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We demonstrate that the source to target mean first passage time (MFPT) is approximately given by the potential difference of an electrostatic problem which shows that the MFPT scales like the resistance between the target and a distant…

Statistical Mechanics · Physics 2009-09-21 Anthony P. Roberts , Christophe P. Haynes

We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov

We study the dynamics of one-dimensional active particles confined in a double-well potential, focusing on the escape properties of the system, such as the mean escape time from a well. We first consider a single-particle both in near and…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini , Fabio Cecconi , Umberto Marini Bettolo Marconi

The mean first-passage time (MFPT) for a Brownian particle to surmount a potential barrier of height $\Delta U$ is a fundamental quantity governing a wide array of physical and chemical processes. According to the Arrhenius Law, the MFPT…

Statistical Mechanics · Physics 2025-11-24 Vishwajeet Kumar , Ohad Shpielberg , Arnab Pal

The paper considers a process of escape of classical particle from a one-dimensional potential well by virtue of an external harmonic forcing. We address a particular model of the infinite-range potential well that allows independent…

Classical Physics · Physics 2017-09-28 O. V. Gendelman

We discuss activated escape from a metastable state of a system driven by a time-periodic force. We show that the escape probabilities can be changed very strongly even by a comparatively weak force. In a broad parameter range, the…

Statistical Mechanics · Physics 2009-11-07 M. I. Dykman , B. Golding , L. I. McCann , V. N. Smelyanskiy , D. G. Luchinsky , R. Mannella , P. V. E. McClintock

The mean first passage time (MFPT) is a key metric for understanding transport, search, and escape processes in stochastic systems. While well characterized for passive Brownian particles, its behavior in active systems-such as active…

Soft Condensed Matter · Physics 2025-10-22 Sarafa A. Iyaniwura , Zhiwei Peng

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

The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…

Statistical Mechanics · Physics 2016-09-26 Aljaz Godec , Ralf Metzler

We study the noise-driven escape of active Brownian particles (ABPs) and run-and-tumble particles (RTPs) from confining potentials. In the small noise limit, we provide an exact expression for the escape rate in term of a variational…

Soft Condensed Matter · Physics 2019-07-03 Eric Woillez , Yongfeng Zhao , Yariv Kafri , Vivien Lecomte , Julien Tailleur

We investigate the Kramers escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well…

We derive an approximate formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape inside an elongated domain of a slowly varying axisymmetric profile. For this purpose, the original Poisson equation in…

Chemical Physics · Physics 2022-05-06 Denis S. Grebenkov , Alexei T. Skvortsov

The ``first passage-time'' (FPT) problem is an important problem with a wide range of applications in mathematics, physics, biology and finance. Mathematically, such a problem can be reduced to estimating the probability of a (stochastic)…

Computational Engineering, Finance, and Science · Computer Science 2025-10-20 Di Zhang , Roderick V. N. Melnik

Single file systems are simplified models to study effectively one-dimensional physical systems. Here we compute analytically the complete first exit time statistics for an ideal overdamped single file with absorbing boundary conditions.…

Statistical Mechanics · Physics 2022-05-06 Alessio Lapolla

We present an analytic study for subdiffusive escape of overdamped particles out of a cusp-shaped parabolic potential well which are driven by thermal, fractional Gaussian noise with a $1/\omega^{1-\alpha}$ power spectrum. This…

Statistical Mechanics · Physics 2011-11-09 I. Goychuk , P. Hanggi

We present an analytical method of calculating the mean first-passage times (MFPTs) for the magnetic moment of a uniaxial nanoparticle which is driven by a rapidly rotating, circularly polarized magnetic field and interacts with a heat…

Statistical Mechanics · Physics 2016-08-14 S. I. Denisov , K. Sakmann , P. Talkner , P. Hänggi

We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…

Superconductivity · Physics 2009-10-31 D. A. Gorokhov , G. Blatter

The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…

chao-dyn · Physics 2008-02-03 Robert S. Maier , D. L. Stein

The mean first passage time (MFPT) for a Brownian particle to reach a small target in cellular microdomains is a key parameter for chemical activation. Although asymptotic estimations of the MFPT are available for various geometries, these…

Neurons and Cognition · Quantitative Biology 2015-03-19 Juergen Reingruber , David Holcman

The problem of thermally activated escape over a potential barrier is solved by means of path integrals for one-dimensional reaction dynamics with very general time dependences. For a suitably chosen but still quite simple static potential…

Statistical Mechanics · Physics 2009-09-09 Sebastian Getfert , Peter Reimann