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The escape rate of a Brownian particle over a potential barrier is accurately described by the Kramers theory. A quantitative theory explicitly taking the activity of Brownian particles into account has been lacking due to the inherently…

Soft Condensed Matter · Physics 2017-02-01 A. Sharma , R. Wittmann , J. M. Brader

Given a survival distribution on the positive half-axis and a Brownian motion, a solution of the inverse first-passage problem consists of a boundary so that the first passage time over the boundary has the given distribution. We show that…

Probability · Mathematics 2015-09-01 Erik Ekström , Svante Janson

On the basis of a coherent state representation of quantum noise operator and an ensemble averaging procedure a scheme for quantum Brownian motion has been proposed recently [Banerjee {\it et al}, Phys. Rev. E {\bf65}, 021109 (2002);…

Statistical Mechanics · Physics 2009-11-10 Debashis Barik , Suman Kumar Banik , Deb Shankar Ray

We derive the first-passage-time statistics of a Brownian motion driven by an exponential time-dependent drift up to a threshold. This process corresponds to the signal integration in a simple neuronal model supplemented with an…

Statistical Mechanics · Physics 2012-04-30 Eugenio Urdapilleta

We have presented a simple approach to quantum theory of Brownian motion and barrier crossing dynamics. Based on an initial coherent state representation of bath oscillators and an equilibrium canonical distribution of quantum mechanical…

Quantum Physics · Physics 2009-11-07 Dhruba Banerjee , Bidhan Chandra Bag , Suman Kumar Banik , Deb Shankar Ray

We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…

Probability · Mathematics 2017-09-14 Mathias Beiglboeck , Manu Eder , Christiane Elgert , Uwe Schmock

The problem of Kramers' turnover is a central issue of dynamical theory of reaction rate. Since its classical solution in the Markovian limit in mid-eighties by Melnikov and Meshkov, the problem has been addressed by a number of groups in…

Soft Condensed Matter · Physics 2007-05-23 Debashis Barik , Deb Shankar Ray

The Kramers problem in the energy-diffusion limited regime of very low friction is difficult to deal with analytically becasue of the repeated recrossings of the barrier that typically occur before an asymptotic rate constant is achieved.…

Statistical Mechanics · Physics 2009-10-31 Jose M. Sancho , Aldo H. Romero , Katja Lindenberg

We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…

Statistical Mechanics · Physics 2021-03-30 Arnab Pal , Isaac Pérez Castillo , Anupam Kundu

The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…

General Relativity and Quantum Cosmology · Physics 2024-05-30 E. A. Kurianovich , A. I. Mikhailov , I. V. Volovich

In this paper we derive a general expression for the transmission coefficient using the method of reactive flux for a particle coupled to a harmonic bath surmounting a one dimensional inverted parabolic barrier. Unlike Kohen and Tannor [J.…

Statistical Mechanics · Physics 2012-07-09 Rajarshi Chakrabarti

We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…

Statistical Mechanics · Physics 2017-10-24 Piotr Garbaczewski

Kesten et al.( 1975) proved the stable law for the transient RWRE (here we refer it as the $\kappa$-transient RWRE). After that, some similar interesting properties have also been revealed for its continuous counterpart, the diffusion…

Probability · Mathematics 2014-12-16 Wenming Hong , Hui Yang

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

We derive an analytical expression for the propagator and the transition path time distribution of a two-dimensional active Brownian particle crossing a parabolic barrier with absorbing boundary conditions at both sides. By taking those of…

Statistical Mechanics · Physics 2026-01-23 Michele Caraglio

We consider random Schr\"odinger equations on $\bR^d$ or $\bZ^d$ for $d\ge 3$ with uncorrelated, identically distributed random potential. Denote by $\lambda$ the coupling constant and $\psi_t$ the solution with initial data $\psi_0$.…

Mathematical Physics · Physics 2007-05-23 Laszlo Erdos , Manfred Salmhofer , Horng-Tzer Yau

Activity significantly enhances the escape rate of a Brownian particle over a potential barrier. Whereas constant activity has been extensively studied in the past, little is known about the effect of time-dependent activity on the escape…

Soft Condensed Matter · Physics 2019-07-10 A. Scacchi , J. M. Brader , A. Sharma

Thermally activated phenomena in physics and chemistry, such as conformational changes in biomolecules, liquid film rupture, or ferromagnetic field reversal, are often associated with exponentially long transition times described by…

Statistical Mechanics · Physics 2024-09-20 Jingbang Liu , James E. Sprittles , Tobias Grafke

We study an inverse first-passage-time problem for Wiener process $X(t)$ subject to hold and jump from a boundary $c.$ Let be given a threshold $S>X(0) \ge c,$ and a distribution function $F$ on $[0, + \infty ).$ The problem consists in…

Probability · Mathematics 2017-03-02 Mario Abundo

We investigate the extent to which the phenomenon of Brownian entropic repulsion is universal. Consider a Brownian motion conditioned on the event $\mathcal{E}$ -- that its local time is bounded everywhere by 1. This event has probability…

Probability · Mathematics 2014-11-26 Edward Mottram
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