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How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , O. Benichou , V. Tejedor , R. Voituriez , J. Klafter

During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…

Statistical Mechanics · Physics 2022-09-15 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar

Gated first-passage processes, where completion depends on both hitting a target and satisfying additional constraints, are prevalent across various fields. Despite their significance, analytical solutions to basic problems remain unknown,…

Statistical Mechanics · Physics 2024-09-04 Yuval Scher , Aanjaneya Kumar , M. S. Santhanam , Shlomi Reuveni

The waiting time distribution has, in recent years, proven to be a useful statistical tool for characterising transport in nanoscale quantum transport. In particular, as opposed to moments of the distribution of transferred charge, which…

Mesoscale and Nanoscale Physics · Physics 2019-03-27 Samuel L. Rudge , Daniel S. Kosov

We study the effect of a resetting point randomly distributed around the origin on the mean first passage time of a Brownian searcher moving in one dimension. We compare the search efficiency with that corresponding to reset to the origin…

Statistical Mechanics · Physics 2024-01-03 Vicenç Mendez , Rosa Flaquer-Galmés , Daniel Campos

A collection of identical and independent rare event first passage times is considered. The problem of finding the fastest out of $N$ such events to occur is called an extreme first passage time. The rare event times are singular and limit…

Biological Physics · Physics 2024-04-26 James MacLaurin , Jay M. Newby

We study the rate of convergence in the Shape Theorem of first-passage percolation, obtaining the precise asymptotic rate of decay for the probability of linear order deviations under a moment condition. Our results are stated for a given…

Probability · Mathematics 2014-08-06 Daniel Ahlberg

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

We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

First Passage (FP) processes are utilized widely to model phenomena in many areas of mathematical applications, from biology to computer science. Introducing a mechanism to restart the parent process can alter the first passage…

Probability · Mathematics 2022-10-06 Jason M. Flynn , Sergei S. Pilyugin

We propose a new approach to compute an interval over-approximation of the finite time reachable set for a large class of nonlinear systems. This approach relies on the notions of sensitivity matrices, which are the partial derivatives…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Pierre-Jean Meyer , Murat Arcak

Fastest arrival events, where the first among many diffusing particles reaches a target, are central in triggering signal initiation in molecular stochastic systems. Classical approaches to simulate such events rely on full trajectory…

Probability · Mathematics 2026-05-26 Emmanuel Akame Mfoumou , David Holcman

We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we…

Statistical Mechanics · Physics 2020-09-16 F. Le Vot , S. B. Yuste , E. Abad , D. S. Grebenkov

We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…

Statistical Mechanics · Physics 2020-08-26 Amin Padash , Aleksei V. Chechkin , Bartłomiej Dybiec , Marcin Magdziarz , Babak Shokri , Ralf Metzler

We determine the propagation properties of a quantum particle in a d-dimensional lattice with hopping disorder, delta-correlated in time. The system is delocalized: the averaged transition probability shows a diffusive behavior. Then,…

Statistical Mechanics · Physics 2007-05-23 G. C. Ferrario , V. G. Benza

We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…

Statistical Mechanics · Physics 2007-11-13 A. Zoia , Y. Kantor , M. Kardar

Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…

Probability · Mathematics 2025-07-11 Sascha Desmettre , Devika Khurana , Amira Meddah

First-passage probability estimation of high-dimensional nonlinear stochastic systems is a significant task to be solved in many science and engineering fields, but remains still an open challenge. The present paper develops a novel…

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

Statistical Mechanics · Physics 2009-11-10 Tonguç Rador , Sencer Taneri

A hybrid asymptotic-numerical method is presented for obtaining the full probability distribution of capture times of a random walker by multiple small traps located inside a bounded two-dimensional domain with reflective boundaries. As…

Statistical Mechanics · Physics 2016-11-02 Alan E. Lindsay , Ryan T. Spoonmore , Justin C. Tzou
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