Related papers: First passage time for $g$--subdiffusion process o…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…
The concept of a mean first passage time is used to study the time lapse over which a fissioning system may emit light particles. The influence of the "transient" and "saddle to scission times" on this emission are critically examined. It…
We calculate the survival probability of a diffusing test particle in an environment of diffusing particles that undergo coagulation at rate lambda_c and annihilation at rate lambda_a. The test particle dies at rate lambda' on coming into…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
First-passage time problems are ubiquitous across many fields of study including transport processes in semiconductors and biological synapses, evolutionary game theory and percolation. Despite their prominence, first-passage time…
The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that…
We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…
At finite concentrations of reacting molecules, kinetics of diffusion-controlled reactions is affected by intra-reactant interactions. As a result, multi-particle reaction statistics cannot be deduced from single-particle results. Here we…
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…
First passage percolation with recovery is a process aimed at modeling the spread of epidemics. On a graph $G$ place a red particle at a reference vertex $o$ and colorless particles (seeds) at all other vertices. The red particle starts…
In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…
Motivated by experiments in which single-stranded DNA with a short hairpin loop at one end undergoes unforced diffusion through a narrow pore, we study the first passage times for a particle, executing one-dimensional brownian motion in an…
Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density \rho. Place a second class particle…
Consider first passage percolation on $\mathbb{Z}^d$ with passage times given by i.i.d. random variables with common distribution $F$. Let $t_\pi(u,v)$ be the time from $u$ to $v$ for a path $\pi$ and $t(u,v)$ the minimal time among all…
We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…
This paper is concerned with the fractional evolution equation with a discrete distribution of Caputo time-derivatives such that the largest and the smallest orders, $\alpha$ and $\alpha_m$, satisfy the conditions $1<\alpha\le 2$ and…
We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…
These notes are based on the lectures that I gave (virtually) at the Bruneck Summer School in 2021 on first-passage processes and some applications of the basic theory. I begin by defining what is a first-passage process and presenting the…
In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…