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Tipping points have been shown to be ubiquitous, both in models and empirically in a range of physical and biological systems. The question of how tipping points cascade through systems has been less well studied and is an important one. A…

Dynamical Systems · Mathematics 2020-11-19 Abhishek Mallela , Alan Hastings

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

Anticipating the low energy arrangements of atoms in space is an indispensable scientific task. Modern stochastic approaches to searching for these configurations depend on the optimisation of structures to nearby local minima in the energy…

Materials Science · Physics 2019-02-07 Chris J. Pickard

The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…

Statistical Mechanics · Physics 2023-07-19 A. Kamińska , T. Srokowski

A natural question of how the survival probability depends upon a position of a hole was seemingly never addressed in the theory of open dynamical systems. We found that this dependency could be very essential. The main results are related…

Dynamical Systems · Mathematics 2008-12-01 Leonid Bunimovich , Alex Yurchenko

First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…

Statistical Mechanics · Physics 2021-06-01 Ofek Lauber Bonomo , Arnab Pal

In this chapter, we consider the problem of a non-Markovian random walker (displaying memory effects) searching for a target. We review an approach that links the first passage statistics to the properties of trajectories followed by the…

Statistical Mechanics · Physics 2024-01-30 Olivier Bénichou , Thomas Guérin , Nicolas Levernier , Raphaël Voituriez

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

We discuss the statistics of first-passage times of a Brownian particle moving in a highly unstable nonlinear potential proportional to an odd power of position. We observe temperature-induced shortening of the mean first-passage time and…

Statistical Mechanics · Physics 2016-10-18 Artem Ryabov , Pavel Zemanek , Radim Filip

The out-of-equilibrium character of active particles, responsible for accumulation at boundaries in confining domains, determines not-trivial effects when considering escape processes. Non-monotonous behavior of exit times with respect to…

Soft Condensed Matter · Physics 2024-05-29 Luca Angelani

A schematic model of over-damped motion is presented which permits one to calculate the mean first passage time for nuclear fission. Its asymptotic value may exceed considerably the lifetime suggested by Kramers rate formula, which applies…

Nuclear Theory · Physics 2009-11-10 H. Hofmann , A. G. Magner

In this article, we study a branching random walk in an environment which depends on the time. This time-inhomogeneous environment consists of a sequence of macroscopic time intervals, in each of which the law of reproduction remains…

Probability · Mathematics 2017-06-13 Bastien Mallein

We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Michael Backenköhler , Luca Bortolussi , Verena Wolf

The First Passage Time (FPT) is the time taken for a stochastic process to reach a desired threshold. In this letter we address the FPT of the stochastic measurement current in the case of continuously measured quantum systems. Our approach…

Quantum Physics · Physics 2024-08-08 Michael J. Kewming , Anthony Kiely , Steve Campbell , Gabriel T. Landi

Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…

Probability · Mathematics 2020-08-26 Cécile Mailler , Gerónimo Uribe Bravo

We identify a fundamental phenomenon of heterogeneous one dimensional random walks: the escape (traversal) time is maximized when the heterogeneity in transition probabilities forms a pyramid-like potential barrier. This barrier corresponds…

Probability · Mathematics 2020-07-29 Asaf Cassel , Shie Mannor , Guy Tennenholtz

By using techniques developed in quantum cosmology, it is found that a tunneling particle spends purely imaginary time on a barrier region. The {\it imaginary} time is associated with the stochastic acausal behaviour of a state, while the…

Quantum Physics · Physics 2008-04-03 Zhong Chao Wu

We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…

Probability · Mathematics 2026-01-06 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

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…

Statistical Mechanics · Physics 2022-10-05 Charles Antoine , Julian Talbot

The regular hyperbranched polymers (RHPs), also known as Vicsek fractals, are an important family of hyperbranched structures which have attracted a wide spread attention during the past several years. In this paper, we study the…

Statistical Mechanics · Physics 2016-10-26 Junhao Peng