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Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

Probability · Mathematics 2007-05-23 Denis S. Grebenkov

We address continuous-time quantum walks on graphs in the presence of time- and space-dependent noise. Noise is modeled as generalized dynamical percolation, i.e. classical time-dependent fluctuations affecting the tunneling amplitudes of…

Quantum Physics · Physics 2019-01-10 Claudia Benedetti , Matteo A. C. Rossi , Matteo G. A. Paris

The role of classical noise in quantum walks (QW) on integers is investigated in the form of discrete dichotomic random variable affecting its reshuffling matrix parametrized as a SU2)/U(1) coset element. Analysis in terms of quantum…

Quantum Physics · Physics 2015-06-05 D. Ellinas , A. J. Bracken , I. Smyrnakis

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

Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…

Probability · Mathematics 2023-01-09 Samuel Herrmann , Nicolas Massin

Subdiffusive motion of tracer particles in complex crowded environments, such as biological cells, has been shown to be widepsread. This deviation from brownian motion is usually characterized by a sublinear time dependence of the mean…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , V. Tejedor , R. Voituriez , O. Benichou , J. Klafter

The Ornstein-Uhlenbeck process of diffusion in the harmonic potential is re-examined in the context of the first-passage time problem. We investigate this problem to the extent that it has not yet been fully resolved and demonstrate exact…

General Physics · Physics 2025-07-10 Przemyslaw Chelminiak

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 consider the quantum first detection problem for a particle evolving on a graph under repeated projective measurements with fixed rate $1/\tau$. A general formula for the mean first detected transition time is obtained for a quantum walk…

Statistical Mechanics · Physics 2020-07-29 Q. Liu , R. Yin , K. Ziegler , E. Barkai

We investigate the transition from quantum to classical mechanics using a one-dimensional free particle model. In the classical analysis, we consider the initial positions and velocities of the particle drawn from Gaussian distributions.…

Quantum Physics · Physics 2024-05-30 E. Aldo Arroyo

We consider the motion of a quantum particle whose position is measured in random places at random moments in time. We show that a freely moving particle measured in this way undergoes superdiffusion, while a charged particle moving in a…

Disordered Systems and Neural Networks · Physics 2025-07-10 V. Gurarie

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…

Statistical Mechanics · Physics 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

How long a stochastic process survives before leaving a domain depends not only on its intrinsic dynamics but also on how it is observed. Classical first-passage theory assumes continuous monitoring with absorbing boundaries…

Mathematical Physics · Physics 2025-10-14 Lars Fritz

In this paper we are interested to model quantum signal by statistical signal processing methods. The Gaussian distribution has been considered for the input quantum signal as Gaussian state have been proven to a type of important robust…

Quantum Physics · Physics 2023-02-17 Mouli Chakraborty , Harun Siljak , Indrakshi Dey , Nicola Marchetti

In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…

Statistical Mechanics · Physics 2015-11-25 Eugenio Urdapilleta

The Bohmian formulation of quantum mechanics is used in order to describe the measurement process in an intuitive way without a reduction postulate in the framework of a deterministic single system theory. Thereby the motion of the hidden…

Quantum Physics · Physics 2007-05-23 H. Geiger , G. Obermair , Ch. Helm

One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…

Chaotic Dynamics · Physics 2009-11-10 Fabio Cecconi , Massimo Cencini , Massimo Falcioni , Angelo Vulpiani

We study the transport of many partially distinguishable and possibly interacting particles under the action of repeated projective measurements on a target space and investigate how the particles' interference affects the mean first…

Quantum Physics · Physics 2023-05-10 Christoph Dittel , Niklas Neubrand , Felix Thiel , Andreas Buchleitner

Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in…

Statistical Mechanics · Physics 2020-01-29 Ralf Metzler

A quantum mechanical theory is developed for the statistics of momentum transferred to the lattice by conduction electrons. Results for the electromechanical noise power in the semiclassical diffusive transport regime agree with a recent…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 M. Kindermann , C. W. J. Beenakker