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An algebraic derivation is presented which yields the exact solution of the mean first-passage and mean residence times of a one-dimensional asymmetric random walk for quenched disorder. Two models of disorder are analytically treated.…

统计力学 · 物理学 2009-11-10 Pedro A. Pury , Manuel O. Caceres

We consider the non-equilibrium dynamics of disordered systems as defined by a master equation involving transition rates between configurations (detailed balance is not assumed). To compute the important dynamical time scales in…

无序系统与神经网络 · 物理学 2010-02-15 Cecile Monthus , Thomas Garel

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

概率论 · 数学 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde

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…

统计力学 · 物理学 2024-07-03 Daniel Marris , Luca Giuggioli

We analyze the dynamics of random walks in which the jumping probabilities are periodic {\it time-dependent} functions. In particular, we determine the survival probability of biased walkers who are drifted towards an absorbing boundary.…

统计力学 · 物理学 2009-11-10 Ehud Nakar , Shahar Hod

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…

统计力学 · 物理学 2025-08-15 Daniel Marris , Chittaranjan Hens , Subrata Ghosh , Luca Giuggioli

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…

统计力学 · 物理学 2009-11-11 S Condamin , O. Benichou , M. Moreau

The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…

We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…

First-passage times in random walks have a vast number of diverse applications in physics, chemistry, biology, and finance. In general, environmental conditions for a stochastic process are not constant on the time scale of the average…

统计力学 · 物理学 2018-06-13 Martin Falcke , V. Nicolai Friedhoff

First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…

统计力学 · 物理学 2021-06-01 Ofek Lauber Bonomo , Arnab Pal

We study random walks evolving in continuous time on a one-dimensional lattice where each site $x$ hosts a quenched random potential $U_x$. The potentials on different sites are independent, identically distributed Gaussian random…

统计力学 · 物理学 2026-02-27 Silvio Kalaj , Enzo Marinari , Gleb Oshanin , Luca Peliti

We investigate the first-passage properties of nearest-neighbor hopping on a finite interval with disordered hopping rates. We develop an approach that relies on the backward equation, in conjunction with probability generating functions,…

统计力学 · 物理学 2025-01-14 James Holehouse , S. Redner

The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…

统计力学 · 物理学 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

We study the biased random walk process in random uncorrelated networks with arbitrary degree distributions. In our model, the bias is defined by the preferential transition probability, which, in recent years, has been commonly used to…

无序系统与神经网络 · 物理学 2013-05-29 Agata Fronczak , Piotr Fronczak

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

统计力学 · 物理学 2019-07-03 Daniel Campos , Vicenç Méndez

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

数学物理 · 物理学 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…

凝聚态物理 · 物理学 2016-08-31 Shahar Hod

We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…

概率论 · 数学 2026-01-06 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

First passage time statistics in disordered systems exhibiting scale invariance are studied widely. In particular, long trapping times in energy or entropic traps are fat-tailed distributed, which slow the overall transport process. We…

统计力学 · 物理学 2023-09-26 Marc Höll , Alon Nissan , Brian Berkowitz , Eli Barkai
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