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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

An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME). The approach is an extension of the totally absorbing boundary approach given for…

统计力学 · 物理学 2020-01-15 Babak Shotorban

Stochastic restart may drastically reduce the expected run time of a computer algorithm, expedite the completion of a complex search process, or increase the turnover rate of an enzymatic reaction. These diverse first-passage-time (FPT)…

统计力学 · 物理学 2020-10-30 Shlomi Reuveni

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…

统计力学 · 物理学 2023-02-22 Samantha Linn , 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 Schr\"odinger integral-equation approach for calculating the classical first-passage time (C-fpt) probability density is extended to the case of quantum first-passage time (Q-fpt). Using this extension, we have calculated analytically…

量子物理 · 物理学 2013-06-10 Ranjith V. , N. Kumar

We combine the processes of resetting and first-passage to define \emph{first-passage resetting}, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain,…

统计力学 · 物理学 2021-06-22 B. De Bruyne , J. Randon-Furling , S. Redner

The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…

统计力学 · 物理学 2017-02-01 T. Guérin , N. Levernier , O. Bénichou , R. Voituriez

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…

统计力学 · 物理学 2014-03-31 S. Micciché

The first passage time (FPT) distribution for random walk in complex networks is calculated through an asymptotic analysis. For network with size $N$ and short relaxation time $\tau\ll N$, the computed mean first passage time (MFPT), which…

统计力学 · 物理学 2013-01-29 Hon Wai Lau , Kwok Yip Szeto

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

统计力学 · 物理学 2019-11-05 D. S. Grebenkov

Matter exhibits phases and their transitions. These transitions are classified as first-order phase transitions (FOPTs) and continuous ones. While the latter has a well-established theory of the renormalization group, the former is only…

统计力学 · 物理学 2018-11-14 Fan Zhong

Matter exhibits phases and their transitions. These transitions are classified as first-order phase transitions (FOPTs) and continuous ones. While the latter has a well-established theory of the renormalization group, the former is only…

统计力学 · 物理学 2017-10-17 Fan Zhong

Understanding excitation and charge transfer in disordered media is a significant challenge in chemistry, biophysics and material science. We study two experimentally-relevant measures for carriers transfer in finite-size chains, the…

介观与纳米尺度物理 · 物理学 2018-09-18 Na'im Kalantar , Dvira Segal

The generalized master equation or the equivalent continuous time random walk equations can be used to compute the macroscopic first passage time distribution (FPTD) of a complex stochastic system from short-term microscopic simulation…

化学物理 · 物理学 2009-11-11 David Shalloway , Anton Faradjian

We investigate finite-size effects in quantum systems at first-order quantum transitions. For this purpose we consider the one-dimensional q-state Potts models which undergo a first-order quantum transition for any q>4, separating the…

统计力学 · 物理学 2015-05-13 Massimo Campostrini , Jacopo Nespolo , Andrea Pelissetto , Ettore Vicari

For transport processes in geometrically restricted domains, the mean first-passage time (MFPT) admits a general scaling dependence on space parameters for diffusion, anomalous diffusion, and diffusion in disordered or fractal media. For…

We consider quantum and classical first-order transitions, at equilibrium and under out-of-equilibrium conditions, mainly focusing on quench and slow quasi-adiabatic protocols. For these phenomena, we review the finite-size scaling theory…

统计力学 · 物理学 2025-07-01 Andrea Pelissetto , Ettore Vicari

Gated first-passage processes, where completion depends on both hitting a target and satisfying additional constraints, are prevalent across various fields. Despite their significance, analytical solutions to basic problems remain unknown,…

统计力学 · 物理学 2024-09-04 Yuval Scher , Aanjaneya Kumar , M. S. Santhanam , Shlomi Reuveni

In this paper, we consider the random walk process on a kind of fractal (or transfractal) scale free networks, which also called as $(u,v)$ flowers, and we focus on the global first passage time (GFPT) and first return time (FRT). Here, we…

统计力学 · 物理学 2016-10-27 Junhao Peng