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Related papers: Mean First Passage Times for Transport Equations

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We study a one-dimensional run-and-tumble particle (RTP), which is a prototypical model for active system, moving within an arbitrary external potential. Using backward Fokker-Planck equations, we derive the differential equation satisfied…

Statistical Mechanics · Physics 2025-01-27 Mathis Guéneau , Satya N. Majumdar , Gregory Schehr

We calculate the mean shape of transition paths and first-passage paths based on the one-dimensional Fokker-Planck equation in an arbitrary free energy landscape including a general inhomogeneous diffusivity profile. The transition path…

Biological Physics · Physics 2015-12-11 Won Kyu Kim , Roland R. Netz

Many biological, social, and communication systems can be modeled by ``searchers'' moving through a complex network. For example, intracellular cargo is transported on tubular networks, news and rumors spread through online social networks,…

Probability · Mathematics 2021-01-04 Sean D Lawley

The kinetics of a variety of transport-controlled processes can be reduced to the problem of determining the mean time needed to arrive at a given location for the first time, the so called mean first passage time (MFPT) problem. The…

Statistical Mechanics · Physics 2015-06-11 Aljaz Godec , Ralf Metzler

We consider a continuous-time random walk model with finite-mean waiting-times and we study the mean first-passage time (MFPT) as estimated by an observer in a reference frame $\mathcal{S}$, that is co-moving with a target, and by an…

Statistical Mechanics · Physics 2023-06-14 Marcus Dahlenburg , Gianni Pagnini

The first passage time (FPT) distribution for random walk in complex networks is calculated through an asymptotic analysis. For network with size $N$ and short relaxation time $\tau\ll N$, the computed mean first passage time (MFPT), which…

Statistical Mechanics · Physics 2013-01-29 Hon Wai Lau , Kwok Yip Szeto

We investigate random walks on complex networks and derive an exact expression for the mean first passage time (MFPT) between two nodes. We introduce for each node the random walk centrality $C$, which is the ratio between its coordination…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Heiko Rieger

We perform an in-depth study for mean first-passage time (MFPT)---a primary quantity for random walks with numerous applications---of maximal-entropy random walks (MERW) performed in complex networks. For MERW in a general network, we…

Statistical Mechanics · Physics 2014-06-17 Yuan Lin , Zhongzhi Zhang

The two-dimensional backward Fokker-Planck equation is used to calculate the mean first-passage times (MFPTs) of the magnetic moment of a nanoparticle driven by a rotating magnetic field. It is shown that a magnetic field that is rapidly…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , K. Sakmann , P. Talkner , P. Hänggi

First passage times (FPTs) are often used to study timescales in physical, chemical, and biological processes. FPTs generically describe the time it takes a random "searcher" to find a "target." In many systems, the important timescale is…

Statistical Mechanics · Physics 2023-10-04 Sean D Lawley

We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position,…

Statistical Mechanics · Physics 2015-05-14 V. Tejedor , O. Bénichou , R. Voituriez

We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory…

Statistical Mechanics · Physics 2013-05-06 T. G. Mattos , C. Mejía-Monasterio , R. Metzler , G. Oshanin , G. Schehr

The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…

Probability · Mathematics 2020-03-13 Sean D Lawley

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

The First Passage Time (FPT) is the time taken for a stochastic process to reach a desired threshold. In this letter we address the FPT of the stochastic measurement current in the case of continuously measured quantum systems. Our approach…

Quantum Physics · Physics 2024-08-08 Michael J. Kewming , Anthony Kiely , Steve Campbell , Gabriel T. Landi

Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known…

Statistical Mechanics · Physics 2022-01-14 Jason Gilbert , Alexei Cheviakov

For random walks on networks (graphs), it is a theoretical challenge to explicitly determine the mean first-passage time (MFPT) between two nodes averaged over all pairs. In this paper, we study the MFPT of random walks in the famous…

Statistical Mechanics · Physics 2009-10-27 Zhongzhi Zhang , Yuan Lin , Shuigeng Zhou , Bin Wu , Jihong Guan

We revise the classical problem of characterizing first exit times of a harmonically trapped particle whose motion is described by one- or multi-dimensional Ornstein-Uhlenbeck process. We start by recalling the main derivation steps of a…

Mathematical Physics · Physics 2025-06-24 D. S. Grebenkov

The explicit determinations of the mean first-passage time (MFPT) for trapping problem are limited to some simple structure, e.g., regular lattices and regular geometrical fractals, and determining MFPT for random walks on other media,…

Statistical Mechanics · Physics 2009-03-05 Zhongzhi Zhang , Yi Qi , Shuigeng Zhou , Wenlei Xie , Jihong Guan

In this work we propose a novel method to calculate mean first-passage times (MFPTs) for random walks on graphs, based on a dimensionality reduction technique for Markov State Models, known as local-equilibrium (LE). We show that for a…

Statistical Mechanics · Physics 2022-03-09 Yanik-Pascal Förster , Luca Gamberi , Evan Tzanis , Pierpaolo Vivo , Alessia Annibale