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The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

统计力学 · 物理学 2013-03-26 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

We construct a novel approach, based on thermodynamic geometry, to characterize first-order phase transitions from a microscopic perspective, through the scalar curvature in the equilibrium thermodynamic state space. Our method resolves key…

统计力学 · 物理学 2013-05-30 George Ruppeiner , Anurag Sahay , Tapobrata Sarkar , Gautam Sengupta

We are interested in the law of the first passage time of an Ornstein-Uhlenbeck process to time-varying thresholds. We show that this problem is connected to the laws of the first passage time of the process to members of a two-parameter…

概率论 · 数学 2024-03-26 Aria Ahari , Larbi Alili , Massimiliano Tamborrino

In this work, we show that the quantum compass model on an square lattice can be mapped to a fermionic model with local density interaction. We introduce a mean-field approximation where the most important fluctuations, those perpendicular…

强关联电子 · 物理学 2007-05-23 Han-Dong Chen , Chen Fang , Jiangping Hu , Hong Yao

The mean first passage time, one of the important characteristics for a stochastic process, is often calculated assuming the observation time is infinite. However, in practice, the observation time, T, is always finite and the mean first…

统计力学 · 物理学 2020-04-22 Ji-Hyun Kim , Hunki Lee , Sanggeun Song , Hye Ran Koh , Jaeyoung Sung

For a one-dimensional Wiener process with stochastic resetting ${\cal X}(t)$, obtained from an underlying Wiener process $X(t),$ we study the statistical properties of its first-passage time through zero, when starting from $x>0,$ and its…

概率论 · 数学 2023-06-22 Mario Abundo

The process of ion transport through a locust potassium channel is described by means of the Fokker-Planck equation (FPE). The deterministic and stochastic components of the process of switching between various conducting states of the…

统计力学 · 物理学 2009-11-10 M. Ausloos , K. Ivanova , Z. Siwy

We study a one-dimensional run-and-tumble particle (RTP), which is a prototypical model for active system, moving within an arbitrary external potential. Using backward Fokker-Planck equations, we derive the differential equation satisfied…

统计力学 · 物理学 2025-01-27 Mathis Guéneau , Satya N. Majumdar , Gregory Schehr

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 a simple model of alignment of a large number of rigid bodies (modeled by rotation matrices) subject to internal rotational noise. The numerical simulations exhibit a phenomenon of first order phase transition with respect the…

偏微分方程分析 · 数学 2020-12-01 Amic Frouvelle

We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…

其他凝聚态物理 · 物理学 2009-11-11 Semen A. Trygubenko , David J. Wales

The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…

概率论 · 数学 2021-01-28 A. Di Crescenzo , E. Di Nardo , L. M. Ricciardi

In this study, we investigate the transition path of a free active Brownian particle (ABP) on a two-dimensional plane between two given states. The extremum conditions for the most probable path connecting the two states are derived using…

统计力学 · 物理学 2024-05-20 Kento Yasuda , Kenta Ishimoto

As known, the commonly-utilized ways to determine mean first-passage time $\overline{\mathcal{F}}$ for random walk on networks are mainly based on Laplacian spectra. However, methods of this type can become prohibitively complicated and…

概率论 · 数学 2021-11-18 Fei Ma , Ping Wang

This paper studies the first passage percolation (FPP) model: each edge in the cubic lattice is assigned a random passage time, and consideration is given to the behavior of the percolation region $B(t)$, which consists of those vertices…

概率论 · 数学 2021-09-01 Tatsuya Mikami

We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum…

统计力学 · 物理学 2026-01-12 Paul Menczel , Christian Flindt , Fredrik Brange , Franco Nori , Clemens Gneiting

We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…

统计力学 · 物理学 2023-03-20 Gennaro Tucci , Andrea Gambassi , Satya N. Majumdar , Gregory Schehr

The mean first-passage time (MFPT) for a Brownian particle to surmount a potential barrier of height $\Delta U$ is a fundamental quantity governing a wide array of physical and chemical processes. According to the Arrhenius Law, the MFPT…

统计力学 · 物理学 2025-11-24 Vishwajeet Kumar , Ohad Shpielberg , Arnab Pal

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

统计力学 · 物理学 2024-07-03 Daniel Marris , Luca Giuggioli

Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…

等离子体物理 · 物理学 2009-11-07 S. A. Trigger