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Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…

Probability · Mathematics 2025-07-11 Sascha Desmettre , Devika Khurana , Amira Meddah

First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…

Statistical Mechanics · Physics 2025-01-08 Rick Bebon , Aljaz Godec

The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

Many events in biology are triggered when a diffusing searcher finds a target, which is called a first passage time (FPT). The overwhelming majority of FPT studies have analyzed the time it takes a single searcher to find a target. However,…

Probability · Mathematics 2020-10-23 Sean D Lawley

In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…

Statistical Mechanics · Physics 2015-11-25 Eugenio Urdapilleta

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 derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…

Statistical Mechanics · Physics 2015-05-27 Vincent Tejedor , Olivier Bénichou , Ralf Metzler , Raphael Voituriez

Often sharp changes in cellular behavior are triggered by thresholded events, i.e., by the attainment of a threshold value of a relevant cellular or molecular dynamical variable. Since the governing variable itself typically undergoes noisy…

Statistical Mechanics · Physics 2015-03-03 Srividya Iyer-Biswas , Anton Zilman

The first-passage-time distribution of a leaky integrate-and-fire neuron driven by a characteristically coloured noise is approximated by matching a transient and a steady-state solution of the membrane voltage distribution. These…

Neurons and Cognition · Quantitative Biology 2021-02-04 Akke Mats Houben

First-order phase transitions (FOPT) are ubiquitous in beyond the Standard Model physics and leave distinctive echoes in the history of early universe. We consider a FOPT serving the well-motivated role of dark matter mass generation and…

High Energy Physics - Phenomenology · Physics 2026-02-13 Miha Nemevšek , Yue Zhang

An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME). The approach is an extension of the totally absorbing boundary approach given for…

Statistical Mechanics · Physics 2020-01-15 Babak Shotorban

It is shown that the single-step periodic signal (periodic telegraph signal) can not produce coherent stochastic resonance for diffusion on a segment with one absorbing and one reflecting end points while the multi-step periodic signal…

Statistical Mechanics · Physics 2007-05-23 Asish K. Dhara , Tapan Mukhopadhya

Many biological, social, and communication systems can be modeled by ``searchers'' moving through a complex network. For example, intracellular cargo is transported on tubular networks, news and rumors spread through online social networks,…

Probability · Mathematics 2021-01-04 Sean D Lawley

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…

Statistical Mechanics · Physics 2023-02-22 Samantha Linn , Sean D Lawley

Many biophysical processes begin when the fastest searcher finds a target out of many random searchers, which is called an extreme or fastest first passage time (fFPT). In some models, (i) the fFPT vanishes logarithmically as the number of…

Statistical Mechanics · Physics 2026-04-14 Sean D Lawley

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.…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

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

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

Molecular Networks · Quantitative Biology 2024-03-22 Jaroslav Albert

Biochemical processes in cells are governed by complex networks of many chemical species interacting stochastically in diverse ways and on different time scales. Constructing microscopically accurate models of such networks is often…

Quantitative Methods · Quantitative Biology 2021-06-09 Catalina Rivera , David Hofmann , Ilya Nemenman

We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…

Probability · Mathematics 2026-02-10 Mario Abundo