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As known, the commonly-utilized ways to determine mean first-passage time $\overline{\mathcal{F}}$ for random walk on networks are mainly based on Laplacian spectra. However, methods of this type can become prohibitively complicated and…

Probability · Mathematics 2021-11-18 Fei Ma , Ping Wang

An efficient and accurate iterative scheme for the computation of the mean first passage times (MFPTs) of ergodic Markov chains has been presented. Firstly, the computation problem of MFPTs is transformed into a set of linear equations. It…

Numerical Analysis · Mathematics 2018-08-14 Yaming Chen

We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…

Statistical Mechanics · Physics 2007-10-16 A. Kamińska , T. Srokowski

We derive an approximate but fully explicit formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape in a general elongated domain in the plane. Our approximation combines conformal mapping, boundary…

Statistical Mechanics · Physics 2021-10-14 Denis S. Grebenkov , Alexei T. Skvortsov

In this paper, we study random walks on a small-world scale-free network, also called as pseudofractal scale-free web (PSFW), and analyze the volatilities of first passage time (FPT) and first return time (FRT) by using the variance and the…

Statistical Mechanics · Physics 2016-04-21 Junhao Peng

The family of Vicsek fractals is one of the most important and frequently-studied regular fractal classes, and it is of considerable interest to understand the dynamical processes on this treelike fractal family. In this paper, we…

Statistical Mechanics · Physics 2010-03-19 Zhongzhi Zhang , Bin Wu , Hongjuan Zhang , Shuigeng Zhou , Jihong Guan , Zhigang Wang

We consider a continuous-time random walk model with finite-mean waiting-times and we study the mean first-passage time (MFPT) as estimated by an observer in a reference frame $\mathcal{S}$, that is co-moving with a target, and by an…

Statistical Mechanics · Physics 2023-06-14 Marcus Dahlenburg , Gianni Pagnini

We study diffusion with a bias towards a target node in networks. This problem is relevant to efficient routing strategies in emerging communication networks like optical networks. Bias is represented by a probability $p$ of the…

Physics and Society · Physics 2013-08-05 Loukas Skarpalezos , Aristotelis Kittas , Panos Argyrakis , Reuven Cohen , Shlomo Havlin

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 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…

Statistical Mechanics · Physics 2020-07-29 Q. Liu , R. Yin , K. Ziegler , E. Barkai

We introduce a general approach for the study of the collective dynamics of non-interacting random walkers on connected networks. We analyze the movement of $R$ independent (Markovian) walkers, each defined by its own transition matrix. By…

Statistical Mechanics · Physics 2021-04-20 Alejandro P. Riascos , David P. Sanders

A lot of previous work showed that the sectional mean first-passage time (SMFPT), i.e., the average of mean first-passage time (MFPT) for random walks to a given hub node (node with maximum degree) averaged over all starting points in…

Statistical Mechanics · Physics 2011-05-04 Zhongzhi Zhang , Shuyang Gao

A large and sparse random graph with independent exponentially distributed link weights can be used to model the propagation of messages or diseases in a network with an unknown connectivity structure. In this article we study an extended…

Probability · Mathematics 2019-08-06 Lasse Leskelä , Hoa Ngo

General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…

Statistical Mechanics · Physics 2025-05-13 V. V. Ryazanov

We compute the mean first passage time (MFPT) for a Brownian particle inside a two-dimensional disk with reflective boundaries and a small interior trap that is rotating at a constant angular velocity. The inherent symmetry of the problem…

Mathematical Physics · Physics 2014-11-18 Justin C. Tzou , Theodore Kolokolnikov

In this paper, we consider the random walk process on a kind of fractal (or transfractal) scale free networks, which also called as $(u,v)$ flowers, and we focus on the global first passage time (GFPT) and first return time (FRT). Here, we…

Statistical Mechanics · Physics 2016-10-27 Junhao Peng

Random walks constitute a fundamental mechanism for a large set of dynamics taking place on networks. In this article, we study random walks on weighted networks with an arbitrary degree distribution, where the weight of an edge between two…

Statistical Mechanics · Physics 2013-01-17 Zhongzhi Zhang , Tong Shan , Guanrong Chen

We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…

Statistical Mechanics · Physics 2018-12-17 Mucong Ding , Kwok Yip Szeto

A vast variety of real-life networks display the ubiquitous presence of scale-free phenomenon and small-world effect, both of which play a significant role in the dynamical processes running on networks. Although various dynamical processes…

Physics and Society · Physics 2009-07-19 Zhongzhi Zhang , Shuigeng Zhou , Wenlei Xie , Lichao Chen , Yuan Lin , Jihong Guan

We propose local-biased random walks on general networks where a Markovian walker can choose between different types of biases in each node to define transitions to its neighbors depending on their degrees. For this ergodic dynamics, we…

Statistical Mechanics · Physics 2022-04-27 Christopher Sebastian Hidalgo Calva , Alejandro P. Riascos