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We introduce a perturbative method to calculate all moments of the first-passage time distribution in stochastic one-dimensional processes which are subject to both white and coloured noise. This class of non-Markovian processes is at the…

Statistical Mechanics · Physics 2021-02-12 Benjamin Walter , Gunnar Pruessner , Guillaume Salbreux

The ordinary subdiffusion equation, with a fractional time derivative of at most first order, describes a process in which the propagation velocity of diffusing molecules is unlimited. To avoid this non-physical property different forms of…

Statistical Mechanics · Physics 2026-05-27 Tadeusz Kosztołowicz , Aldona Dutkiewicz , Katarzyna D. Lewandowska

Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…

Statistical Mechanics · Physics 2015-05-14 E. Abad , S. B. Yuste , Katja Lindenberg

A fluctuation theorem is examined for the first-passage time of a biomolecular machine (e.g., a motor protein or an enzyme) in a nonequilibrium steady-state. For such machines in which the driven, observable process is coupled to a hidden…

Biological Physics · Physics 2025-09-15 D. Evan Piephoff , Jianshu Cao

The extent to which biological interfaces affect the dynamics of water plays a key role in the exchange of matter and chemical interactions that are essential for life. The density and the mobility of water molecules depend on their…

Statistical Mechanics · Physics 2026-01-27 Roman Belousov , Muhammad Nawaz Qaisrani , Ali Hassanali , Édgar Roldán

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…

Statistical Mechanics · Physics 2008-05-27 Francesco Mainardi , Antonio Mura , Gianni Pagnini , Rudolf Gorenflo

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…

Statistical Mechanics · Physics 2009-11-10 A. M. Lacasta , J. M. Sancho , A. H. Romero , I. M. Sokolov , K. Lindenberg

Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…

Probability · Mathematics 2023-01-09 Samuel Herrmann , Nicolas Massin

A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…

Materials Science · Physics 2022-12-08 Guglielmo Macrelli

First-passage times provide invaluable insight into fundamental properties of stochastic processes. Yet, various forms of gating mask first-passage times and differentiate them from actual detection times. For instance, imperfect conditions…

Statistical Mechanics · Physics 2023-09-27 Aanjaneya Kumar , Yuval Scher , Shlomi Reuveni , M. S. Santhanam

First passage time models describe the time it takes for a random process to exit a region of interest and are widely used across various scientific fields. Fast and accurate numerical methods for computing the likelihood function in these…

Methodology · Statistics 2025-12-17 Sicheng Liu , Alexander Fengler , Michael J. Frank , Matthew T. Harrison

We solve the problem of first-passage time for run-and-tumble particles in one dimension. Exact expression is derived for the mean first-passage time in the general case, considering external force-fields and chemotactic-fields, giving rise…

Statistical Mechanics · Physics 2015-06-29 L. Angelani , R. Di Leonardo , M. Paoluzzi

The mean first passage time, one of the important characteristics for a stochastic process, is often calculated assuming the observation time is infinite. However, in practice, the observation time, T, is always finite and the mean first…

Statistical Mechanics · Physics 2020-04-22 Ji-Hyun Kim , Hunki Lee , Sanggeun Song , Hye Ran Koh , Jaeyoung Sung

Normal and anomalous diffusion are ubiquitous in many complex systems [1] . Here, we define a time and space generalized diffusion equation (GDE), which uses fractional-time derivatives and transformed d-path Laplacian operators on…

Physics and Society · Physics 2022-02-02 Fernando Diaz-Diaz , Ernesto Estrada

The dynamics of steps on crystal surfaces is considered. In general, the meandering of the steps obeys a subdiffusive behaviour. The characteristic asymptotic time laws depend on the microscopic mechanism for detachment and attachment of…

Condensed Matter · Physics 2009-10-31 W. Selke , M. Bisani

We consider a non-Gaussian stochastic process where a particle diffuses in the $y$-direction, $dy/dt=\eta(t)$, subject to a transverse shear flow in the $x$-direction, $dx/dt=f(y)$. Absorption with probability $p$ occurs at each crossing of…

Statistical Mechanics · Physics 2009-11-11 Alan J. Bray , Satya N. Majumdar

Many physical phenomena occur on domains that grow in time. When the timescales of the phenomena and domain growth are comparable, models must include the dynamics of the domain. A widespread intrinsically slow transport process is…

Statistical Mechanics · Physics 2017-11-01 C. N. Angstmann , B. I. Henry , A. V. McGann

The distribution of the initial very short-time displacements of a single particle is considered for a class of classical systems with Gaussian initial velocity distributions and arbitrary initial particle positions. A very brief sketch is…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

Consider the first passage percolation model on ${\bf Z}^d$ for $d\geq 2$. In this model we assign independently to each edge the value zero with probability $p$ and the value one with probability $1-p$. We denote by $T({\bf 0}, v)$ the…

Probability · Mathematics 2016-09-07 Yu Zhang