相关论文: Application of the first-passage time method to tr…

For a dynamical system far from equilibrium, one has to deal with empirical probabilities defined through time-averages, and the main problem is then how to formulate an appropriate statistical thermodynamics. The common answer is that the…

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 propose an approach for estimating the probability that a given small target, among many, will be the first to be reached in a molecular dynamics simulation. Reaching small targets out of a vast number of possible configurations…

By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…

Interesting theoretical problems of target search or threshold crossing, formally known as {\it first passage}, often arise in both diffusive transport problems as well as problems of chemical reaction kinetics. We study three systems…

We propose a new approach concerning the introduction of time-irreversibility in statistical mechanics. It is based on a transition function defined in terms of path integral and verifying a time-irreversible equation. We show first how…

We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm…

We review the behaviour of the Gibbs' and conditional entropies in deterministic and stochastic systems and continue to a formulation appropriate for a stochastically perturbed system with delayed dynamics. The underlying question driving…

The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…

These notes are based on the lectures that I gave (virtually) at the Bruneck Summer School in 2021 on first-passage processes and some applications of the basic theory. I begin by defining what is a first-passage process and presenting the…

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…

A method is proposed to select the suitable sets of potential parameters for a one-dimensional mesoscopic Hamiltonian model, first introduced to describe the DNA melting transition and later extended to investigate thermodynamic and…

In an ecosystem, environmental changes as a result of natural and human processes can cause some key parameters of the system to change with time. Depending on how fast such a parameter changes, a tipping point can occur. Existing works on…

Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…

Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…

Recently, a thermodynamic definition of time has been introduced. This definition is useful to find approach some open problems in physics. But, it was obtained by a phenomenological approach and a logical inconsistency appears in the…

Here we define and study the properties of retrodictive inference. We derive equations relating retrodiction entropy and thermodynamic entropy, and as a special case, show that under equilibrium conditions, the two are identical. We…

Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…

Understanding the topological characteristics of complex networks and how they affect navigability is one of the most important goals in science today, as it plays a central role in various economic, biological, ecological and social…