Related papers: First Passage Time Statistics For Systems Driven b…
Fractional Gaussian noise (fGn) is a self-similar stochastic process used to model anti-persistent or persistent dependency structures in observed time series. Properties of the autocovariance function of fGn are characterised by the Hurst…
We consider first passage percolation (FPP) with passage times generated by a general class of models with long-range correlations on $\mathbb{Z}^d$, $d\geq 2$, including discrete Gaussian free fields, Ginzburg-Landau $\nabla \phi$…
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
We consider first-passage percolation on the class of "high-dimensional" graphs that can be written as an iterated Cartesian product $G\square G \square \dots \square G$ of some base graph $G$ as the number of factors tends to infinity. We…
In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…
We consider the long-time behavior of systems close to a system with a smooth first integral. Under certain assumptions, the limiting behavior, to some extent, turns out to be universal: it is determined by the first integral, the…
We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…
The decoherence of a qubit due to a classical non-Gaussian noise with correlation time longer than the decoherence time is discussed for arbitrary working points of the qubit. A method is developed that allows an exact formula for the phase…
We study the properties of chaos in the motions of a spinning test particle in Schwarzschild spacetime. We characterize the chaos using the power spectrum of the time series of $z$ components of the particle's position. It is found that the…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
We investigate a tight binding quantum walk on a graph. Repeated stroboscopic measurements of the position of the particle yield a measured "trajectory", and a combination of classical and quantum mechanical properties for the walk are…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…
In a growing number of strongly disordered and dense systems, the dynamics of a particle pulled by an external force field exhibits super-diffusion. In the context of glass forming systems, super cooled glasses and contamination spreading…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
Fluctuations play a central role in many fields of physics, from quantum electrodynamics to statistical mechanics. In active matter physics, most models focus on thermal fluctuations due to a surrounding solvent. An alternative but much…
We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…
Fluctuations affect nanoporous transport in complex and intricate ways, making optimization of signal-to-noise in artificial designs challenging. Here we focus on the simplest nanopore system, where non-interacting particles diffuse through…
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…