Related papers: Escape from a metastable well under a time-ramped …
We analyze the nonlinear Helmholtz oscillator in the presence of fractional damping, a characteristic feature in several physical situations. In our specific scenario, as well as in the non-fractional case, for large enough excitation…
We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion, by escape probability and mean residence time. We then…
Many problems in finance require the information on the first passage time (FPT) of a stochastic process. Mathematically, such problems are often reduced to the evaluation of the probability density of the time for such a process to cross a…
The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…
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…
We consider the mean first passage time (MFPT) for a diffusive particle in a potential landscape with the extra condition that the particle is reset to its original position with some rate r. We study non-smooth and non-convex potentials…
The kinetics of two (2D) and three (3D) dimensional diffusion-assisted escaping of Brownian particles from a potential well in the presence of an external force is analyzed in detail. The kinetics is studied within the two-state model (TSM)…
First passage time (FPT) theory is often used to estimate timescales in cellular and molecular biology. While the overwhelming majority of studies have focused on the time it takes a given single Brownian searcher to reach a target,…
Thermally activated escape over a potential barrier in the presence of periodic driving is considered. By means of novel time-dependent path-integral methods we derive asymptotically exact weak-noise expressions for both the instantaneous…
The mean first exit (passage) time characterizes the average time of a stochastic process never leaving a fixed region in the state space, while the escape probability describes the likelihood of a transition from one region to another for…
This paper focuses on the escape problem of a harmonically-forced classical particle from a purely-quartic truncated potential well. The latter corresponds to various engineering systems that involve purely cubic restoring force and absence…
The concept of a mean first passage time is used to study the time lapse over which a fissioning system may emit light particles. The influence of the "transient" and "saddle to scission times" on this emission are critically examined. It…
This paper considers the two-dimensional narrow escape problem in a domain which is composed of a relatively big head and several thin necks. The narrow escape problem is to compute the mean first passage time(MFPT) of a Brownian particle…
Resonant activation and noise-enhanced stability were observed in an underdamped real physical system, i.e., Josephson tunnel junctions. With a weak sinusoidal driving force applied, the thermal activated escape from a potential well…
We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…
We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…
We consider the motion of a particle in a force field subjected to adiabatic, fluctuations of external origin. We do not put the restriction on the type of stochastic process that the noise is Gaussian. Based on a method developed earlier…
We study the escape rate of a particle in a metastable potential in presence of a dissipative bath coupled to the momentum of the particle. Using the semiclassical bounce technique, we find that this rate is exponentially enhanced. In…
In the barrier escape problem, a random searcher starting at the energy minima tries to escape the barrier under the effect of thermal fluctuations. If the random searcher is subject to successive restarts at the bottom of the well, then…
The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…