Related papers: First-Hitting Location Laws as Boundary Observable…
We show that propagation speeds in invasion processes modeled by reaction-diffusion systems are determined by marginal spectral stability conditions, as predicted by the marginal stability conjecture. This conjecture was recently settled in…
This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…
How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…
Physics-guided approaches offer a promising path toward accurate and generalisable impact identification in composite structures, especially when experimental data are sparse. This paper presents a hybrid framework for impact localisation…
Laplace's first law of errors, which states that the frequency of an error can be represented as an exponential function of the error magnitude, was overlooked for many decades but was recently shown to describe the statistical behavior of…
First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…
We present analytical results for the distribution of first hitting times of random walks (RWs) on random regular graphs (RRGs) of degree $c \ge 3$ and a finite size $N$. Starting from a random initial node at time $t=1$, at each time step…
We study an inverse first-hitting problem for a one-dimensional, time-homogeneous diffusion $X(t)$ reflected between two boundaries $a$ and $b,$ which starts from a random position $\eta.$ Let $a \le S \le b$ be a given threshold, such that…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
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…
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…
The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These…
We investigate the dynamics of a one-dimensional asymmetric exclusion process with Langmuir kinetics and a fluctuating wall. At the left boundary, particles are injected onto the lattice; from there, the particles hop to the right. Along…
This paper models the classical diffusion of a main particle through a heatbath by means of a pre-limit microscopic representation of its drifted momentum and energy transfers at collision times. The collision point linear interpolated path…
The concept of random walk, in which particles or waves undergo multiple collisions with the microscopic constituents of a surrounding medium, is central to understanding diffusive transport across many research areas. However, this…
We study the first-passage-time (FPT) properties of active Brownian particles to reach an absorbing wall in two dimensions. Employing a perturbation approach we obtain exact analytical predictions for the survival and FPT distributions for…
We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…
First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…
Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…