Related papers: Rapid state-recrossing kinetics in non-Markovian s…
We consider the problem of estimating the mean entropy production rate in a nonequilibrium process from the measurements of first-passage quantities associated with a single current. For first-passage processes with large thresholds, Refs.…
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,…
Graphs are commonly used to model various complex systems, including social networks, power grids, transportation networks, and biological systems. In many applications, the connectivity of these networks can be expressed through the Mean…
We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…
A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…
We provide an explicit formula for the global mean first-passage time (GMFPT) for random walks in a general graph with a perfect trap fixed at an arbitrary node, where GMFPT is the average of mean first-passage time to the trap over all…
Resonant activation is an effect of a noise-induced escape over a modulated potential barrier. The modulation of a energy landscape facilitates the escape kinetics and makes it optimal as measured by the mean first passage time. A canonical…
A survey of a variety of computational procedures for finding the mean first passage times in Markov chains is presented. The author recently developed a new accurate computational technique, an Extended GTH Procedure, Hunter (Special…
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…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…
The recrossing correction to the transition state theory estimate of a thermal rate can be difficult to calculate when the energy barrier is flat. This problem arises, for example, in polymer escape if the polymer is long enough to stretch…
We put forward a novel approach to study the evolution of an arbitrary open quantum system under a resetting process. Using the framework of renewal equations, we find a universal behavior for the mean first return time that goes beyond…
To overcome some limits of classical neuronal models, we propose a Markovian generalization of the classical model based on Jacobi processes by introducing downwards jumps to describe the activity of a single neuron. The statistical…
The determination of the mean first passage time (MFPT) for a Brownian particle in a bounded 2-D domain containing small absorbing traps is a fundamental problem with biophysical applications. The average MFPT is the expected capture time…
The weighted ensemble (WE) simulation strategy provides unbiased sampling of non-equilibrium processes, such as molecular folding or binding, but the extraction of rate constants relies on characterizing steady state behavior.…
We derive a thermodynamic uncertainty relation (TUR) for first-passage times (FPTs) on continuous time Markov chains. The TUR utilizes the entropy production coming from bidirectional transitions, and the net flux coming from unidirectional…
We derive an approximate formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape inside an elongated domain of a slowly varying axisymmetric profile. For this purpose, the original Poisson equation in…
Many problems in finance require the information on the first passage time (FPT) of a stochastic process. Mathematically, such problems are often reduced to the evaluation of the probability density of the time for such a process to cross a…
Confined nanoscale spaces, electric fields and tunneling currents make the molecular electronic junction an experimental device for the discovery of new, out-of-equilibrium chemical reactions. Reaction-rate theory for current-activated…