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General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…

Statistical Mechanics · Physics 2025-05-13 V. V. Ryazanov

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…

Analysis of PDEs · Mathematics 2020-04-22 Leo Dostal , Navaratnam Sri Namachchivaya

We investigate the full functional form of the first passage time density (FPTD) of a tracer particle in a single-file diffusion (SFD) system whose population is: (i) homogeneous, i.e., all particles having the same diffusion constant and…

Biological Physics · Physics 2012-05-10 Lloyd P. Sanders , Tobias Ambjornsson

The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…

Statistical Mechanics · Physics 2015-06-05 S. Hwang , D. -S. Lee , B. Kahng

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin

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

We consider a one-dimensional Brownian motion with diffusion coefficient $D$ in the presence of $n$ partially absorbing traps with intensity $\beta$, separated by a distance $L$ and evenly spaced around the initial position of the particle.…

Statistical Mechanics · Physics 2022-11-28 Gaia Pozzoli , Benjamin De Bruyne

An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME). The approach is an extension of the totally absorbing boundary approach given for…

Statistical Mechanics · Physics 2020-01-15 Babak Shotorban

We study the statistics of first passage times (FPTs) of trajectory observables in both classical and quantum Markov processes. We consider specifically the FPTs of counting observables, that is, the times to reach a certain threshold of a…

Statistical Mechanics · Physics 2024-05-17 George Bakewell-Smith , Federico Girotti , Mădălin Guţă , Juan P. Garrahan

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

We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…

Statistical Mechanics · Physics 2023-01-11 Ivan Pompa-Garcia , Rodrigo Castilla , Ralf Metzler , Leonardo Dagdug

We study the kinetics of protein folding via statistical energy landscape theory. We concentrate on the local-connectivity case, where the configurational changes can only occur among neighboring states, with the folding progress described…

Soft Condensed Matter · Physics 2009-11-07 Chi-Lun Lee , George Stell , Jin Wang

Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…

Statistical Mechanics · Physics 2022-11-24 Przemyslaw Chelminiak

It has long been appreciated that transport properties can control reaction kinetics. This effect can be characterized by the time it takes a diffusing molecule to reach a target -- the first-passage time (FPT). Although essential to…

Statistical Mechanics · Physics 2015-05-19 O. Bénichou , C. Chevalier , J. Klafter , B. Meyer , R. Voituriez

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

We provide an exact formula for the mean first-passage time (MFPT) to a target at the origin for a single particle diffusing on a $d$-dimensional hypercubic {\em lattice} starting from a fixed initial position $\vec R_0$ and resetting to…

Statistical Mechanics · Physics 2026-04-30 Alexander K. Hartmann , Satya N. Majumdar

Many events in biology are triggered when a diffusing searcher finds a target, which is called a first passage time (FPT). The overwhelming majority of FPT studies have analyzed the time it takes a single searcher to find a target. However,…

Probability · Mathematics 2020-10-23 Sean D Lawley

Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…

Data Analysis, Statistics and Probability · Physics 2009-11-11 T. Verechtchaguina , I. M. Sokolov , L. Schimansky-Geier

Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…

Statistical Mechanics · Physics 2007-05-23 Sanjib Sabhapandit

We study the dynamics of protein folding via statistical energy-landscape theory. In particular, we concentrate on the local-connectivity case with the folding progress described by the fraction of native conformations. We obtain…

Soft Condensed Matter · Physics 2007-05-23 Chi-Lun Lee , Chien-Ting Lin , George Stell , Jin Wang