Related papers: Mean first passage time for fission potentials hav…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
Based on a true phase space probability distribution function and an ensemble averaging procedure we have recently developed [Phys. Rev. E 65, 021109 (2002)] a non-Markovian quantum Kramers' equation to derive the quantum rate coefficient…
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…
A new experimental approach is introduced to investigate the relaxation of the nuclear deformation degrees of freedom. Highly excited fissioning systems with compact shapes and low angular momenta are produced in peripheral relativistic…
We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…
First-passage times provide invaluable insight into fundamental properties of stochastic processes. Yet, various forms of gating mask first-passage times and differentiate them from actual detection times. For instance, imperfect conditions…
We propose event by event velocity fluctuations of nuclear fission fragments as an additional interesting observable that gives access to the nuclear temperature in an independent way from spectral measurements and relates the diffusion and…
We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on the domain boundary and phases of bulk diffusion. The…
Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…
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…
We compute the mean first passage time (MFPT) for a Brownian particle inside a two-dimensional disk with reflective boundaries and a small interior trap that is rotating at a constant angular velocity. The inherent symmetry of the problem…
During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…
We present a detailed study on the mean first-passage time of volatility processes. We analyze the theoretical expressions based on the most common stochastic volatility models along with empirical results extracted from daily data of major…
The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…
The classical theory of chemical reactions can be understood in terms of diffusive barrier crossing, where the rate of a reaction is determined by the inverse of the mean first passage time (FPT) to cross a free energy barrier. Whenever a…
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…
A phenomenological model for a measurement of barrier traversal times for particles is proposed. Two idealized detectors for passage and arrival provide entrance and exit times for the barrier traversal. The averaged traversal time 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…
Fusion can be described by the time evolution of a dinuclear system with two degrees of freedom, the relative motion and transfer of nucleons. In the presence of the coupling between two collective modes, we solve the Fokker-Planck equation…
In biochemical reaction networks, the first passage time (FPT) of a reaction quantifies the time it takes for the reaction to first occur, from the initial state. While the mean FPT historically served as a summary metric, a far more…