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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…

Probability · Mathematics 2017-02-28 Weihua Deng , Xiaochao Wu , Wanli Wang

The escape of particles through a narrow absorbing gate in confined domains is a abundant phenomenon in various systems in physics, chemistry and molecular biophysics. We consider the narrow escape problem in a cellular flow when the two…

Statistical Mechanics · Physics 2018-12-04 Hui Wang , Jinqiao Duan , Xianguo Geng , Ying Chao

We study transport and escape in the Stochastic Web Map (SWM), an area-preserving system with phase-space structure controlled by a symmetry parameter $q$ and nonlinearity $K$. By analyzing the survival probability $P_{\text{S}}(n)$ and…

Chaotic Dynamics · Physics 2026-03-24 K. B. Hidalgo-Castro , J. A. Méndez-Bermúdez , Edson D. Leonel

Kramer's theory of activation over a potential barrier consists in computing the mean exit time from the boundary of a basin of attraction of a randomly perturbed dynamical system. Here we report that for some systems, crossing the boundary…

Statistical Mechanics · Physics 2021-05-19 Lou Zonca , David Holcman

We use an effective Hamiltonian to characterize particle dynamics and find escape rates in a periodically kicked Hamiltonian. We study a model of particles in storage rings that is described by a chaotic symplectic map. Ignoring the…

Statistical Mechanics · Physics 2017-07-31 Archishman Raju , Sayan Choudhury , David L. Rubin , Amie Wilkinson , James P. Sethna

We explore the escape dynamics in open Hamiltonian systems with multiple channels of escape continuing the work initiated in Part I. A thorough numerical investigation is conducted distinguishing between trapped (ordered and chaotic) and…

Chaotic Dynamics · Physics 2017-09-28 Euaggelos E. Zotos

Bifurcation cascades in conservative systems are shown to exhibit a generalized diagram, which contains all relevant informations regarding the location of periodic orbits (resonances), their width (island size), irrational tori and the…

Chaotic Dynamics · Physics 2015-06-12 Cesar Manchein , Marcus W. Beims

We discuss importance sampling schemes for the estimation of finite time exit probabilities of small noise diffusions that involve escape from an equilibrium. A factor that complicates the analysis is that rest points are included in the…

Probability · Mathematics 2015-09-10 Paul Dupuis , Konstantinos Spiliopoulos , Xiang Zhou

Local time is the measure of how much time a random walk has visited a given position. In multiple scattering media, where waves are diffuse, local time measures the sensitivity of the waves to the local medium's properties. Local…

Statistical Mechanics · Physics 2013-11-28 Vincent Rossetto

Time-domain surveys can exchange sky coverage for revisit frequency, complicating the comparison of their relative capabilities. By using different revisit intervals, a specific camera may execute surveys optimized for discovery of…

Instrumentation and Methods for Astrophysics · Physics 2016-06-29 Eric C. Bellm

Mathematical models of diffusive transport underpin our understanding of chemical, biochemical and biological transport phenomena. Analysis of such models often focusses on relatively simple geometries and deals with diffusion through…

Biological Physics · Physics 2020-08-27 Elliot J. Carr , Jacob M. Ryan , Matthew J. Simpson

We study the dynamics of area-preserving maps in a non-compact setting. We show that the $C^{\infty}$-closing lemma holds for area-preserving diffeomorphisms on a closed surface with finitely many points removed. As a corollary, a…

Dynamical Systems · Mathematics 2024-11-26 Shaoyang Zhou

The exit time statistics of experimental turbulent data is analyzed. By looking at the exit-time moments (Inverse Structure Functions) it is possible to have a direct measurement of scaling properties of the laminar statistics. It turns out…

chao-dyn · Physics 2009-10-31 L. Biferale , M. Cencini , D. Vergni , A. Vulpiani

We self-consistently compute the mass outflow rate from a mass inflow using the conditions in the centrifugal barrier of an advective flow. Our detailed result agrees with the theoretical estimates given in Chakrabarti (1997;…

Astrophysics · Physics 2016-01-27 Tapas K. Das

For a class of non-uniformly hyperbolic interval maps, we study rates of escape with respect to conformal measures associated with a family of geometric potentials. We establish the existence of physically relevant conditionally invariant…

Dynamical Systems · Mathematics 2016-04-13 Mark Demers , Mike Todd

We present a method to learn mean residence time and escape probability from data modeled by stochastic differential equations. This method is a combination of machine learning from data (to extract stochastic differential equations as…

Dynamical Systems · Mathematics 2019-10-02 Dengfeng Wu , Miaomiao Fu , Jinqiao Duan

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…

chao-dyn · Physics 2007-05-23 Jinqiao Duan , James Brannan , Vincent Ervin

We apply periodic orbit theory to study the asymptotic distribution of escape times from an intermittent map. The dynamical zeta function exhibits a branch point which is associated with an asymptotic power law escape. By an analytic…

chao-dyn · Physics 2009-10-31 Per Dahlqvist

In the classical theory of Markov chains, one may study the mean time to reach some chosen state, and it is well-known that in the irreducible, finite case, such quantity can be calculated in terms of the fundamental matrix of the walk, as…

Quantum Physics · Physics 2022-06-17 C. F. Lardizabal , L. Velázquez

It is given an effective upper estimate of expectation of |T_1-T_2|, where T_1 and T_2 are the first exit times from a region for two vector diffusion processes.

Probability · Mathematics 2007-05-23 N. Dokuchaev