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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

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

We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…

Statistical Mechanics · Physics 2026-01-26 Hyun-Myung Chun , Euijoon Kwon , Hyunggyu Park , Jae Sung Lee

The fluctuation theorems have remained one of the cornerstones in the study of systems that are driven far out of equilibrium, and they provide strong constraints on the fraction of trajectories that behave atypically in light of the second…

Statistical Mechanics · Physics 2015-06-05 Sourabh Lahiri , A. M. Jayannavar

The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…

Machine Learning · Computer Science 2021-09-29 Manhyung Han , Jeonghyeok Park , Taewoong Lee , Jung Hoon Han

Fluctuation dissipation theorems connect the linear response of a physical system to a perturbation to the steady-state correlation functions. Until now, most of these theorems have been derived for finite-dimensional systems. However, many…

Statistical Mechanics · Physics 2019-08-22 Mohammad Mehboudi , Juan. M. R. Parrondo , Antonio Acin

The mean first passage time~(MFPT) of random walks is a key quantity characterizing dynamic processes on disordered media. In a random fractal embedded in the Euclidean space, the MFPT is known to obey the power law scaling with the…

Statistical Mechanics · Physics 2023-12-07 Hyun-Myung Chun , Sungmin Hwang , Byungnam Kahng , Heiko Rieger , Jae Dong Noh

For transport processes in geometrically restricted domains, the mean first-passage time (MFPT) admits a general scaling dependence on space parameters for diffusion, anomalous diffusion, and diffusion in disordered or fractal media. For…

Statistical Mechanics · Physics 2015-06-05 Eric Akkermans , Olivier Benichou , Gerald Dunne , Alexander Teplyaev , Raphael Voituriez

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…

Quantum Physics · Physics 2018-05-28 Mohammad Mehboudi , Anna Sanpera , Juan M. R. Parrondo

Density-functional perturbation theory (DFPT) is nowadays the method of choice for the accurate computation of linear and non-linear response properties of materials from first principles. A notable advantage of DFPT over alternative…

Materials Science · Physics 2019-06-19 Miquel Royo , Massimiliano Stengel

We derive an approximate but fully explicit formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape in a general elongated domain in the plane. Our approximation combines conformal mapping, boundary…

Statistical Mechanics · Physics 2021-10-14 Denis S. Grebenkov , Alexei T. Skvortsov

We consider a quantum system driven out of equilibrium via a small Hamiltonian perturbation. Building on the paradigmatic framework of linear response theory (LRT), we derive an expression for the full generating function of the dissipated…

Quantum Physics · Physics 2024-08-28 Giacomo Guarnieri , Jens Eisert , Harry J. D. Miller

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

In this paper, we consider the problem of mean first-passage time (MFPT) in quantum mechanics; the MFPT is the average time of the transition from a given initial state, passing through some intermediate states, to a given final state for…

Statistical Mechanics · Physics 2015-06-11 Rong-Tao Qiu , Wu-Sheng Dai , Mi Xie

The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…

Statistical Mechanics · Physics 2018-01-30 Adrián A. Budini , Manuel O. Cáceres

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 article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…

Statistical Mechanics · Physics 2024-12-30 Massimiliano Giona , Giuseppe Procopio , Chiara Pezzotti

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

First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…

Statistical Mechanics · Physics 2022-08-30 Hanshuang Chen , Guofeng Li , Feng Huang