Related papers: First passage duality in $d>2$
We calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall.…
The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article we generalise this system and…
Relaxation and first passage processes are the pillars of kinetics in condensed matter, polymeric and single-molecule systems. Yet, an explicit connection between relaxation and first passage time-scales so far remained elusive. Here we…
We consider first-passage percolation on $\mathbb{Z}^2$ with i.i.d. weights, whose distribution function satisfies $F(0) = p_c = 1/2$. This is sometimes known as the "critical case" because large clusters of zero-weight edges force passage…
Let $0<a<b<\infty$ be fixed scalars. Assign independently to each edge in the lattice $\mathbb{Z}^2$ the value $a$ with probability $p$ or the value $b$ with probability $1-p$. For all $u,v\in\mathbb{Z}^2$, let $T(u,v)$ denote the first…
Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…
We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…
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…
We consider the problem of stochastic exit from a planar domain, whose boundary is an unstable periodic orbit, and which contains a stable periodic orbit. This problem arises when investigating the distribution of noise-induced phase slips…
We correct a previously erroneous calculation [Phys. Rev. E 62, 6065 (2000)] of the mean first passage time of a subdiffusive process to reach either end of a finite interval in one dimension. The mean first passage time is in fact…
In 1999, Zhang proved that, for first passage percolation on the square lattice $\mathbb{Z}^2$ with i.i.d. non-negative edge weights, if the probability that the passage time distribution of an edge $P(t_e = 0) =1/2 $, the critical value…
As a first step in the first passage problem for passive tracer in stratified porous media, we consider the case of a two-dimensional system consisting of two layers with different convection velocities. Using a lattice generating function…
Advection and dispersion in highly heterogeneous environments involving interfacial discontinuities in the corresponding drift and dispersion rates are described through disparate examples from the physical and biological sciences. A…
The non-random fluctuation is one of the central objects in first passage percolation. It was proved in [Shuta Nakajima. Divergence of non-random fluctuation in First Passage Percolation. {\em Electron. Commun. Probab.} 24 (65), 1-13.…
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…
We study the drift induced by the passage of two cylinders through an unbounded extent of inviscid incompressible fluid under the assumption that the flow is two-dimensional and steady in the moving frame of reference. The goal is to assess…
In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…
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…