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First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…

Statistical Mechanics · Physics 2021-06-01 Ofek Lauber Bonomo , Arnab Pal

We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…

Statistical Mechanics · Physics 2020-08-19 Michael Wilkinson , Marc Pradas , Gerhard Kling

In a very long Gaussian polymer on time scales shorter that the maximal relaxation time, the mean squared distance travelled by a tagged monomer grows as ~t^{1/2}. We analyze such sub-diffusive behavior in the presence of one or two…

Statistical Mechanics · Physics 2011-11-10 Yacov Kantor , Mehran Kardar

Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…

Probability · Mathematics 2025-07-11 Sascha Desmettre , Devika Khurana , Amira Meddah

Diffusion with an incorporated resetting mechanism provides a reference framework for modeling a wide range of natural phenomena. Within this framework, the optimal resetting rate is a key quantity that arises from the optimization of the…

Statistical Mechanics · Physics 2026-05-12 Pedro Julián-Salgado , Pavel Castro-Villarreal , Leonardo Dagdug , Denis Boyer

We calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall.…

Soft Condensed Matter · Physics 2009-09-30 Nicholas A. Licata , Stephan W. Grill

We present general methods to exactly calculate mean-first passage quantities on self-similar networks defined recursively. In particular, we calculate the mean first-passage time and the splitting probabilities associated to a source and…

Statistical Mechanics · Physics 2015-06-04 B. Meyer , E. Agliari , O. Bénichou , R. Voituriez

Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…

Statistical Mechanics · Physics 2010-05-04 Nickolay Korabel , Eli Barkai

First passage under restart has recently emerged as a conceptual framework suitable for the description of a wide range of phenomena, but the endless variety of ways in which restart mechanisms and first passage processes mix and match…

Statistical Mechanics · Physics 2017-01-25 Arnab Pal , Shlomi Reuveni

The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…

Statistical Mechanics · Physics 2025-12-24 Talia Baravi , Eli Barkai

Consider a network embedded in the 2D plane, where a particle diffuses along the edges of the network. It is clear that over short length scales a particle moves along a single edge and thus undergoes one-dimensional diffusion. However, on…

Statistical Mechanics · Physics 2021-08-23 D. B. Wilson , C. H. L. Beentjes

The first passage time (FPT) distribution for random walk in complex networks is calculated through an asymptotic analysis. For network with size $N$ and short relaxation time $\tau\ll N$, the computed mean first passage time (MFPT), which…

Statistical Mechanics · Physics 2013-01-29 Hon Wai Lau , Kwok Yip Szeto

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

We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…

Probability · Mathematics 2018-04-12 Mario Abundo , Maria Beatrice Scioscia Santoro

The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…

Probability · Mathematics 2019-12-10 Sean D Lawley

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

Statistical Mechanics · Physics 2009-11-10 Tonguç Rador , Sencer Taneri

This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the…

Computational Finance · Quantitative Finance 2014-06-18 Chuancun Yin , Yuzhen Wen , Zhaojun Zong , Ying Shen

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…

Statistical Mechanics · Physics 2025-08-05 Tommer D. Keidar , Shlomi Reuveni

We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…

Statistical Mechanics · Physics 2015-05-27 Vincent Tejedor , Olivier Bénichou , Ralf Metzler , Raphael Voituriez
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