Related papers: Escape from a metastable well under a time-ramped …
A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…
Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…
The narrow escape problem deals with the calculation of the mean escape time (MET) of a Brownian particle from a bounded domain through a small hole on the domain's boundary. Here we develop a formalism that allows us to evaluate the…
The effect of an external force on the kinetics of diffusion-assisted escaping of Brownian particles from a potential well is analyzed in detail. The analysis is made within the two-state model of the process which is known to be valid in…
With nontrivial entropy production, first passage process is one of the most common nonequilibrium process in stochastic thermodynamics. Using one dimensional birth and death precess as a model framework, approximated expressions of mean…
Path integral techniques are used to understand the behaviour of a particle moving in a bistable potential well and acted upon by quasi-monochromatic external noise. In the limit of small diffusion coefficient, a steepest descent evaluation…
An ensemble of trajectories with dynamical activity and first-passage time (FPT) is considered in the context of the thermodynamics of trajectories. The relationship between the average FPT and the total change in entropy is determined,…
The main purpose of this paper is to study both the underdamped and the overdamped dynamics of the nonlinear Helmholtz oscillator with a fractional order damping. For that purpose, we use the Grunwald-Letnikov fractional derivative…
First passage times (FPTs) are often used to study timescales in physical, chemical, and biological processes. FPTs generically describe the time it takes a random "searcher" to find a "target." In many systems, the important timescale is…
A common scenario in a variety of biological systems is that multiple particles are searching in parallel for an immobile target located in a bounded domain, and the fastest among them that arrives to the target first triggers a given…
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…
The Ornstein-Uhlenbeck process of diffusion in the harmonic potential is re-examined in the context of the first-passage time problem. We investigate this problem to the extent that it has not yet been fully resolved and demonstrate exact…
We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…
Escape from a potential well occurs in a wide variety of physical systems from chemical reactions to ship capsize. In these situations escape often occurs by passage over a normally hyperbolic submanifold (NHS). This paper describes the…
The First Passage Time (FPT) is the time taken for a stochastic process to reach a desired threshold. In this letter we address the FPT of the stochastic measurement current in the case of continuously measured quantum systems. Our approach…
Single-molecule force spectroscopy experiments, as well as a number of other physical systems, are governed by thermally activated transitions out of a metastable state under the action of a steadily increasing external force. The main…
The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…
For transport processes in geometrically restricted domains, the mean first-passage time (MFPT) admits a general scaling dependence on space parameters for diffusion, anomalous diffusion, and diffusion in disordered or fractal media. For…
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…
All real physical processes, including of the first-passage time, occur with a change in entropy. This circumstance is not taken into account when studying the first-passage time, but is illustrated in this article using the example of…