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The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…

统计力学 · 物理学 2022-11-09 V. V. Ryazanov

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…

统计力学 · 物理学 2021-08-23 D. B. Wilson , C. H. L. Beentjes

Does the diffusion coefficient of a photon depend on time $t$ or the probability of absorption $k$? To find an answer to the question, photon transport in a medium of infinite extent is analyzed using the method of moments. It is pointed…

其他凝聚态物理 · 物理学 2007-05-23 K. Razi Naqvi

How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…

统计力学 · 物理学 2009-11-13 S. Condamin , O. Benichou , V. Tejedor , R. Voituriez , J. Klafter

The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…

概率论 · 数学 2020-03-13 Sean D Lawley

Many biological, social, and communication systems can be modeled by ``searchers'' moving through a complex network. For example, intracellular cargo is transported on tubular networks, news and rumors spread through online social networks,…

概率论 · 数学 2021-01-04 Sean D Lawley

The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…

统计力学 · 物理学 2016-09-26 Aljaz Godec , Ralf Metzler

Light propagation in an infinite uniform turbid medium is treated as a Markov stochastic process of photons to provide an intuitive framework for photon migration. The macroscopic physical quantities of photon migration are shown to be…

无序系统与神经网络 · 物理学 2007-05-23 M. Xu , W. Cai , M. Lax , R. R. Alfano

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

统计力学 · 物理学 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

偏微分方程分析 · 数学 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

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

All real physical processes, including of the first-passage time, occur with a change in entropy. This circumstance is not taken into account when studying the first-passage time, but is illustrated in this article using the example of…

统计力学 · 物理学 2024-07-30 V. V. Ryazanov

Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…

概率论 · 数学 2025-02-18 Hwai-Ray Tung , Sean D Lawley

This study investigates the first passage time (FPT) properties of particles with a broad class of positive stochastic diffusion coefficients (DCs), representing diffusion in heterogeneous environments or of particles with conformational…

统计力学 · 物理学 2026-05-18 Go Uchida , Hiromi Miyoshi , Hitoshi Washizu

We determine the survival probability and first-passage time (FPT) to capture for a harmonically trapped particle, diffusing outside an absorbing spherical boundary by directly solving the differential equation for the survival probability.…

数学物理 · 物理学 2025-06-18 Tianyu Yuan , Ivan Surovtsev , Megan C. King , Simon G. J. Mochrie

In this paper we calculate the delay of the arrival times of visible photons on the focal plane of a telescope and its fluctuations as function of local atmospheric conditions (temperature, pressure, chemical composition, seeing values) and…

天体物理仪器与方法 · 物理学 2011-12-16 Stefano Cavazzani Sergio Ortolani , Cesare Barbieri

The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…

概率论 · 数学 2019-12-10 Sean D Lawley

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…

统计力学 · 物理学 2015-06-05 S. Hwang , D. -S. Lee , B. Kahng

We describe a new model for image propagation through open air in the presence of changes in the index of refraction (e.g. due to turbulence) using the theory of optimal transport. We describe the relationship between photon density, or…

Measurements of spatial diffusion of cold atoms in optical lattices have revealed anomalous super-diffusion, which is controlled by the depth of the optical lattice. We use first passage time statistics to derive the diffusion front of the…

统计力学 · 物理学 2014-01-17 Eli Barkai , David A. Kessler
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