding the topological characteristics of complex networks and how they affect navigability is one of the most important goals in science today, as it plays a central role in various economic, biological, ecological and social…

Physics and Society · Physics 2020-04-29 M. S. Chaves , T. G. Mattos , A. P. F. Atman

The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…

Statistical Mechanics · Physics 2015-06-05 S. Hwang , D. -S. Lee , B. Kahng

The cover-time problem, i.e., time to visit every site in a system, is one of the key issues of random walks with wide applications in natural, social, and engineered systems. Addressing the full distribution of cover times for random walk…

Statistical Mechanics · Physics 2023-03-01 Jia-Qi Dong , Wen-Hui Han , Yisen Wang , Xiao-Song Chen , Liang Huang

Advection and dispersion in highly heterogeneous environments involving interfacial discontinuities in the corresponding drift and dispersion rates are described through disparate examples from the physical and biological sciences. A…

Most models of complex systems have been homogeneous, i.e., all elements have the same properties (spatial, temporal, structural, functional). However, most natural systems are heterogeneous: few elements are more relevant, larger,…

Adaptation and Self-Organizing Systems · Physics 2025-12-22 Amahury Jafet López-Díaz , Fernanda Sánchez-Puig , Carlos Gershenson

The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…

Statistical Mechanics · Physics 2018-01-24 Krzysztof Ptaszynski

We introduce structural heterogeneity, a new topological characteristic for semi-ordered materials that captures their degree of organisation at a mesoscopic level and tracks their time-evolution, ultimately detecting the order-disorder…

Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…

Statistical Mechanics · Physics 2025-08-15 Daniel Marris , Chittaranjan Hens , Subrata Ghosh , Luca Giuggioli

We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…

Statistical Mechanics · Physics 2007-05-23 Aldo H. Romero , J. M. Sancho , Katja Lindenberg

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

Statistical Mechanics · Physics 2022-08-22 V. V. Ryazanov

In turbulent flows, energy production is associated with highly organized structures, known as coherent structures. Since these structures are three-dimensional, their detection remains challenging in the most common situation, when…

Fluid Dynamics · Physics 2023-09-12 Subharthi Chowdhuri , Tirtha Banerjee

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

We present our recent work on stochastic particle systems on complex networks. As a noninteracting system we first consider the diffusive motion of a random walker on heterogeneous complex networks. We find that the random walker is…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh

We develop a model to compute the first-passage time of a random walker in a crowded environment. Hard-core particles with the same size and diffusion coefficient than the tracer diffuse, and the model allows to compute the first passage…

Statistical Mechanics · Physics 2017-02-27 Vincent Tejedor

First-passage times provide invaluable insight into fundamental properties of stochastic processes. Yet, various forms of gating mask first-passage times and differentiate them from actual detection times. For instance, imperfect conditions…

Statistical Mechanics · Physics 2023-09-27 Aanjaneya Kumar , Yuval Scher , Shlomi Reuveni , M. S. Santhanam
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