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

The ``first passage-time'' (FPT) problem is an important problem with a wide range of applications in mathematics, physics, biology and finance. Mathematically, such a problem can be reduced to estimating the probability of a (stochastic)…

Resetting is a strategy for boosting the speed of a target-searching process. Since its introduction over a decade ago, most studies have been carried out under the assumption that resetting takes place instantaneously. However, due to its…

We study the first-passage properties of a jump process with constant drift where jump amplitudes and inter-arrival times follow arbitrary light-tailed distributions with smooth densities. Using a mapping to an effective discrete-time…

We study self-organisation of collective motion as a thermodynamic phenomenon, in the context of the first law of thermodynamics. It is expected that the coherent ordered motion typically self-organises in the presence of changes in the…

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

We have earlier constructed a generalized entropy concept to show the direction of time in an evolution following from a Markov generator. In such a dynamical system, the entity found changes in a monotonic way starting from any initial…

We study returns in dynamical systems: when a set of points, initially populating a prescribed region, swarms around phase space according to a deterministic rule of motion, we say that the return of the set occurs at the earliest moment…

We consider discrete and continuous representations of a thermodynamic process in which a random walker (e.g. a molecular motor on a molecular track) uses a periodically pumped energy (work) to pass $N$ sites and move energetically downhill…

Various verification techniques for temporal properties transform temporal verification to safety verification. For infinite-state systems, these transformations are inherently imprecise. That is, for some instances, the temporal property…

A possible mechanism of time is formulated by developing an idea of time replaced by quantum correlations, with the aid of modern quantum information theory. We invent a microscopic model, where correlations of a closed system are steadily…

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 consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…

We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

What is the interface temperature during phase transition (for instance, from liquid to vapor)? This question remains fundamentally unresolved. In the modeling of heat transfer problems with no phase change, the temperature and heat flux…

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…

We investigate the macroscopic effects of the ingredients that drive the origin of species through sympatric speciation. In our model, sympatric speciation is obtained as we tune up the strength of competition between individuals with…

The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…

We study how stochastic resetting affects first-passage processes in systems of many interacting particles. While resetting is well understood for single-particle dynamics, its consequences for collective behavior remain less clear. We…