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Polymer translocation across a corrugated channel is a paradigmatic stochastic process encountered in diverse systems. The instance of time when a polymer first arrives to some prescribed location defines an important characteristic time…

Soft Condensed Matter · Physics 2019-01-30 Paolo Malgaretti , Gleb Oshanin

It is considered the integrated process $X(t)= x + \int _0^t Y(s) ds ,$ where $Y(t)$ is a Gauss-Markov process starting from $y.$ The first-passage time (FPT) of $X$ through a constant boundary and the first-exit time of $X$ from an…

Probability · Mathematics 2017-03-02 Mario Abundo

We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

Probability · Mathematics 2007-08-28 A. N. Downes , K. Borovkov

We study the coherence of transport of an overdamped Brownian particle in frictional ratchet system in the presence of external Gaussian white noise fluctuations. The analytical expressions for the particle velocity and diffusion…

Statistical Mechanics · Physics 2009-11-11 Raishma Krishnan , Debasis Dan , A. M. Jayannavar

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

We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…

Statistical Mechanics · Physics 2025-06-19 Pascal Grange , Linglong Yuan

We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…

Statistical Mechanics · Physics 2007-05-23 Jorge A. Revelli , Carlos. E. Budde , Horacio S. Wio

We analyze the influence of classical Gaussian noise on Landau-Zener transitions during a two-level crossing in a time-dependent regular external field. Transition probabilities and coherence factors become random due to the noise. We…

Statistical Mechanics · Physics 2009-11-10 V. L. Pokrovsky , S. Scheidl

We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…

Statistical Mechanics · Physics 2025-12-09 Yonathan Sarmiento , Benjamin Walter , Debraj Das , Samvit Mahapatra , Édgar Roldán , Rosemary J. Harris

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

For transport processes in geometrically restricted domains, the mean first-passage time (MFPT) admits a general scaling dependence on space parameters for diffusion, anomalous diffusion, and diffusion in disordered or fractal media. For…

Statistical Mechanics · Physics 2015-06-05 Eric Akkermans , Olivier Benichou , Gerald Dunne , Alexander Teplyaev , Raphael Voituriez

The aim of the paper is to understand how the inclusion of more and more time-scales into a stochastic stationary Markovian process affects its conditional probability. To this end, we consider two Gaussian processes: (i) a short-range…

Statistical Mechanics · Physics 2010-12-08 Salvatore Miccichè

The constructive role of non-Gaussian random fluctuations is studied in the context of the passage over the dichotomously switching potential barrier. Our attention focuses on the interplay of the effects of independent sources of…

Statistical Mechanics · Physics 2009-11-11 Bartlomiej Dybiec , Ewa Gudowska-Nowak

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

In quantum transport through nanoscale devices, fluctuations arise from various sources: the discreteness of charge carriers, the statistical non-equilibrium that is required for device operation, and unavoidable quantum uncertainty. As…

Mesoscale and Nanoscale Physics · Physics 2019-09-04 Samuel L. Rudge , Daniel S. Kosov

The efficiency of the future devices for quantum information processing is limited mostly by the finite decoherence rates of the qubits. Recently a substantial progress was achieved in enhancing the time, which a solid-state qubit…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 J Bergli , Y M Galperin , B L Altshuler

Nonlinear complex network-coupled systems typically have multiple stable equilibrium states. Following perturbations or due to ambient noise, the system is pushed away from its initial equilibrium and, depending on the direction and the…

Adaptation and Self-Organizing Systems · Physics 2023-06-08 Melvyn Tyloo

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

Random perturbations and noise can excite instabilities in population systems that result in large fluctuations. An interesting example involves class B lasers, where the dynamics is determined by the number of carriers and photons in a…

Optics · Physics 2024-12-23 Jason Hindes , Ira B. Schwartz

We explore the motion of a classical particle in a symmetric potential with non-Gaussian skewed white noise. We show analytically and numerically that the presence of nonzero odd moments leads to a macroscopic current. For a noise with a…

Condensed Matter · Physics 2007-05-23 Rangan Lahiri
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