Related papers: First-passage time to capture for diffusion in a 3…
As a basic dynamic feature on complex networks, the property of random walk has received a lot of attention in recent years. In this paper, we first studied the analytical expression of the mean global first passage time (MGFPT) on the…
The time instant -- the first-passage time (FPT) -- when a diffusive particle (e.g., a ligand such as oxygen or a signalling protein) for the first time reaches an immobile target located on the surface of a bounded three-dimensional domain…
For random walks on networks (graphs), it is a theoretical challenge to explicitly determine the mean first-passage time (MFPT) between two nodes averaged over all pairs. In this paper, we study the MFPT of random walks in the famous…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
The regular hyperbranched polymers (RHPs), also known as Vicsek fractals, are an important family of hyperbranched structures which have attracted a wide spread attention during the past several years. In this paper, we study the…
We study the similarities and differences between different models concerning subdiffusion. More particularly, we calculate first passage time (FPT) distributions for subdiffusion, derived from Greens' functions of nonlinear equations…
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…
We show that for a subdiffusive continuous time random walk with scale-free waiting time distribution the first-passage dynamics on a finite interval can be optimised by introduction of a piecewise linear potential barrier. Analytical…
We study the thermal escape problem in the moderate-to-high and high damping regime of a system with a parabolic barrier. We present a formula that matches our numerical results accounting for finite barrier effects, and compare it with…
We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction…
We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can…
We develop a high order asymptotic expansion for the mean first passage time (MFPT) of the capture of Brownian particles by a small elliptical trap in a bounded two dimensional region. This new result describes the effect that trap…
The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in…
We discuss the first passage time problem in the semi-infinite interval, for homogeneous stochastic Markov processes with L{\'e}vy stable jump length distributions $\lambda(x)\sim\ell^{\alpha}/|x|^{1+\alpha}$ ($|x|\gg\ell$), namely,…
Diffusion with an incorporated resetting mechanism provides a reference framework for modeling a wide range of natural phenomena. Within this framework, the optimal resetting rate is a key quantity that arises from the optimization of the…
We formulate a dynamical model for microtubules interacting with a catastrophe-inducing boundary. In this model microtubules are either waiting to be nucleated, actively growing or shrinking, or stalled at the boundary. We first determine…
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…
Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first…
First passage in a stochastic process may be influenced by the presence of an external confining potential, as well as "stochastic resetting" in which the process is repeatedly reset back to its initial position. Here we study the interplay…
Resetting is a strategy for boosting the speed of a target-searching process. Since its introduction over a decade ago, most studies have been carried out under the assumption that resetting takes place instantaneously. However, due to its…