相关论文: Application of the first-passage time method to tr…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
We consider the combined influence of linear damping and noise on a dynamical finite-time-singularity model for a single degree of freedom. We find that the noise effectively resolves the finite-time-singularity and replaces it by a…
In this paper we present a comprehensive analysis of the solution of the classical problem of finding the distribution density of a random variable - the first passage time to a given domain by the trajectory of a $p$-adic Markov stochastic…
We examine a biomolecular machine involving a driven, observable process coupled to a hidden process in a kinetically cooperative manner. A stochastic thermodynamics framework is employed to analyze a fluctuation theorem for the…
We develop a method for deriving thermodynamic bounds for first-passage problems of currents with two boundaries in Markov chains. Using this method, we derive a thermodynamic bound on the rate of dissipation in terms of the splitting…
We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory…
First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…
A one-dimensional run-and-tumble particle (RTP) switches randomly between a left and right moving state of constant speed $v$. This type of motion arises in a wide range of applications in cell biology, including the unbiased growth and…
Thermally activated escape of an over-damped particle from a metastable well under the action of a time-ramped force is studied. We express the mean first passage time (MFPT) as the solution to a partial differential equation, which we…
Sudden transitions in the state of a system are often undesirable in natural and human-made systems. Such transitions under fast variation of system parameters are called rate-induced tipping. We experimentally demonstrate rate-induced…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction…
We here present the complete analysis of experiments on driven Brownian motion and electric noise in a $RC$ circuit, showing that thermodynamic entropy production can be related to the breaking of time-reversal symmetry in the statistical…
Thermodynamic conventions suffer from describing dynamical distinctions, especially when the structural and energetic changes induced by localized rare events are insignificant. By using the ensemble theory in the trajectory space, we…
The deep connection between entropy and information is discussed in terms of both classical and quantum physics. The mechanism of information transfer between systems via entanglement is explored in the context of decoherence theory. The…
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…
Consider a network embedded in the 2D plane, where a particle diffuses along the edges of the network. It is clear that over short length scales a particle moves along a single edge and thus undergoes one-dimensional diffusion. However, on…
We discuss importance sampling of exit problems that involve unbounded stopping times; examples are mean first passage times, transition rates or committor probabilities in molecular dynamics. The naive application of variance minimization…
We derive the first-passage-time statistics of a Brownian motion driven by an exponential time-dependent drift up to a threshold. This process corresponds to the signal integration in a simple neuronal model supplemented with an…