Related papers: First-Passage-Driven Boundary Recession
We consider active Brownian particles that intermittently switch between active and inactive states. Such behavior is ubiquitous at all scales, from bacteria to animals and in artificial active systems. We derive exact expressions for key…
We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…
We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise quadratic potential, with one end of the chain fixed and the other end pulled away at slow speed, in the limit of slow speed and small…
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…
In this article we study a problem related to the first passage and inverse first passage time problems for Brownian motions originally formulated by Jackson, Kreinin and Zhang (2009). Specifically, define $\tau_X = \inf\{t>0:W_t + X \le…
During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…
Motivated by the dynamics of resonant neurons we consider a differentiable, non-Markovian random process $x(t)$ and particularly the time after which it will reach a certain level $x_b$. The probability density of this first passage time is…
Consider a finite system of competing Brownian particles on the real line. Each particle moves as a Brownian motion, with drift and diffusion coefficients depending only on its current rank relative to the other particles. We find a…
We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
Cellular networks are often composed of thin tubules connecting much larger node compartments. These structures serve for active or diffusion transport of proteins. Examples are glial networks in the brain, the endoplasmic reticulum in…
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…
We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…
We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…
In this paper we derive the density $\varphi$ of the first time $T$ that a continuous martingale $M$ with non-random quadratic variation $<M>_\cdot:=\int_0^\cdot h^2(u)du$ hits a moving boundary $f$ which is twice continuously…
Using Brownian Dynamics, we study the dynamical behavior of a polymer grafted onto an adhesive surface close to the mechanically induced adsorption-stretching transition. Even though the transition is first order, (in the infinite chain…
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…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…