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We revise the classical problem of characterizing first exit times of a harmonically trapped particle whose motion is described by one- or multi-dimensional Ornstein-Uhlenbeck process. We start by recalling the main derivation steps of a…

Mathematical Physics · Physics 2025-06-24 D. S. Grebenkov

The time until the failure of some node of the system or until the end of some stage of the operation of the tribological system is associated with the change in entropy in the system that occurs during this time. Methods of the…

Statistical Mechanics · Physics 2022-08-23 V. V. Ryazanov

We study the extreme value statistics of a run and tumble particle (RTP) in one dimension till its first passage to the origin starting from the position $x_0~(>0)$. This model has recently drawn a lot of interest due to its biological…

Statistical Mechanics · Physics 2022-12-07 Prashant Singh , Saikat Santra , Anupam Kundu

First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…

Statistical Mechanics · Physics 2025-01-08 Rick Bebon , Aljaz Godec

We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…

Superconductivity · Physics 2009-10-31 D. A. Gorokhov , G. Blatter

Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…

Statistical Mechanics · Physics 2011-04-05 Annalisa Molini , Peter Talkner , Gabriel G. Katul , Amilcare Porporato

This study investigates the first passage time (FPT) properties of particles with a broad class of positive stochastic diffusion coefficients (DCs), representing diffusion in heterogeneous environments or of particles with conformational…

Statistical Mechanics · Physics 2026-05-18 Go Uchida , Hiromi Miyoshi , Hitoshi Washizu

In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…

chao-dyn · Physics 2009-10-31 P. Castiglione , M. Cencini , A. Vulpiani , E. Zambianchi

Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…

Statistical Mechanics · Physics 2020-03-19 V. V. Ryazanov

Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…

Statistical Mechanics · Physics 2022-11-24 Przemyslaw Chelminiak

Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…

Probability · Mathematics 2025-02-18 Hwai-Ray Tung , Sean D Lawley

In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small "escape window" in the otherwise impermeable boundary, once it arrives to this window and over-passes an…

Statistical Mechanics · Physics 2020-01-03 D. S. Grebenkov , R. Metzler , G. Oshanin

Diffusion-a measure of dynamics, and entropy-a measure of disorder in the system, are found to be intimately correlated in many systems, and the correlation is often strongly non-linear. We explore the origin of this complex dependence by…

Soft Condensed Matter · Physics 2015-12-09 Kazuhiko Seki , Biman Bagchi

Single-file dynamics has been studied intensively, both experimentally and theoretically. It shows interesting collective effects, such as stop-and-go waves, which are validation cornerstones for any agent-based modeling approach of traffic…

Physics and Society · Physics 2023-08-16 Jakob Cordes , Mohcine Chraibi , Antoine Tordeux , Andreas Schadschneider

An ensemble of trajectories with dynamical activity and first-passage time (FPT) is considered in the context of the thermodynamics of trajectories. The relationship between the average FPT and the total change in entropy is determined,…

Statistical Mechanics · Physics 2024-12-10 V. V. Ryazanov

All real physical processes, including of the first-passage time, occur with a change in entropy. This circumstance is not taken into account when studying the first-passage time, but is illustrated in this article using the example of…

Statistical Mechanics · Physics 2024-07-30 V. V. Ryazanov

First passage times (FPTs) are often used to study timescales in physical, chemical, and biological processes. FPTs generically describe the time it takes a random "searcher" to find a "target." In many systems, the important timescale is…

Statistical Mechanics · Physics 2023-10-04 Sean D Lawley

We study the Single File Diffusion (SFD) of a cyclic chain of particles that cannot cross each other, in a thermal bath, with long ranged interactions, and arbitrary damping. We present simulations that exhibit new behaviors specifically…

Statistical Mechanics · Physics 2015-05-27 Jean-Baptiste Delfau , Christophe Coste , Michel Saint-Jean

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

Probability · Mathematics 2019-12-12 Samuel Herrmann , Nicolas Massin

We derive statistical-mechanical speed limits on dissipation from the classical, chaotic dynamics of many-particle systems. In one, the rate of irreversible entropy production in the environment is the maximum speed of a deterministic…

Statistical Mechanics · Physics 2024-06-19 Swetamber Das , Jason R. Green