Related papers: First-passage time to capture for diffusion in a 3…
This study investigates the first passage time (FPT) properties of particles with a broad class of positive stochastic diffusion coefficients (DCs), representing diffusion in heterogeneous environments or of particles with conformational…
Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…
Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known…
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…
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…
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…
The first-passage time (FPT), i.e., the moment when a stochastic process reaches a given threshold value for the first time, is a fundamental mathematical concept with immediate applications. In particular, it quantifies the statistics of…
We revise the classical problem of characterizing first exit times of a harmonically trapped particle whose motion is described by one- or multi-dimensional Ornstein-Uhlenbeck process. We start by recalling the main derivation steps of a…
We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…
The explicit determinations of the mean first-passage time (MFPT) for trapping problem are limited to some simple structure, e.g., regular lattices and regular geometrical fractals, and determining MFPT for random walks on other media,…
We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…
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…
We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…
We investigate the long-time behavior of the survival probability of a tagged particle in a single-file diffusion in a finite interval. The boundary conditions are of two types: 1) one boundary is absorbing the second is reflecting, 2) both…
We study a one-dimensional run-and-tumble particle (RTP), which is a prototypical model for active system, moving within an arbitrary external potential. Using backward Fokker-Planck equations, we derive the differential equation satisfied…
We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…
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…
Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT)…
First passage time (FPT) theory is often used to estimate timescales in cellular and molecular biology. While the overwhelming majority of studies have focused on the time it takes a given single Brownian searcher to reach a target,…
Thermally activated escape of an over-damped particle from a metastable well under the action of a time-ramped force is studied. We express the mean first passage time (MFPT) as the solution to a partial differential equation, which we…