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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

In biochemical reaction networks, the first passage time (FPT) of a reaction quantifies the time it takes for the reaction to first occur, from the initial state. While the mean FPT historically served as a summary metric, a far more…

Molecular Networks · Quantitative Biology 2025-03-07 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

Many out of equilibrium phenomena, such as diffusion-limited reactions or target search processes, are controlled by first-passage events. So far the general determination of the mean first-passage time (FPT) to a target in confinement has…

Statistical Mechanics · Physics 2018-08-29 N. Levernier , O. Bénichou , T. Guérin , R. Voituriez

We introduce a generalized Langevin model system for different non-Markovian effects in the well and barrier regions of a potential, and use it to numerically study the dependence of the barrier-crossing time. In the appropriate limits, our…

Chemical Physics · Physics 2022-07-12 Florian N. Brünig , Roland R. Netz , Julian Kappler

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

Molecular Networks · Quantitative Biology 2024-03-22 Jaroslav Albert

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

The classical theory of chemical reactions can be understood in terms of diffusive barrier crossing, where the rate of a reaction is determined by the inverse of the mean first passage time (FPT) to cross a free energy barrier. Whenever a…

Statistical Mechanics · Physics 2019-11-22 David Hartich , Aljaz Godec

First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…

Statistical Mechanics · Physics 2025-08-05 Tommer D. Keidar , Shlomi Reuveni

The first passage time (FPT) is a generic measure that quantifies when a random quantity reaches a specific state. We consider the FTP distribution in nonlinear stochastic biochemical networks, where obtaining exact solutions of the…

Molecular Networks · Quantitative Biology 2024-09-05 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

Analysis of PDEs · Mathematics 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

The mean first passage time (MFPT) is a key metric for understanding transport, search, and escape processes in stochastic systems. While well characterized for passive Brownian particles, its behavior in active systems-such as active…

Soft Condensed Matter · Physics 2025-10-22 Sarafa A. Iyaniwura , Zhiwei Peng

We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum…

Statistical Mechanics · Physics 2026-01-12 Paul Menczel , Christian Flindt , Fredrik Brange , Franco Nori , Clemens Gneiting

Relatively general techniques for computing mean first-passage time (MFPT) of random walks on networks with a specific property are very useful, since a universal method for calculating MFPT on general graphs is not available because of…

Statistical Mechanics · Physics 2010-10-01 Yuan Lin , Bin Wu , Zhongzhi Zhang

The first-passage time (FPT) of a stochastic signal to a threshold is a fundamental observable across physics, biology, and finance. While renewal shot noise is a canonical model for such signals, analytical results for its FPT have…

Statistical Mechanics · Physics 2026-02-24 Julien Brémont

A class of algorithms in discrete space and continuous time for Brownian first passage time estimation is considered. A simple algorithm is derived that yields exact mean first passage times (MFPT) for linear potentials in one dimension,…

Statistical Mechanics · Physics 2009-09-29 Artur B. Adib

Using the crystallization transition in a Lennard-Jones fluid as example, we show that mean first-passage time based methods may underestimate the reaction rates. We trace the reason of this deficiency back to the non-Markovian character of…

Soft Condensed Matter · Physics 2017-10-06 S. Jungblut , C. Dellago

We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…

Numerical Analysis · Mathematics 2019-11-20 Sarafa Iyaniwura , Tony Wong , Michael J. Ward , Colin B. Macdonald

Thermally activated escape of an over-damped particle from a metastable well under the action of a time-ramped force is studied. We express the mean first passage time (MFPT) as the solution to a partial differential equation, which we…

Statistical Mechanics · Physics 2009-10-31 Julian Shillcock , Udo Seifert

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…

Statistical Mechanics · Physics 2013-05-30 Thiago G. Mattos , Carlos Mejía-Monasterio , Ralf Metzler , Gleb S. Oshanin

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…

Statistical Mechanics · Physics 2025-11-24 Vishwajeet Kumar , Ohad Shpielberg , Arnab Pal