相关论文: The mean shape of transition and first-passage pat…

Virtually all the emergent properties of a complex system are rooted in the non-homogeneous nature of the behaviours of its elements and of the interactions among them. However, the fact that heterogeneity and correlations can appear…

We study experimentally and theoretically the optimal mean time needed by a free diffusing Brownian particle to reach a target at a distance L from an initial position in the presence of resetting. Both the initial position and the…

We consider directed polymers in 1+1 spatial dimension under action of an external repulsive potential along a line. Using the exact mapping onto imaginary time evolution of free fermions we find that for sufficiently strong potential the…

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

We study the model of a biaxial single ferromagnetic spin Hamiltonian with an external magnetic field applied along the medium axis. The phase transition of the escape rate is investigated. Two different but equivalent methods are…

The First Passage Time (FPT) is the time taken for a stochastic process to reach a desired threshold. In this letter we address the FPT of the stochastic measurement current in the case of continuously measured quantum systems. Our approach…

We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for…

We study stochastic processes in which the trajectories are constrained so that the process realises a large deviation of the unconstrained process. In particular we consider stochastic bridges and the question of inequivalence of path…

First-passage time problems are ubiquitous across many fields of study including transport processes in semiconductors and biological synapses, evolutionary game theory and percolation. Despite their prominence, first-passage time…

We develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics $d\mathbf{X}_t = a(\mathbf{X}_t)dt + \mathbf{b}(\mathbf{X}_t)d\mathbf{W}_t$. We formulate descriptions…

We study the first-passage dynamics of a non-Markovian stochastic process with time-averaged feedback, which we model as a one-dimensional Ornstein--Uhlenbeck process wherein the particle drift is modified by the empirical mean of its…

We show that in the framework of one-dimensional Bohmian Quantum Mechanics[1], for a particle subject to a potential undergoing a weak adiabatic change, the time averages of the particle's positions typically differ markedly from the…

General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…

In this work we propose a novel method to calculate mean first-passage times (MFPTs) for random walks on graphs, based on a dimensionality reduction technique for Markov State Models, known as local-equilibrium (LE). We show that for a…

We study the mean time for a random walk to traverse between two arbitrary sites of the Erdos-Renyi random graph. We develop an effective medium approximation that predicts that the mean first-passage time between pairs of nodes, as well as…

Under some weak conditions, the first-passage time of the Brownian motion to a continuous curved boundary is an almost surely finite stopping time. Its probability density function (pdf) is explicitly known only in few particular cases.…

We study first-passage percolation where edges in the left and right half-planes are assigned values according to different distributions. We show that the asymptotic growth of the resulting inhomogeneous first-passage process obeys a shape…

We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…

We investigate a novel first-passage percolation model, referred to as the Brochette first-passage percolation model, where the passage times associated with edges lying on the same line are equal. First, we establish a point-to-point…

It is considered the integrated process $X(t)= x + \int _0^t Y(s) ds ,$ where $Y(t)$ is a Gauss-Markov process starting from $y.$ The first-passage time (FPT) of $X$ through a constant boundary and the first-exit time of $X$ from an…