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What is the path associated with the fastest Brownian particle that reaches a narrow window located on the boundary of a domain? Although the distribution of the fastest arrival times has been well studied in dimension 1, much less is known…

Statistical Mechanics · Physics 2018-05-01 Kanishka Basnayake , Akim Hubl , Zeev Schuss , David Holcman

Brownian escape is key to a wealth of physico-chemical processes, including polymer folding, and information storage. The frequency of thermally activated energy barrier crossings is assumed to generally decrease exponentially with…

Soft Condensed Matter · Physics 2020-06-19 Marie Chupeau , Jannes Gladrow , Alexei Chepelianskii , Ulrich F. Keyser , Emmanuel Trizac

Noise in spiking neurons is commonly modeled by a noisy input current or by generating output spikes stochastically with a voltage-dependent hazard rate ("escape noise"). While input noise lends itself to modeling biophysical noise…

Neurons and Cognition · Quantitative Biology 2021-09-16 Tilo Schwalger

This work employs some techniques in order to filter random noise from the information provided by minimum spanning trees obtained from the correlation matrices of international stock market indices prior to and during times of crisis. The…

Statistical Finance · Quantitative Finance 2014-08-11 Leonidas Sandoval Junior

It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…

Probability · Mathematics 2010-12-14 Dmitry Dolgopyat , Ilya Goldsheid

Under the effect of strong genetic drift, it is highly probable to observe gene fixation or gene loss in a population, shown by infinite peaks on a coherently constructed potential energy landscape. It is then important to ask what such…

Populations and Evolution · Quantitative Biology 2015-06-15 Song Xu , Shuyun Jiao , Pengyao Jiang , Ping Ao

We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Michael Schindler , Peter Talkner , Peter Hänggi

The question how the extremal values of a stochastic process achieved on different time intervals are correlated to each other has been discussed within the last few years on examples of the running maximum of a Brownian motion, of a…

Statistical Mechanics · Physics 2019-09-04 Brandon Annesi , Enzo Marinari , Gleb Oshanin

We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…

Soft Condensed Matter · Physics 2025-04-04 Yanis Baouche , Christina Kurzthaler

We study the dynamics of one-dimensional active particles confined in a double-well potential, focusing on the escape properties of the system, such as the mean escape time from a well. We first consider a single-particle both in near and…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini , Fabio Cecconi , Umberto Marini Bettolo Marconi

In many human-in-the-loop robotic applications such as robot-assisted surgery and remote teleoperation, predicting the intended motion of the human operator may be useful for successful implementation of shared control, guidance virtual…

Robotics · Computer Science 2018-03-28 Arun Kumar Singh , Sigal Berman , Ilana Nisky

A wide variety of real-life networks share two remarkable generic topological properties: scale-free behavior and modular organization, and it is natural and important to study how these two features affect the dynamical processes taking…

Statistical Mechanics · Physics 2009-11-21 Zhongzhi Zhang , Yuan Lin , Shuyang Gao , Shuigeng Zhou , Jihong Guan , Mo Li

For systems in an externally controllable time-dependent potential, the optimal protocol minimizes the mean work spent in a finite-time transition between two given equilibrium states. For overdamped dynamics which ignores inertia effects,…

Statistical Mechanics · Physics 2008-07-23 Alex Gomez-Marin , Tim Schmiedl , Udo Seifert

We pose a new and intriguing question motivated by distributed computing regarding random walks on graphs: How long does it take for several independent random walks, starting from the same vertex, to cover an entire graph? We study the…

Probability · Mathematics 2007-11-20 Noga Alon , Chen Avin , Michal Koucky , Gady Kozma , Zvi Lotker , Mark R. Tuttle

This paper analyzes the use of variable speed limits to optimize travel time reliability for commuters. The investigation focuses on a traffic corridor with a bottleneck subject to the capacity drop phenomenon. The optimization criterion is…

Optimization and Control · Mathematics 2025-09-16 Alexander Hammerl , Ravi Seshadri , Thomas Kjær Rasmussen , Otto Anker Nielsen

We numerically investigate the mean exit time of an inertial active Brownian particle from a circular cavity with single or multiple exit windows. Our simulation results witness distinct escape mechanisms depending upon the relative…

Statistical Mechanics · Physics 2025-08-18 Tanwi Debnath , Pinaki Chaudhury , Taritra Mukherjee , Debasish Mondal , Pulak K. Ghosh

We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…

Statistical Mechanics · Physics 2010-06-28 D. Volovik , S. Redner

In empirical studies of random walks, continuous trajectories of animals or individuals are usually sampled over a finite number of points in space and time. It is however unclear how this partial observation affects the measured…

Physics and Society · Physics 2018-03-13 Riccardo Gallotti , Rémi Louf , Jean-Marc Luck , Marc Barthelemy

Applications of first passage times in stochastic processes arise across a wide range of length and time scales in biological settings. After an initial technical overview, we survey representative applications and their corresponding…

Statistical Mechanics · Physics 2026-05-12 Tom Chou , Maria R. D'Orsogna

Milestoning is a computational procedure that reduces the dynamics of complex systems to memoryless jumps between intermediates, or milestones, and only retains some information about the probability of these jumps and the time lags between…

Mathematical Physics · Physics 2017-03-14 Ling Lin , Jianfeng Lu , Eric Vanden-Eijnden
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