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We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…

We investigate a diffusion process in heterogeneous media where particles stochastically reset to their initial positions at a constant rate. The heterogeneous media is modeled using a spatial-dependent diffusion coefficient with a…

统计力学 · 物理学 2022-01-17 M. K. Lenzi , E. K. Lenzi , L. M. S. Guilherme , L. R. Evangelista , H. V. Ribeiro

We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…

统计力学 · 物理学 2025-12-01 Fazil Najeeb , Arnab Pal , V. V. Prasad

We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

概率论 · 数学 2007-08-28 A. N. Downes , K. Borovkov

We consider the first passage percolation model on the square lattice with an edge weight distribution F. In this paper, we consider the number of optimal paths for two points separated by a long distance. We show that there is a phase…

概率论 · 数学 2019-05-31 Yu Zhang

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

统计力学 · 物理学 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…

统计力学 · 物理学 2007-05-23 Francesco Chiaravalloti , Alexander V. Milovanov , Gaetano Zimbardo

We investigate the accuracy of the recently proposed nonclassical transport equation. This equation contains an extra independent variable compared to the classical transport equation (the path-length $s$), and models particle transport…

核理论 · 物理学 2016-11-08 Richard Vasques , Kai Krycki , Rachel N. Slaybaugh

The combined Continuous Time Random Walk (CTRW) in position and momentum space is introduced, in the form of two coupled integral equations that describe the evolution of the probability distribution for finding a particle at a certain…

混沌动力学 · 物理学 2007-10-29 H. Isliker

Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion…

统计力学 · 物理学 2010-12-09 Bartlomiej Dybiec , Ewa Gudowska-Nowak

We quantitatively identify the origin of anomalous transport in a representative model of a heterogeneous system---tracer migration in the complex flow patterns of a lognormally distributed hydraulic conductivity ($K$) field. The transport,…

流体动力学 · 物理学 2013-05-13 Yaniv Edery , Harvey Scher , Alberto Guadagnini , Brian Berkowitz

We investigate a contaminant transport in fractal media with randomly inhomogeneous diffusion barrier. The diffusion barrier is a low permeable matrix with extremely rare high permeability pathways (punctures). At times, less than a…

软凝聚态物质 · 物理学 2013-08-12 Olga Dvoretskaya , Peter Kondratenko

The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…

统计力学 · 物理学 2023-09-18 Wanli Wang , Eli Barkai

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…

统计力学 · 物理学 2009-06-09 Tomasz Srokowski

Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…

统计力学 · 物理学 2009-10-02 Ingo Lohmar , Joachim Krug

We consider the problem of stochastic exit from a planar domain, whose boundary is an unstable periodic orbit, and which contains a stable periodic orbit. This problem arises when investigating the distribution of noise-induced phase slips…

概率论 · 数学 2007-05-23 Nils Berglund , Barbara Gentz

Anomalous random walks having long-range jumps are a critical branch of dynamical processes on networks, which can model a number of search and transport processes. However, traditional measurements based on mean first passage time are not…

物理与社会 · 物理学 2016-10-11 Tongfeng Weng , Jie Zhang , Moein Khajehnejad , Michael Small , Rui Zheng , Pan Hui

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…

统计力学 · 物理学 2009-11-11 S Condamin , O. Benichou , M. Moreau

We introduce a cycle-expansion (fully deterministic) technique to compute the asymptotic behavior of arbitrary order transport moments. The theory is applied to different kinds of one-dimensional intermittent maps, and Lorentz gas with…

混沌动力学 · 物理学 2009-11-10 R. Artuso , G. Cristadoro

The survival probability and the first-passage-time statistics are important quantities in different fields. The Wiener process is the simplest stochastic processwith continuous variables, and important results can be explicitly found from…

统计力学 · 物理学 2011-02-15 Eugenio Urdapilleta