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The two-dimensional backward Fokker-Planck equation is used to calculate the mean first-passage times (MFPTs) of the magnetic moment of a nanoparticle driven by a rotating magnetic field. It is shown that a magnetic field that is rapidly…

统计力学 · 物理学 2016-08-16 S. I. Denisov , K. Sakmann , P. Talkner , P. Hänggi

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 consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…

统计力学 · 物理学 2026-02-02 Pascal Grange , Linglong Yuan

Relatively general techniques for computing mean first-passage time (MFPT) of random walks on networks with a specific property are very useful, since a universal method for calculating MFPT on general graphs is not available because of…

统计力学 · 物理学 2010-10-01 Yuan Lin , Bin Wu , Zhongzhi Zhang

A central goal of protein-folding theory is to predict the stochastic dynamics of transition paths --- the rare trajectories that transit between the folded and unfolded ensembles --- using only thermodynamic information, such as a…

生物大分子 · 定量生物学 2018-08-09 William M. Jacobs , Eugene I. Shakhnovich

How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…

统计力学 · 物理学 2009-11-13 S. Condamin , O. Benichou , V. Tejedor , R. Voituriez , J. Klafter

We consider the mean first passage time of a random walker moving in a potential landscape on a finite interval, starting and end points being at different potentials. From analytical calculations and Monte Carlo simulations we demonstrate…

统计力学 · 物理学 2015-06-04 Vladimir V. Palyulin , Ralf Metzler

In many systems, the time scales of the microscopic dynamics and macroscopic dynamics of interest are separated by many orders of magnitude. Examples abound, for instance nucleation, protein folding, and chemical reactions. For these…

其他凝聚态物理 · 物理学 2009-11-13 J. Kuipers , G. T. Barkema

In this paper we address the problem of the calculation of the mean first passage time (MFPT) on generic graphs. We focus in particular on the mean first passage time on a node 's' for a random walker starting from a generic, unknown, node…

统计力学 · 物理学 2007-05-23 Andrea Baronchelli , Vittorio Loreto

We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias…

统计力学 · 物理学 2007-05-23 Govindan Rangarajan , Mingzhou Ding

We consider any dynamical system that starts from a given ensemble of configurations and evolves in time until the system reaches a certain fixed stopping criterion, with the mean first-passage time the quantity of interest. We present a…

统计力学 · 物理学 2010-04-19 Katja Schäfer , M. A. Novotny

We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…

统计力学 · 物理学 2024-03-20 Iago N Mamede , Prashant Singh , Arnab Pal , Carlos E. Fiore , Karel Proesmans

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…

Fractal phenomena may be widely observed in a great number of complex systems. In this paper, we revisit the well-known Vicsek fractal, and study some of its structural properties for purpose of understanding how the underlying topology…

概率论 · 数学 2020-11-10 Fei Ma , Xiaomin Wang , Ping Wang , Xudong Luo

The properties of the mean first passage time in a system characterized by multiple periodic attractors are studied. Using a transformation from a high dimensional space to 1D, the problem is reduced to a stochastic process along the path…

数学物理 · 物理学 2007-05-23 Avner Priel

We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…

统计力学 · 物理学 2007-11-13 A. Zoia , Y. Kantor , M. Kardar

We study the mean first-passage time (MFPT) for asymmetric continuous-time random walks in continuous-space characterised by waiting-times with finite mean and by jump-sizes with both finite mean and finite variance. In the asymptotic…

统计力学 · 物理学 2023-01-11 M. Dahlenburg , G. Pagnini

A nonlinear Fokker-Planck equation is obtained in the continuous limit of a one-dimensional lattice with an energy landscape of wells and barriers. Interaction is possible among particles in the same energy well. A parameter $\gamma$,…

统计力学 · 物理学 2016-01-20 G. Suárez , M. Hoyuelos , H. Mártin

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…

统计力学 · 物理学 2020-01-15 Babak Shotorban

The mean first passage time (MFPT) is a key metric for understanding transport, search, and escape processes in stochastic systems. While well characterized for passive Brownian particles, its behavior in active systems-such as active…

软凝聚态物质 · 物理学 2025-10-22 Sarafa A. Iyaniwura , Zhiwei Peng