Related papers: Mean escape time over a fluctuating barrier
We describe the random motion of a particle immersed in a thermally fluctuating medium and harmonically trapped at a certain distance from a wall. The medium, modeled by a Gaussian field with a tunable correlation length $\xi$, is linearly…
The escape rate of a Brownian particle over a potential barrier is accurately described by the Kramers theory. A quantitative theory explicitly taking the activity of Brownian particles into account has been lacking due to the inherently…
Tunneling time, time needed for a quantum particle to tunnel through a potential energy barrier, can be measured by a duration marker. One such marker is spin reorientation due to Larmor precession. With a weak magnetic field in $z$…
This paper addresses the quantitative verification of constrained occupation time in stochastic discrete-time systems, focusing on the probability of visiting a target set at least $k$ times while maintaining safety. Such cumulative…
In this paper we study approximations for boundary crossing probabilities for the moving sums of i.i.d. normal random variables. We propose approximating a discrete time problem with a continuous time problem allowing us to apply developed…
In this paper, the tunnelling of a particle through a potential barrier is investigated in the presence of a time-dependent perturbation. The latter is attributed to the process of the energy measurement of the scattered particle. The…
We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…
There are many ways of establishing upper bounds on fluctuations of random variables, but there is no systematic approach for lower bounds. As a result, lower bounds are unknown in many important problems. This paper introduces a general…
We calculate the sample-to-sample fluctuations in the excitation gap of a chaotic dynamical system coupled by a narrow lead to a superconductor. Quantum fluctuations on the order of magnitude of the level spacing, predicted by random-matrix…
The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…
The dynamics of mechanical systems such as turbomachinery with multiple blades are often modeled by arrays of periodically driven coupled nonlinear oscillators. It is known that such systems may have multiple stable vibrational modes, and…
The escape of particles through a narrow absorbing gate in confined domains is a abundant phenomenon in various systems in physics, chemistry and molecular biophysics. We consider the narrow escape problem in a cellular flow when the two…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
We develop an alternative approach to this field, which was to a large extent developed by Verbeure et al. It is meant to complement their approach, which is largely based on a non-commutative central limit theorem and coordinate space…
The fluctuations and correlations of matrix elements of cross sections are investigated in open systems that are chaotic in the classical limit. The form of the correlation functions is discussed within a statistical analysis and tested in…
Thermally activated escape of an over-damped particle from a metastable well under the action of a time-ramped force is studied. We express the mean first passage time (MFPT) as the solution to a partial differential equation, which we…
We establish a fluctuation-correlation theorem by relating the quantum fluctuations in the generator of the parameter change to the time integral of the quantum correlation function between the projection operator and force operator of the…
We consider the weakly asymmetric simple exclusion process on a ring, driven out of equilibrium by tilting the dynamics so as to enforce a macroscopic current of particles on a large time interval. In this current-biased dynamics, the tilt…
We identify a fundamental phenomenon of heterogeneous one dimensional random walks: the escape (traversal) time is maximized when the heterogeneity in transition probabilities forms a pyramid-like potential barrier. This barrier corresponds…
We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered L\'evy fluctuations, which are solutions of nonlocal elliptic equations. Firstly, we construct a new numerical scheme…