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Be $X_t$ a random process starting at $x \in [0,1]$ with absorbing boundary conditions at both ends of the interval. Denote $P_1(x)$ the probability to first exit at the upper boundary. For Brownian motion, $P_1(x)=x$, equivalent to…

统计力学 · 物理学 2019-03-13 Kay Joerg Wiese

Chiral active Brownian particles (CABPs) are self-propelled agents with intrinsic rotational dynamics, giving rise to circular trajectories commonly observed in biological and synthetic microswimmers. Understanding how CABPs explore…

软凝聚态物质 · 物理学 2026-05-25 Sarafa A. Iyaniwura , Mingfeng Qiu , Zhiwei Peng

We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…

系统与控制 · 电气工程与系统科学 2020-04-07 Michael Backenköhler , Luca Bortolussi , Verena Wolf

An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The…

统计力学 · 物理学 2009-11-13 Michael J. Kearney , Satya N. Majumdar , Richard J. Martin

All real physical processes, including of the first-passage time, occur with a change in entropy. This circumstance is not taken into account when studying the first-passage time, but is illustrated in this article using the example of…

统计力学 · 物理学 2024-07-30 V. V. Ryazanov

The kinetics of a variety of transport-controlled processes can be reduced to the problem of determining the mean time needed to arrive at a given location for the first time, the so called mean first passage time (MFPT) problem. The…

统计力学 · 物理学 2015-06-11 Aljaz Godec , Ralf Metzler

How long a stochastic process survives before leaving a domain depends not only on its intrinsic dynamics but also on how it is observed. Classical first-passage theory assumes continuous monitoring with absorbing boundaries…

数学物理 · 物理学 2025-10-14 Lars Fritz

We consider a continuous-time random walk model with finite-mean waiting-times and we study the mean first-passage time (MFPT) as estimated by an observer in a reference frame $\mathcal{S}$, that is co-moving with a target, and by an…

统计力学 · 物理学 2023-06-14 Marcus Dahlenburg , Gianni Pagnini

We present an analytical framework to study the first-passage (FP) and first-return (FR) distributions for the broad family of models described by the one-dimensional Fokker-Planck equation in finite domains, identifying general properties…

统计力学 · 物理学 2018-10-31 Oriol Artime , Nagi Khalil , Raul Toral , Maxi San Miguel

The first passage time (FPT) distribution for random walk in complex networks is calculated through an asymptotic analysis. For network with size $N$ and short relaxation time $\tau\ll N$, the computed mean first passage time (MFPT), which…

统计力学 · 物理学 2013-01-29 Hon Wai Lau , Kwok Yip Szeto

First passage time (FPT) theory is often used to estimate timescales in cellular and molecular biology. While the overwhelming majority of studies have focused on the time it takes a given single Brownian searcher to reach a target,…

定量方法 · 定量生物学 2020-03-13 Sean D. Lawley , Jacob B. Madrid

We study theoretically, experimentally and numerically the probability distribution $F(t_f|x_0,L)$ of the first passage times $t_f$ needed by a freely diffusing Brownian particle to reach a target at a distance $L$ from the initial position…

统计力学 · 物理学 2021-07-21 Benjamin Besga , Felix Faisant , Artyom Petrosyan , Sergio Ciliberto , Satya N. Majumdar

The Schr\"odinger integral-equation approach for calculating the classical first-passage time (C-fpt) probability density is extended to the case of quantum first-passage time (Q-fpt). Using this extension, we have calculated analytically…

量子物理 · 物理学 2013-06-10 Ranjith V. , N. Kumar

We study the effect of a resetting point randomly distributed around the origin on the mean first passage time of a Brownian searcher moving in one dimension. We compare the search efficiency with that corresponding to reset to the origin…

统计力学 · 物理学 2024-01-03 Vicenç Mendez , Rosa Flaquer-Galmés , Daniel Campos

The determination of mean first-passage time (MFPT) for random walks in networks is a theoretical challenge, and is a topic of considerable recent interest within the physics community. In this paper, according to the known connections…

统计力学 · 物理学 2010-01-30 Zhongzhi Zhang , Yi Qi , Shuigeng Zhou , Shuyang Gao , Jihong Guan

We develop a high order asymptotic expansion for the mean first passage time (MFPT) of the capture of Brownian particles by a small elliptical trap in a bounded two dimensional region. This new result describes the effect that trap…

偏微分方程分析 · 数学 2026-04-01 Sanchita Chakraborty , Theodore Kolokolnikov , Alan E. Lindsay

We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…

统计力学 · 物理学 2026-02-18 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…

统计力学 · 物理学 2020-01-03 Denis S. Grebenkov

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

统计力学 · 物理学 2022-08-22 V. V. Ryazanov

We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the moments of the maximum value and area of…

统计力学 · 物理学 2015-06-22 Michael J. Kearney , Satya N. Majumdar