Related papers: Mean First Passage Time in Periodic Attractors
Advection and dispersion in highly heterogeneous environments involving interfacial discontinuities in the corresponding drift and dispersion rates are described through disparate examples from the physical and biological sciences. A…
A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…
We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…
Molecular spiders are synthetic catalytic DNA-based nanoscale walkers. We study the mean first passage time for abstract models of spiders moving on a finite two-dimensional lattice with various boundary conditions, and compare it with the…
It is well known that the addition of noise in a multistable system can induce random transitions between stable states. The rate of transition can be characterised in terms of the noise-free system's dynamics and the added noise: for…
A collection of identical and independent rare event first passage times is considered. The problem of finding the fastest out of $N$ such events to occur is called an extreme first passage time. The rare event times are singular and limit…
After reviewing the main results obtained within a model for the intersection of two perpendicular flows of pedestrians, we present a new finding: the changeover of the jamming transition from continuous to first order when the size of the…
We consider the standard model of first-passage percolation on $\mathbb{Z}^d$ ($d\geq 2$), with i.i.d. passage times associated with either the edges or the vertices of the graph. We focus on the particular case where the distribution of…
We study the first-passage properties of a jump process with constant drift where jump amplitudes and inter-arrival times follow arbitrary light-tailed distributions with smooth densities. Using a mapping to an effective discrete-time…
Consider two random walks on $\mathbb{Z}$. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift $p>1/2$ is obtained in a position the other walker visited twice or more. This simple model has…
Fractal phenomena may be widely observed in a great number of complex systems. In this paper, we revisit the well-known Vicsek fractal, and study some of its structural properties for purpose of understanding how the underlying topology…
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…
We study the effect of a large obstacle on the so called residence time, i.e., the time that a particle performing a symmetric random walk in a rectangular (2D) domain needs to cross the strip. We observe a complex behavior, that is we find…
We investigate the hopping dynamics between different attractors in a multistable system under the influence of noise. Using symbolic dynamics we find a sudden increase of dynamical entropies, when a system parameter is varied. This effect…
We consider a leaky integrate-and-fire neuron with deterministic subthreshold dynamics and a firing threshold that evolves as an Ornstein-Uhlenbeck process. The formulation of this minimal model is motivated by the experimentally observed…
We consider any dynamical system that starts from a given ensemble of configurations and evolves in time until the system reaches a certain fixed stopping criterion, with the mean first-passage time the quantity of interest. We present a…
First-passage time problems are ubiquitous across many fields of study including transport processes in semiconductors and biological synapses, evolutionary game theory and percolation. Despite their prominence, first-passage time…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…