English
Related papers

Related papers: Escape from a metastable well under a time-ramped …

200 papers

Adsorption to a surface, reversible-binding, and trapping are all prevalent scenarios where particles exhibit "stickiness". Escape and first-passage times are known to be drastically affected, but detailed understanding of this phenomenon…

Statistical Mechanics · Physics 2023-12-06 Yuval Scher , Shlomi Reuveni , Denis S. Grebenkov

The decay of metastable states is dominated by quantum tunneling at low temperatures and by thermal activation at high temperatures. The escape rate of a particle out of a square well is calculated within a semi-classical approximation and…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Denis A. Gorokhov , Rava A. da Silveira

In this paper, we will discuss an approximation of the characteristic function of the first passage time for a Levy process using the martingale approach. The characteristic function of the first passage time of the tempered stable process…

Pricing of Securities · Quantitative Finance 2019-04-04 Young Shin Kim

The first passage times for enzymatic turnovers in non-equilibrium steady state display a statistical symmetry property related to non-equilibrium fluctuation theorems, that makes it possible to extract the chemical driving force from…

Biological Physics · Physics 2008-12-10 Martin Lindén

Stochastic restart may drastically reduce the expected run time of a computer algorithm, expedite the completion of a complex search process, or increase the turnover rate of an enzymatic reaction. These diverse first-passage-time (FPT)…

Statistical Mechanics · Physics 2020-10-30 Shlomi Reuveni

We present a theoretical investigation of the stochastic dynamics of a damped particle in a tilted periodic potential with a double well per period. By applying the matrix continued fraction technique to the Fokker-Planck equation in…

Statistical Mechanics · Physics 2024-08-15 Martin Žonda , Wolfgang Belzig , Edward Goldobin , Tomáš Novotný

We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by {\it white L\'evy noise} in a dynamical regime where inertial effects can safely be neglected. The…

Statistical Mechanics · Physics 2009-11-11 B. Dybiec E. Gudowska-Nowak P. Hänggi

The multifractal behavior of the normalized first passage time is investigated on the two dimensional Sierpinski gasket with both absorbing and reflecting barriers. The normalized first passage time for Sinai model and the logistic model to…

Statistical Mechanics · Physics 2009-10-31 Kyungsik Kim , J. S. Choi , Y. S. Kong

Biological events are often initiated when a random "searcher" finds a "target," which is called a first passage time (FPT). In some biological systems involving multiple searchers, an important timescale is the time it takes the slowest…

Biological Physics · Physics 2023-04-19 Sean D Lawley , Joshua Johnson

Atoms confined in a magnetic trap can escape by making spin-flip Majorana transitions due to a breakdown of the adiabatic approximation. Several papers have studied this process for atoms with spin $F = 1/2$ or $F= 1$. The present paper…

Quantum Physics · Physics 2009-11-13 D. M. Brink , C. V. Sukumar

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

Many physical and chemical phenomena are governed by stochastic escape across potential barriers. The escape time depends on the structure of the noise and the shape of the potential barrier. By applying $\alpha$-stable noise from the…

Statistical Mechanics · Physics 2024-01-30 Ignacio del Amo , Peter Ditlevsen

We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…

Statistical Mechanics · Physics 2019-04-01 Arnab Pal , V. V. Prasad

We consider a fractional Josephson vortex in an infinitely long 0-kappa Josephson junction. A uniform bias current applied to the junction exerts a Lorentz force acting on a vortex. When the bias current becomes equal to the critical (or…

Superconductivity · Physics 2009-11-02 K. Vogel , T. Kato , W. P. Schleich , D. Koelle , R. Kleiner , E. Goldobin

We provide exact results for the mean and variance of first-passage times (FPTs) of making a directed revolution in the presence of a bias in heterogeneous quenched environments where the disorder is expressed by random traps on a ring with…

Statistical Mechanics · Physics 2019-05-29 Takuma Akimoto , Keiji Saito

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

Statistical Finance · Quantitative Finance 2008-12-22 Jaume Masoliver , Josep Perello

We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…

Statistical Mechanics · Physics 2021-05-05 Gabriel Mercado-Vásquez , Denis Boyer

We analyze the fluctuation-driven escape of particles from a metastable state under the influence of a weak periodic force. We develop an asymptotic method to solve the appropriate Fokker-Planck equation with mixed natural and absorbing…

Statistical Mechanics · Physics 2020-02-14 W. Moon , N. J. Balmforth , J. S. Wettlaufer

We provide an exact formula for the mean first-passage time (MFPT) to a target at the origin for a single particle diffusing on a $d$-dimensional hypercubic {\em lattice} starting from a fixed initial position $\vec R_0$ and resetting to…

Statistical Mechanics · Physics 2026-04-30 Alexander K. Hartmann , Satya N. Majumdar

First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…

Statistical Mechanics · Physics 2025-08-05 Tommer D. Keidar , Shlomi Reuveni