Related papers: Accelerated first-passage dynamics in a non-Markov…
We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…
In this paper, we are concerned with a class of conservative systems including asymmetric exclusion processes and zero-range processes as examples, where some particles are initially placed on $N$ positions. A particle jumps from a position…
Employing a recently developed approach to dynamically emergent quantum thermodynamics, we revisit the thermodynamic behavior of the quantum Otto cycle with a focus on memory effects and strong system-bath couplings. Our investigation is…
We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for…
Active matter systems are driven out of equilibrium at the level of individual constituents. One widely studied class are systems of athermal particles that move under the combined influence of interparticle interactions and…
We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…
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…
A fluctuating interfacial profile in one dimension is studied via Langevin simulations of the Edwards-Wilkinson equation with non-conserved noise and the Mullins-Herring equation with conserved noise. The profile is subject to either…
We derive general bounds on the probability that the empirical first-passage time $\overline{\tau}_n\equiv \sum_{i=1}^n\tau_i/n$ of a reversible ergodic Markov process inferred from a sample of $n$ independent realizations deviates from the…
We present an inference scheme of long timescale, non-exponential kinetics from Molecular Dynamics simulations accelerated by stochastic resetting. Standard simulations provide valuable insight into chemical processes but are limited to…
We investigate the fluctuations of the time elapsed until the electric charge transferred through a conductor reaches a given threshold value. For this purpose, we measure the distribution of the first-passage times for the net number of…
The response of a noisy integrate-and-fire neuron with reset to periodic input is investigated. We numerically obtain the first-passage-time density of the pertaining Ornstein-Uhlenbeck process and show how the power spectral density of the…
We investigate a singular-optimal stopping stochastic control problem driven by self-exciting dynamics governed by a Hawkes process. In the continuous-time setting, we show that the optimization problem reduces to solving a variational…
Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…
We consider a sequence of fractional Ornstein-Uhlenbeck processes, that are defined as solutions of a family of stochastic Volterra equations with kernel given by the Riesz derivative kernel, and leading coefficients given by a sequence of…
We show that memory, in the form of underdamped angular dynamics, is a crucial ingredient for the collective properties of self-propelled particles. Using Vicsek-style models with an Ornstein-Uhlenbeck process acting on angular velocity, we…
Waves and oscillations are commonly observed in the dynamics of self-driven agents such as pedestrians or vehicles. Interestingly, many factors may perturb the stability of space homogeneous streaming, leading to the spontaneous formation…
Imagine you walk in a plane. You move by making a step of a certain length per time interval in a chosen direction. Repeating this process by randomly sampling step length and turning angle defines a two-dimensional random walk in what we…
We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum…
Adaptive physical and biological systems continually process fluctuating information from their environments. When the environment is nonstationary, inference itself becomes a nonequilibrium process with thermodynamic cost. We analyse a…