Related papers: Mean First Passage Times for Transport Equations
Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…
Biological events are often initiated when a random "searcher" finds a "target," which is called a first passage time (FPT). In some biological systems involving multiple searchers, an important timescale is the time it takes the slowest…
The transport properties of discrete-time random walks on ring networks with deterministic shortcuts are investigated through analytical and numerical methods. The network consists of a periodic chain where each node is connected to its…
An ensemble of trajectories with dynamical activity and first-passage time (FPT) is considered in the context of the thermodynamics of trajectories. The relationship between the average FPT and the total change in entropy is determined,…
The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
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…
Anomalous random walks having long-range jumps are a critical branch of dynamical processes on networks, which can model a number of search and transport processes. However, traditional measurements based on mean first passage time are not…
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…
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…
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…
Recent works have explored the properties of L\'evy flights with resetting in one-dimensional domains and have reported the existence of phase transitions in the phase space of parameters which minimizes the Mean First Passage Time (MFPT)…
We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…
We study the random walk problem on a deterministic scale-free network, in the presence of a set of static, identical targets; due to the strong inhomogeneity of the underlying structure the mean first-passage time (MFPT), meant as a…
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,…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
The family of Vicsek fractals is one of the most important and frequently-studied regular fractal classes, and it is of considerable interest to understand the dynamical processes on this treelike fractal family. In this paper, we…
A new mechanism for efficiently solving the Markov decision processes (MDPs) is proposed in this paper. We introduce the notion of reachability landscape where we use the Mean First Passage Time (MFPT) as a means to characterize the…
We present an analytical approximation scheme for the first passage time distribution on a finite interval of a random walker on a random forcing energy landscape. The approximation scheme captures the behavior of the distribution over all…