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We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…

Statistical Mechanics · Physics 2015-09-30 M. Ohzeki , A. Ichiki

Activity significantly enhances the escape rate of a Brownian particle over a potential barrier. Whereas constant activity has been extensively studied in the past, little is known about the effect of time-dependent activity on the escape…

Soft Condensed Matter · Physics 2019-07-10 A. Scacchi , J. M. Brader , A. Sharma

Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…

Statistical Mechanics · Physics 2024-05-06 Alessandro Vezzani , Raffaella Burioni

These notes are based on the lectures that I gave (virtually) at the Bruneck Summer School in 2021 on first-passage processes and some applications of the basic theory. I begin by defining what is a first-passage process and presenting the…

Statistical Mechanics · Physics 2025-01-14 S. Redner

We investigate the short-time dynamics of a delta-function potential barrier on an initially confined wave-packet. There are mainly two conclusions: A) At short times the probability density of the first particles that passed through the…

Quantum Physics · Physics 2007-05-23 Er'el Granot , Avi Marchewka

In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…

Methodology · Statistics 2022-01-26 Roufeh Asghari , Amin Hassan Zadeh

The study of relational events, which are interactions occurring between actors over time, has gained significant traction recently. Traditional relational event models typically focus on modelling the occurrence and sequence of events…

Social and Information Networks · Computer Science 2026-02-25 Rumana Lakdawala , Roger Leenders , Peter Ejbye-Ernst , Joris Mulder

We consider the mean first passage time of a random walker moving in a potential landscape on a finite interval, starting and end points being at different potentials. From analytical calculations and Monte Carlo simulations we demonstrate…

Statistical Mechanics · Physics 2015-06-04 Vladimir V. Palyulin , Ralf Metzler

This article is aimed at studying the effects of the dimensional crossover (DC) on physical properties of condensed systems near phase transition and critical points. Here we consider the following problems: (1) the theoretical provisions…

Soft Condensed Matter · Physics 2025-09-24 O. V. Chalyi , E. V. Zaitseva

We show that the reaction-diffusion process 3A -> 4A, 3A -> 2A exhibits a different type of continuous phase transition from an active into an absorbing phase. Because of the upper critical dimension d_c = 4/3 we expect the phase transition…

Statistical Mechanics · Physics 2009-11-07 Kwangho Park , Haye Hinrichsen , In-mook Kim

We investigate statistics of dynamical exchange events in coarse--grained models of supercooled liquids in spatial dimensions $d=1$, 2, and 3. The models, based upon the concept of dynamical facilitation, capture generic features of…

Statistical Mechanics · Physics 2007-05-23 YounJoon Jung , Juan P. Garrahan , David Chandler

I give an overview of rare event simulation techniques to generate dynamical pathways across high free energy barriers. The methods on which I will concentrate are the reactive flux approach, transition path sampling, (replica-exchange)…

Statistical Mechanics · Physics 2015-03-17 Titus S. van Erp

We use a one-dimensional two layer model with a semi-permeable membrane to study the diffusion of a therapeutic drug delivered from a drug-eluting stent (DES). The rate of drug transfer from the stent coating to the arterial wall is…

Statistical Mechanics · Physics 2018-06-13 Shaked Regev , Oded Farago

Fission transients describe the fission rate as it evolves towards the quasistationary value given by Kramers' formula. The nature of fission transients is dependent on the assumed initial distribution of the compound nuclei along the…

Nuclear Theory · Physics 2007-05-23 R. J. Charity

The dynamics near the top of a potential barrier is studied in the temperature region where quantum effects become important. The time evolution of the density matrix of a system that deviates initially from equilibrium in the vicinity of…

chem-ph · Physics 2009-10-28 Joachim Ankerhold , Hermann Grabert

Spatiotemporal complexity is induced in a two dimensional nonlinear disordered lattice through the modulational instability of an initially weakly perturbed excitation. In the course of evolution we observe the formation of transient as…

Adaptation and Self-Organizing Systems · Physics 2015-06-04 A. Maluckov , N. Lazarides , G. P. Tsironis , Lj. Hadzievski

In some settings involving recurrent events, the occurrence of one event may produce a temporary increase in the event intensity; we refer to this phenomenon as a transient carryover effect. This paper provides models and tests for…

Applications · Statistics 2013-01-14 Candemir Çiğşar , Jerald F. Lawless

For both Levy flight and Levy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given…

Statistical Mechanics · Physics 2019-10-15 V. V. Palyulin , G. Blackburn , M. A. Lomholt , N. W. Watkins , R. Metzler , R. Klages , A. V. Chechkin

Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…

Data Analysis, Statistics and Probability · Physics 2023-06-28 Jacob D. Baxley , David R. Lambert , Mauro Bologna , Bruce J. West , Paolo Grigolini

We investigate the role of relaxation mechanisms in the driven response of elastic disordered interfaces in finite dimensions, focusing on the interplay between dimensionality and interaction range. Through extensive numerical simulations,…

Disordered Systems and Neural Networks · Physics 2025-08-14 Giuseppe Petrillo , Eduardo Jagla , Eugenio Lippiello , Alberto Rosso
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