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We derive an analytical expression for the transition path time (TPT) distribution for a one-dimensional particle crossing a parabolic barrier. The solution is expressed in terms of the eigenfunctions and eigenvalues of the associated…

Statistical Mechanics · Physics 2018-12-10 Michele Caraglio , Stefanie Put , Enrico Carlon , Carlo Vanderzande

We report some additional examples of explicit solutions to an inverse first-passage place problem for one-dimensional diffusions with jumps, introduced in a previous paper. If $X(t)$ is a one-dimensional diffusion with jumps, starting from…

Probability · Mathematics 2021-04-22 Mario Abundo

We calculate the survival probability P_S(t) up to time t of a tracer particle moving along a deterministic trajectory in a continuous d-dimensional space in the presence of diffusing but mutually noninteracting traps. In particular, for a…

Statistical Mechanics · Physics 2009-11-10 Satya N. Majumdar , Alan J. Bray

We investigate theoretically and experimentally the first passage-time properties of a spherical Brownian particle that is harmonically trapped at thermal equilibrium in a fluid at constant temperature. By using the overdamped version of…

Statistical Mechanics · Physics 2026-05-26 Brandon R. Ferrer , Juan Ruben Gomez-Solano

We demonstrate that the source to target mean first passage time (MFPT) is approximately given by the potential difference of an electrostatic problem which shows that the MFPT scales like the resistance between the target and a distant…

Statistical Mechanics · Physics 2009-09-21 Anthony P. Roberts , Christophe P. Haynes

We consider the survival probability of a particle in the presence of a finite number of diffusing traps in one dimension. Since the general solution for this quantity is not known when the number of traps is greater than two, we devise a…

Statistical Mechanics · Physics 2009-11-07 R. A. Blythe , A. J. Bray

The kinetics of a variety of transport-controlled processes can be reduced to the problem of determining the mean time needed to arrive at a given location for the first time, the so called mean first passage time (MFPT) problem. The…

Statistical Mechanics · Physics 2015-06-11 Aljaz Godec , Ralf Metzler

We investigate the average time for the earliest particle to hit a spherical absorber when a homogeneous gas of freely diffusing particles with density $\rho$ and diffusivity $D$ is prepared in a deterministic state and is initially…

Statistical Mechanics · Physics 2015-04-30 S. Redner , Baruch Meerson

We study the mean first passage time of a one-dimensional active fluctuating membrane that is stochastically returned to the same flat initial condition at a finite rate. We start with a Fokker Planck equation to describe the evolution of…

Statistical Mechanics · Physics 2023-05-03 Tapas Singha

A class of algorithms in discrete space and continuous time for Brownian first passage time estimation is considered. A simple algorithm is derived that yields exact mean first passage times (MFPT) for linear potentials in one dimension,…

Statistical Mechanics · Physics 2009-09-29 Artur B. Adib

We correct a previously erroneous calculation [Phys. Rev. E 62, 6065 (2000)] of the mean first passage time of a subdiffusive process to reach either end of a finite interval in one dimension. The mean first passage time is in fact…

Statistical Mechanics · Physics 2007-05-23 S. B. Yuste , Katja Lindenberg

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

Statistical Mechanics · Physics 2022-08-22 V. V. Ryazanov

We introduce a perturbative method to calculate all moments of the first-passage time distribution in stochastic one-dimensional processes which are subject to both white and coloured noise. This class of non-Markovian processes is at the…

Statistical Mechanics · Physics 2021-02-12 Benjamin Walter , Gunnar Pruessner , Guillaume Salbreux

We derive a thermodynamic uncertainty relation (TUR) for first-passage times (FPTs) on continuous time Markov chains. The TUR utilizes the entropy production coming from bidirectional transitions, and the net flux coming from unidirectional…

Statistical Mechanics · Physics 2021-08-11 Arnab Pal , Shlomi Reuveni , Saar Rahav

In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…

Probability · Mathematics 2016-09-30 Noufel Frikha , Arturo Kohatsu-Higa , Libo Li

We analyze the diffusion of charged and neutral tracers suspended in an electrolyte embedded in a channel of varying cross-section. Making use of systematic approximations, the diffusion equation governing the motion of tracers is mapped…

Soft Condensed Matter · Physics 2016-02-17 Paolo Malgaretti , Ignacio Pagonabarraga , Miguel J Rubi

We present a master equation approach to the \emph{narrow escape time} (NET) problem, i.e. the time needed for a particle contained in a confining domain with a single narrow opening, to exit the domain for the first time. We introduce a…

Statistical Mechanics · Physics 2015-06-05 Félix Rojo , Horacio S. Wio , Carlos E. Budde

In this chapter, we review our recent work on first passage time (FPT) problems for absorption by a target whose interface is semipermeable. For pedagogical reasons, we focus on a single Brownian particle searching for a single target in a…

Statistical Mechanics · Physics 2023-11-01 Paul C Bressloff

In biochemical reaction networks, the first passage time (FPT) of a reaction quantifies the time it takes for the reaction to first occur, from the initial state. While the mean FPT historically served as a summary metric, a far more…

Molecular Networks · Quantitative Biology 2025-03-07 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

Consider first passage percolation on $\mathbb{Z}^d$ with passage times given by i.i.d. random variables with common distribution $F$. Let $t_\pi(u,v)$ be the time from $u$ to $v$ for a path $\pi$ and $t(u,v)$ the minimal time among all…

Probability · Mathematics 2013-12-30 Enrique D. Andjel , Maria Eulalia Vares