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Anomalous subdiffusion characterizes transport in diverse physical systems and is especially prevalent inside biological cells. In cell biology, the prevailing model for chemical activation rates has recently changed from the first passage…

Probability · Mathematics 2020-10-26 Sean D Lawley

Stochastic search processes are ubiquitous in nature and are expected to become more efficient when equipped with a memory, where the searcher has been before. A natural realization of a search process with long-lasting memory is a…

Statistical Mechanics · Physics 2021-08-18 Hugues Meyer , Heiko Rieger

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…

Statistical Mechanics · Physics 2018-01-30 Adrián A. Budini , Manuel O. Cáceres

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

Analysis of PDEs · Mathematics 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

A common scenario in a variety of biological systems is that multiple particles are searching in parallel for an immobile target located in a bounded domain, and the fastest among them that arrives to the target first triggers a given…

Statistical Mechanics · Physics 2025-07-15 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

Many biophysical processes begin when the fastest searcher finds a target out of many random searchers, which is called an extreme or fastest first passage time (fFPT). In some models, (i) the fFPT vanishes logarithmically as the number of…

Statistical Mechanics · Physics 2026-04-14 Sean D Lawley

Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…

Data Analysis, Statistics and Probability · Physics 2009-11-11 T. Verechtchaguina , I. M. Sokolov , L. Schimansky-Geier

We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

The time instant -- the first-passage time (FPT) -- when a diffusive particle (e.g., a ligand such as oxygen or a signalling protein) for the first time reaches an immobile target located on the surface of a bounded three-dimensional domain…

Statistical Mechanics · Physics 2023-10-17 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

Molecular Networks · Quantitative Biology 2024-03-22 Jaroslav Albert

First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…

Statistical Mechanics · Physics 2026-04-06 Maria R. D'Orsogna , Alan E. Lindsay , Thomas Hillen

The ``first passage-time'' (FPT) problem is an important problem with a wide range of applications in mathematics, physics, biology and finance. Mathematically, such a problem can be reduced to estimating the probability of a (stochastic)…

Computational Engineering, Finance, and Science · Computer Science 2025-10-20 Di Zhang , Roderick V. N. Melnik

Finding a target in a complex environment is a fundamental challenge in nature, from chemical reactions to sperm reaching an egg. An effective strategy to reduce the time needed to reach a target is to deploy many searchers, increasing the…

Statistical Mechanics · Physics 2025-07-15 Elisabetta Ellettari , Giacomo Nasuti , Alberto Bassanoni , Alessandro Vezzani , Raffaella Burioni

In biochemical reaction networks, the first passage time (FPT) of a reaction quantifies the time it takes for the reaction to first occur, from the initial state. While the mean FPT historically served as a summary metric, a far more…

Molecular Networks · Quantitative Biology 2025-03-07 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

The first passage time (FPT) distribution for random walk in complex networks is calculated through an asymptotic analysis. For network with size $N$ and short relaxation time $\tau\ll N$, the computed mean first passage time (MFPT), which…

Statistical Mechanics · Physics 2013-01-29 Hon Wai Lau , Kwok Yip Szeto

When does a diffusing particle reach its target for the first time? This first-passage time (FPT) problem is central to the kinetics of molecular reactions in chemistry and molecular biology. Here we explain the behavior of smooth FPT…

Statistical Mechanics · Physics 2016-11-24 A. Godec , R. Metzler

We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…

Statistical Mechanics · Physics 2021-10-14 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

Often sharp changes in cellular behavior are triggered by thresholded events, i.e., by the attainment of a threshold value of a relevant cellular or molecular dynamical variable. Since the governing variable itself typically undergoes noisy…

Statistical Mechanics · Physics 2015-03-03 Srividya Iyer-Biswas , Anton Zilman

The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…

Statistical Mechanics · Physics 2017-02-01 T. Guérin , N. Levernier , O. Bénichou , R. Voituriez

We study analytically an intermittent search process in one dimension. There is an immobile target at the origin and a searcher undergoes a discrete time jump process starting at $x_0\geq0$, where successive jumps are drawn independently…

Statistical Mechanics · Physics 2014-12-02 Lukasz Kusmierz , Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr