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First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…

Statistical Mechanics · Physics 2026-04-06 Maria R. D'Orsogna , Alan E. Lindsay , Thomas Hillen

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

Anomalous subdiffusion characterizes transport in diverse physical systems and is especially prevalent inside biological cells. In cell biology, the prevailing model for chemical activation rates has recently changed from the first passage…

Probability · Mathematics 2020-10-26 Sean D Lawley

We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…

Statistical Mechanics · Physics 2023-03-20 Gennaro Tucci , Andrea Gambassi , Satya N. Majumdar , Gregory Schehr

We determine the survival probability and first-passage time (FPT) to capture for a harmonically trapped particle, diffusing outside an absorbing spherical boundary by directly solving the differential equation for the survival probability.…

Mathematical Physics · Physics 2025-06-18 Tianyu Yuan , Ivan Surovtsev , Megan C. King , Simon G. J. Mochrie

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

Statistical Mechanics · Physics 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

We consider one dimensional diffusive search strategies subjected to external potentials. The location of a single target is drawn from a given probability density function (PDF) $f_G(x)$ and is fixed for each stochastic realization of the…

Statistical Mechanics · Physics 2017-04-07 Łukasz Kuśmierz , Martin Bier , Ewa Gudowska-Nowak

We consider the mean first passage time (MFPT) for a diffusive particle in a potential landscape with the extra condition that the particle is reset to its original position with some rate r. We study non-smooth and non-convex potentials…

Statistical Mechanics · Physics 2025-09-16 Johannes Aspman , Daniel Mastropietro , Jakub Marecek

We investigate the translocation of a single stranded DNA through a pore which fluctuates between two conformations, using coupled master equations. The probability density function of the first passage times (FPT) of the translocation…

Statistical Mechanics · Physics 2007-05-23 O. Flomenbom , J. Klafter

Random search for one or more targets in a bounded domain occurs widely in nature, with examples ranging from animal foraging to the transport of vesicles within cells. Most theoretical studies take a searcher-centric viewpoint, focusing on…

Statistical Mechanics · Physics 2021-01-13 Paul C Bressloff

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

We investigate a class of diffusion-controlled reactions that are initiated at the time instance when a prescribed number $K$ among $N$ particles independently diffusing in a solvent are simultaneously bound to a target region. In the…

Chemical Physics · Physics 2023-10-17 Denis S. Grebenkov , Aanjaneya Kumar

The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…

Mathematical Physics · Physics 2021-09-15 Vaibhava Srivastava , Alexei Cheviakov

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

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…

Statistical Mechanics · Physics 2026-04-16 Wancheng Li , Daniel S. Han

Motivated by recent single molecule studies of proteins sliding on a DNA molecule, we explore the targeting dynamics of N particles ("proteins") sliding diffusively along a line ("DNA") in search of their target site (specific target…

Statistical Mechanics · Physics 2009-11-11 Igor M. Sokolov , Ralf Metzler , Kiran Pant , Mark C. Williams

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

The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article we generalise this system and…

Statistical Mechanics · Physics 2015-06-18 Robin Forsling , Lloyd Sanders , Tobias Ambjörnsson , Ludvig Lizana

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 survey recent results on first-passage processes in unbounded cones and their applications to ordering of particles undergoing Brownian motion in one dimension. We first discuss the survival probability S(t) that a diffusing particle, in…

Statistical Mechanics · Physics 2013-06-14 E. Ben-Naim , P. L. Krapivsky