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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…

统计力学 · 物理学 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

From the underlying Master equations we derive one-dimensional stochastic processes that describe generalized ensemble simulations as well as tempering (simulated and parallel) simulations. The representations obtained are either in the…

统计力学 · 物理学 2008-11-26 Walter Nadler , Ulrich H. E. Hansmann

We correct a previously erroneous calculation [Phys. Rev. E 62, 6065 (2000)] of the mean first passage time of a subdiffusive process to reach either end of a finite interval in one dimension. The mean first passage time is in fact…

统计力学 · 物理学 2007-05-23 S. B. Yuste , Katja Lindenberg

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…

统计力学 · 物理学 2017-02-01 T. Guérin , N. Levernier , O. Bénichou , R. Voituriez

Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…

统计力学 · 物理学 2020-09-02 Giulio Corazza , Matteo Fadel

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

统计力学 · 物理学 2024-09-04 Alain Mazzolo

A particle entering a scattering and absorbing medium executes a random walk through a sequence of scattering events. The particle ultimately achieves first-passage, leaving the medium or it is absorbed. The Kubelka-Munk model describes a…

统计力学 · 物理学 2026-03-12 Claude Zeller , Robert Cordery

We study the mean first passage time of a one-dimensional active fluctuating membrane that is stochastically returned to the same flat initial condition at a finite rate. We start with a Fokker Planck equation to describe the evolution of…

统计力学 · 物理学 2023-05-03 Tapas Singha

We derive an expression for the mean square displacement of a particle whose motion is governed by a uniform, periodic, quantum multi-baker map. The expression is a function of both time, $t$, and Planck's constant, $\hbar$, and allows a…

混沌动力学 · 物理学 2007-05-23 Daniel K. Wojcik , J. Robert Dorfman

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…

神经元与认知 · 定量生物学 2015-05-12 Wilhelm Braun , Paul C. Matthews , Rüdiger Thul

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

统计力学 · 物理学 2009-11-10 Tonguç Rador , Sencer Taneri

To identify first-order phase transitions in the dynamical process similar to the relativistic heavy-ion collisions, we investigate the dynamical behaviors of the first-order phase transition criterion in the Fokker-Planck framework. In the…

核理论 · 物理学 2025-09-03 Lijia Jiang , Fei Gao , Yu-xin Liu

In this paper we study some aspects of search for an immobile target by a swarm of N non-communicating, randomly moving searchers (numbered by the index k, k = 1, 2,..., N), which all start their random motion simultaneously at the same…

统计力学 · 物理学 2011-07-01 C. Mejia-Monasterio , G. Oshanin , G. Schehr

We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical…

统计力学 · 物理学 2016-09-21 S. B. Yuste , E. Abad , C. Escudero

We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position,…

统计力学 · 物理学 2015-05-14 V. Tejedor , O. Bénichou , R. Voituriez

We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…

We investigate the behavior of self-propelled particles in infinite space dimensions by comparing two powerful approaches in many-body dynamics: the Fokker-Planck equation and dynamical mean-field theory. The dynamics of the particles at…

A fluctuating interfacial profile in one dimension is studied via Langevin simulations of the Edwards-Wilkinson equation with non-conserved noise and the Mullins-Herring equation with conserved noise. The profile is subject to either…

统计力学 · 物理学 2018-03-28 Markus Gross

We present the statistical method as a direct extension of the mean first-passage time concept to the analysis of molecular dynamics simulation data of a phase transformation. According to the method, the mean first-passage time…

软凝聚态物质 · 物理学 2015-06-18 Anatolii V. Mokshin , Bulat N. Galimzyanov

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