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We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose

One of the most important challenges in mathematical neuroscience is to properly illustrate the stochastic nature of neurons. Among different approaches, the noisy leaky integrate-and-fire and the escape rate models are probably the most…

Analysis of PDEs · Mathematics 2017-02-07 Grégory Dumont , Jacques Henry , Carmen Oana Tarniceriu

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…

Statistical Mechanics · Physics 2025-01-27 Mathis Guéneau , Satya N. Majumdar , Gregory Schehr

Stochastic systems have a control-theoretic interpretation in which noise plays the role of control. In the weak-noise limit, relevant at low temperatures or in large populations, this leads to a precise mathematical mapping: the most…

Molecular Networks · Quantitative Biology 2025-09-03 Eric De Giuli

In the random acceleration process, a point particle is accelerated according to $\ddot{x}=\eta(t)$, where the right hand side represents Gaussian white noise with zero mean. We begin with the case of a particle with initial position $x_0$…

Statistical Mechanics · Physics 2016-03-25 Theodore W. Burkhardt

We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…

Statistical Mechanics · Physics 2024-03-20 Iago N Mamede , Prashant Singh , Arnab Pal , Carlos E. Fiore , Karel Proesmans

We experimentally investigate the escape from a metastable state over a fluctuating barrier of a physical system. The system is switching between two states under electronic control of a dichotomous noise. We measure the escape time and its…

Statistical Mechanics · Physics 2009-10-31 Rosario N. Mantegna , Bernardo Spagnolo

The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and L\'evy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back…

Statistical Mechanics · Physics 2022-06-22 Alejandro P. Riascos , Denis Boyer , José L. Mateos

In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a…

Data Analysis, Statistics and Probability · Physics 2020-04-02 L. T. Giorgini , S. H. Lim , W. Moon , J. S. Wettlaufer

De la Cruz et al. [Phys. Rev. Lett. 120, 128102 (2018); arXiv:1705.08683] studied a noise-induced transition in an oscillating stochastic population undergoing birth- and death-type reactions. They applied the Freidlin-Wentzell WKB…

Biological Physics · Physics 2019-02-13 Baruch Meerson , Naftali R. Smith

The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal…

Probability · Mathematics 2016-02-18 Massimiliano Tamborrino

We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…

Statistical Mechanics · Physics 2023-02-22 Samantha Linn , Sean D Lawley

Biological events are often initiated when a random "searcher" finds a "target," which is called a first passage time (FPT). In some biological systems involving multiple searchers, an important timescale is the time it takes the slowest…

Biological Physics · Physics 2023-04-19 Sean D Lawley , Joshua Johnson

Many biological, chemical, and physical systems are underpinned by stochastic transitions between equilibrium states in a potential energy. Here, we consider such transitions in a minimal model with two possible competing pathways, both…

Statistical Mechanics · Physics 2025-12-17 Gulzar Ahmad , Sergey Saveliev , Steven P Fitzgerald , Marco G Mazza , Andrew J Archer

Hopping transport in a one-dimensional system is studied numerically. A fast algorithm is devised to find the lowest-resistance path at arbitrary electric field. Probability distribution functions of individual resistances on the path and…

Disordered Systems and Neural Networks · Physics 2009-10-16 A. S. Rodin , M. M. Fogler

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

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…

Statistical Mechanics · Physics 2023-05-10 Przemysław Pogorzelec , Bartłomiej Dybiec

The explicit determinations of the mean first-passage time (MFPT) for trapping problem are limited to some simple structure, e.g., regular lattices and regular geometrical fractals, and determining MFPT for random walks on other media,…

Statistical Mechanics · Physics 2009-03-05 Zhongzhi Zhang , Yi Qi , Shuigeng Zhou , Wenlei Xie , Jihong Guan

This study deals with polymer looping, an important process in many chemical and biological systems. We investigate basic questions on the looping dynamics of a polymer under tension using the freely-jointed chain (FJC) model. Previous…

Statistical Mechanics · Physics 2024-10-03 Wout Laeremans , Anne Floor den Ouden , Jef Hooyberghs , Wouter G. Ellenbroek