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We provide an explicit formula for the global mean first-passage time (GMFPT) for random walks in a general graph with a perfect trap fixed at an arbitrary node, where GMFPT is the average of mean first-passage time to the trap over all…

Statistical Mechanics · Physics 2012-09-28 Yuan Lin , Alafate Julaiti , Zhongzhi Zhang

A one-dimensional run-and-tumble particle (RTP) switches randomly between a left and right moving state of constant speed $v$. This type of motion arises in a wide range of applications in cell biology, including the unbiased growth and…

Statistical Mechanics · Physics 2021-02-23 Paul C Bressloff

We study the mean first passage time (MFPT) to an absorbing target of a one-dimensional Brownian particle subject to an external potential $v(x)$ in a finite domain. We focus on the cases in which the external potential is confining, of the…

Statistical Mechanics · Physics 2022-07-14 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar

A common scenario in a variety of biological systems is that multiple particles are searching in parallel for an immobile target located in a bounded domain, and the fastest among them that arrives to the target first triggers a given…

Statistical Mechanics · Physics 2025-07-15 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

For a given Markov process $X$ and survival function $\overline{H}$ on $\mathbb{R}^+$, the inverse first-passage time problem (IFPT) is to find a barrier function $b:\mathbb{R}^+\to[-\infty,+\infty]$ such that the survival function of the…

Probability · Mathematics 2015-09-10 M. H. A. Davis , M. R. Pistorius

The first-passage time (FPT) is a fundamental concept in stochastic processes, representing the time it takes for a process to reach a specified threshold for the first time. Often, considering a time-dependent threshold is essential for…

Probability · Mathematics 2024-12-23 Devika Khurana , Sascha Desmettre , Evelyn Buckwar

Photon transport through turbid media has typically been modeled through diffusion or telegraph equations. These models describe behavior of the average, or typical, photon with remarkable accuracy, however, we show here that they fail to…

Optics · Physics 2025-02-27 Aileen N. Carroll-Godfrey , Eric I. Corwin

In the recent literature, the g-subdiffusion equation involving Caputo fractional derivatives with respect to another function has been studied in relation to anomalous diffusions with a continuous transition between different subdiffusive…

Statistical Mechanics · Physics 2023-02-01 L. Angelani , R. Garra

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 consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…

Statistical Mechanics · Physics 2025-06-19 Pascal Grange , Linglong Yuan

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

Statistical Mechanics · Physics 2024-09-04 Alain Mazzolo

We study a generalization of the standard trapping problem of random walk theory in which particles move subdiffusively on a one-dimensional lattice. We consider the cases in which the lattice is filled with a one-sided and a two-sided…

Statistical Mechanics · Physics 2007-05-23 S. B. Yuste , L. Acedo

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…

Statistical Mechanics · Physics 2019-04-01 Arnab Pal , V. V. Prasad

We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…

Statistical Mechanics · Physics 2026-02-18 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

The Schr\"odinger integral-equation approach for calculating the classical first-passage time (C-fpt) probability density is extended to the case of quantum first-passage time (Q-fpt). Using this extension, we have calculated analytically…

Quantum Physics · Physics 2013-06-10 Ranjith V. , N. Kumar

We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…

Statistical Mechanics · Physics 2015-05-27 Vincent Tejedor , Olivier Bénichou , Ralf Metzler , Raphael Voituriez

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

Active matter concerns the self-organization of energy consuming elements such as motile bacteria or self-propelled colloids. A canonical example is an active Brownian particle (ABP) that moves at constant speed while its direction of…

Statistical Mechanics · Physics 2023-06-21 Paul C Bressloff

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…

Probability · Mathematics 2026-01-14 Angelos Dassios , Luting Li

We investigate the survival probability of a particle diffusing between two parallel reflecting planes toward a periodic array of absorbing pillars. We approximate the periodic cell of this system by a cylindrical tube containing a single…

Statistical Mechanics · Physics 2023-10-03 Denis S. Grebenkov , Alexei T. Skvortsov