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How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , O. Benichou , V. Tejedor , R. Voituriez , J. Klafter

We consider a run-and-tumble particle (RTP) in one dimension, subjected to a telegraphic noise with a constant rate $\gamma$, and in the presence of an external confining potential $V(x) = \alpha |x|^p$ with $p \geq 1$. We compute the mean…

Statistical Mechanics · Physics 2024-03-25 Mathis Guéneau , Satya N. Majumdar , Gregory Schehr

In various models and systems involving the escape of periodically forced particle from the potential well, a common pattern is observed. Namely, the minimal forcing amplitude required for the escape exhibits sharp minimum for the…

Chaotic Dynamics · Physics 2018-12-31 O. V. Gendelman , G. Karmi

We study the decay of general initial states out of a metastable potential well in quantum mechanics. We provide a closed-form expression for the probability current that tunnels through the barrier in terms of the resonant states into…

Quantum Physics · Physics 2026-05-07 Oliver Janssen , Matthew Kleban , Cameron Norton

The explicit determinations of the mean first-passage time (MFPT) for trapping problem are limited to some simple structure, e.g., regular lattices and regular geometrical fractals, and determining MFPT for random walks on other media,…

Statistical Mechanics · Physics 2009-03-05 Zhongzhi Zhang , Yi Qi , Shuigeng Zhou , Wenlei Xie , Jihong Guan

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

We provide a complete solution of the problems of the probability distribution and the escape rate in Poisson-noise driven systems. It includes both the exponents and the prefactors. The analysis refers to an overdamped particle in a…

Statistical Mechanics · Physics 2015-05-18 M. I. Dykman

Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…

Probability · Mathematics 2025-03-04 Pierre Monmarché

In principle, the generalized master equation can be used to efficiently compute the macroscopic first passage time (FPT) distribution of a complex stochastic system from short-term microscopic simulation data. However, computing its…

Computational Physics · Physics 2007-05-23 David Shalloway

We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…

Statistical Mechanics · Physics 2009-11-07 E. K. Lenzi , C. Anteneodo , L. Borland

The rate of escape of an ideal bead-spring polymer in a symmetric double-well potential is calculated using transition state theory (TST) and the results compared with direct dynamical simulations. The minimum energy path of the transitions…

Soft Condensed Matter · Physics 2015-05-25 Harri Mökkönen , Timo Ikonen , Tapio Ala-Nissila , Hannes Jónsson

The first-passage time (FPT), i.e., the moment when a stochastic process reaches a given threshold value for the first time, is a fundamental mathematical concept with immediate applications. In particular, it quantifies the statistics of…

Subcellular Processes · Quantitative Biology 2018-12-05 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

Events in mesoscopic systems often take place at first-passage times, as is for instance the case for a colloidal particle that escapes a metastable state. An interesting question is how much work an external agent has done on a particle…

Statistical Mechanics · Physics 2020-02-05 Izaak Neri

We investigate two coupled properties of Levy stable random motions: The first passage times (FPTs) and the first passage leapovers (FPLs). While, in general, the FPT problem has been studied quite extensively, the FPL problem has hardly…

Soft Condensed Matter · Physics 2008-12-08 T. Koren , A. V. Chechkin , J. Klafter

For random walks on networks (graphs), it is a theoretical challenge to explicitly determine the mean first-passage time (MFPT) between two nodes averaged over all pairs. In this paper, we study the MFPT of random walks in the famous…

Statistical Mechanics · Physics 2009-10-27 Zhongzhi Zhang , Yuan Lin , Shuigeng Zhou , Bin Wu , Jihong Guan

Characteristic features of tunneling times for dissipative tunneling of a particle through a rectangular barrier are studied within a semiclassical model involving dissipation in the form of a velocity dependent frictional force. The…

Quantum Physics · Physics 2017-05-15 N. G. Kelkar , D. Lozano Gómez , Edgar J. Patiño

Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known…

Statistical Mechanics · Physics 2022-01-14 Jason Gilbert , Alexei Cheviakov

The rate of noise-induced escape from a metastable state of a periodically modulated overdamped system is found for an arbitrary modulation amplitude $A$. The instantaneous escape rate displays peaks that vary with the modulation from…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 M. I. Dykman , D. Ryvkine

The dynamics of active particles is of interest at many levels and is the focus of theoretical and experimental research. There have been many attempts to describe the dynamics of particles affected by random active forces in terms of an…

Statistical Mechanics · Physics 2020-01-08 Dan Wexler , Nir S. Gov , Kim Ø. Rasmussen , Golan Bel

We revise the classical problem of characterizing first exit times of a harmonically trapped particle whose motion is described by one- or multi-dimensional Ornstein-Uhlenbeck process. We start by recalling the main derivation steps of a…

Mathematical Physics · Physics 2025-06-24 D. S. Grebenkov