Related papers: First-passage functionals for Ornstein Uhlenbeck p…
Brownian motion with stochastic resetting-a process combining standard diffusion with random returns to a fixed position-has emerged as a powerful framework with applications spanning statistical physics, chemical kinetics, biology, and…
Random trajectories of single particles in living cells contain information about the interaction between particles, as well as, with the cellular environment. However, precise consideration of the underlying stochastic properties, beyond…
Functionals of Brownian/non-Brownian motions have diverse applications and attracted a lot of interest of scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of…
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…
For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck Bridge connecting a starting point $x$ and an endpoint $y$ that belongs to a certain linear subspace of full measure. We derive also a…
The mean first-passage time (MFPT) for a Brownian particle to surmount a potential barrier of height $\Delta U$ is a fundamental quantity governing a wide array of physical and chemical processes. According to the Arrhenius Law, the MFPT…
We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian…
Active matter concerns the self-organization of energy consuming elements such as motile bacteria or self-propelled colloids. A canonical example is an active Brownian particle (ABP) that moves at constant speed while its direction of…
We study the position distribution of an active Brownian particle (ABP) in the presence of stochastic resetting in two spatial dimensions. We consider three different resetting protocols : (I) where both position and orientation of the…
Interesting theoretical problems of target search or threshold crossing, formally known as {\it first passage}, often arise in both diffusive transport problems as well as problems of chemical reaction kinetics. We study three systems…
First order phase transitions (FOPTs) are usually described by the nucleation and expansion of new phase bubbles in the old phase background. While the dynamics of new phase bubbles have been extensively studied, a comprehensive treatment…
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…
We study the dynamics of an inertial active Ornstein-Uhnlenbeck particle self-propelling in a confined harmonic well. The transport behaviour of the particle is investigated by analyzing the particle trajectories, steady state correlations,…
Stochastic burst-like oscillations are common in physiological signals, yet there are few compact generative models that capture their transient structure. We propose a numerical-twin framework that represents transient narrowband activity…
An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME). The approach is an extension of the totally absorbing boundary approach given for…
We study a class of stochastic resetting (SR) processes in which a diffusing particle alternates between free motion and confinement by an externally controlled potential. When the particle is recaptured, it undergoes a return trajectory…
An effective Hamiltonian for the ferroelectric transition in $PbTiO_3$ is constructed from first-principles density-functional-theory total-energy and linear-response calculations through the use of a localized, symmetrized basis set of…
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…
Processes controlled by stochastic synthesis and degradation (SSD) are widespread in biology but their reaction kinetics are not well understood. Using methods borrowed from the theory of resetting processes, we determine the first-passage…
In this paper, we study the asymptotic behaviour of one-dimensional integrated Ornstein-Uhlenbeck processes driven by $\alpha$-stable L\'{e}vy processes of small amplitude. We prove that the integrated Ornstein-Uhlenbeck process converges…