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We investigate the first-passage properties and extreme-value statistics of an overdamped Brownian particle confined by an external linear potential $V(x)=\mu |x-x_0|$, where $\mu>0$ is the strength of the potential and $x_0>0$ is the…

Statistical Mechanics · Physics 2025-06-17 Feng Huang , Hanshuang Chen

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

Statistical Mechanics · Physics 2017-08-15 Édgar Roldán , Shamik Gupta

Transport of particles through channels is of paramount importance in physics, chemistry and surface science due to its broad real world applications. Much insights can be gained by observing the transition paths of a particle through a…

Statistical Mechanics · Physics 2023-04-12 Siddharth Jain , Denis Boyer , Arnab Pal , Leonardo Dagdug

We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…

Statistical Mechanics · Physics 2022-08-31 Ohad Vilk , Michael Assaf , Baruch Meerson

We consider a leaky integrate-and-fire neuron with deterministic subthreshold dynamics and a firing threshold that evolves as an Ornstein-Uhlenbeck process. The formulation of this minimal model is motivated by the experimentally observed…

Neurons and Cognition · Quantitative Biology 2015-05-12 Wilhelm Braun , Paul C. Matthews , Rüdiger Thul

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

Statistical Mechanics · Physics 2025-08-07 Mathis Guéneau

The Ornstein-Uhlenbeck (OU) process describes the dynamics of Brownian particles in a confining harmonic potential, thereby constituting the paradigmatic model of overdamped, mean-reverting Langevin dynamics. Despite its widespread…

Statistical Mechanics · Physics 2024-05-16 Luca Cocconi , Henry Alston , Jacopo Romano , Thibault Bertrand

We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…

Statistical Mechanics · Physics 2020-12-23 Somrita Ray

In this paper, we analyze the mean first passage time (MFPT) for a single Brownian particle to find a stochastically-gated target under the additional condition that the position of the particle is reset to a fixed position $\x_r$ at a rate…

Statistical Mechanics · Physics 2020-10-28 Paul C Bressloff

We study the mean first passage time of a one-dimensional active fluctuating membrane that is stochastically returned to the same flat initial condition at a finite rate. We start with a Fokker Planck equation to describe the evolution of…

Statistical Mechanics · Physics 2023-05-03 Tapas Singha

In the past few years, stochastic resetting has become a subject of immense interest. Most of the theoretical studies so far focused on instantaneous resetting which is, however, a major impediment to practical realization or experimental…

Statistical Mechanics · Physics 2021-04-14 Deepak Gupta , Carlos A Plata , Anupam Kundu , Arnab Pal

We study the first-passage time to the origin of a mortal Brownian particle, with mortality rate $ \mu $, diffusing in one dimension. The particle starts its motion from $ x>0 $ and it is subject to stochastic resetting with constant rate $…

Statistical Mechanics · Physics 2023-03-01 Mattia Radice

We employ renewal processes to characterize the spatiotemporal dynamics of an active Brownian particle under stochastic orientational resetting. By computing the experimentally accessible intermediate scattering function (ISF) and…

Soft Condensed Matter · Physics 2024-05-14 Yanis Baouche , Thomas Franosch , Matthias Meiners , Christina Kurzthaler

In this paper, we study the local time spent by an Ornstein-Uhlenbeck particle at some location till time t. Using the Feynman-Kac formalism, the computation of the moment generating function of the local time can be mapped to the problem…

Statistical Mechanics · Physics 2021-03-24 G. Kishore , Anupam Kundu

We study experimentally, numerically and theoretically the optimal mean time needed by a Brownian particle, freely diffusing either in one or two dimensions, to reach, within a tolerance radius $R_{\text tol}$, a target at a distance $L$…

Statistical Mechanics · Physics 2022-02-08 Felix Faisant , Benjamin Besga , Artyom Petrosyan , Sergio Ciliberto , Satya N. Majumdar

We study experimentally and theoretically the optimal mean time needed by a free diffusing Brownian particle to reach a target at a distance L from an initial position in the presence of resetting. Both the initial position and the…

Statistical Mechanics · Physics 2020-08-05 Benjamin Besga , Alfred Bovon , Artyom Petrosyan , Satya N. Majumdar , Sergio Ciliberto

We explore the effects of stochastic resetting to random positions of a Brownian particle on first passage times and Shannon's entropy. We explore the different entropy regimes, namely, the \textit{externally-driven}, the…

Soft Condensed Matter · Physics 2023-08-09 J. Quetzalcoatl Toledo-Marin , Denis Boyer

We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…

Statistical Mechanics · Physics 2023-03-20 Gennaro Tucci , Andrea Gambassi , Satya N. Majumdar , Gregory Schehr

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

Statistical Mechanics · Physics 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

We provide a comprehensive analysis of the positional dynamics and average thermodynamics of an overdamped Brownian particle subject to both, harmonic confinement and annealed disorder due to a temporarily fluctuating trap stiffness. We…

Statistical Mechanics · Physics 2025-09-17 Deepak Gupta , Sabine H. L. Klapp