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We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…

统计力学 · 物理学 2007-10-16 A. Kamińska , T. Srokowski

Based on the mean first passage time (MFPT) theory, we derive the expression of the MFPT in the energy-diffusion controlled regime with a power-law distribution. We discuss the finite barrier effect (i.e. thermal energy is not small with…

统计力学 · 物理学 2015-08-10 Yanjun Zhou , Jiulin Du

We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…

统计力学 · 物理学 2007-05-23 Aldo H. Romero , J. M. Sancho , Katja Lindenberg

For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…

系统与控制 · 计算机科学 2014-12-23 Cenk Oguz Saglam , Katie Byl

We consider a run-and-tumble particle (RTP) in one dimension, subjected to a telegraphic noise with a constant rate $\gamma$, and in the presence of an external confining potential $V(x) = \alpha |x|^p$ with $p \geq 1$. We compute the mean…

统计力学 · 物理学 2024-03-25 Mathis Guéneau , Satya N. Majumdar , Gregory Schehr

The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…

统计力学 · 物理学 2018-01-30 Adrián A. Budini , Manuel O. Cáceres

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

统计力学 · 物理学 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

We derive an approximate formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape inside an elongated domain of a slowly varying axisymmetric profile. For this purpose, the original Poisson equation in…

化学物理 · 物理学 2022-05-06 Denis S. Grebenkov , Alexei T. Skvortsov

General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…

统计力学 · 物理学 2025-05-13 V. V. Ryazanov

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

We consider the quantum first detection problem for a particle evolving on a graph under repeated projective measurements with fixed rate $1/\tau$. A general formula for the mean first detected transition time is obtained for a quantum walk…

统计力学 · 物理学 2020-07-29 Q. Liu , R. Yin , K. Ziegler , E. Barkai

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

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

统计力学 · 物理学 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

The Ornstein-Uhlenbeck process of diffusion in the harmonic potential is re-examined in the context of the first-passage time problem. We investigate this problem to the extent that it has not yet been fully resolved and demonstrate exact…

综合物理 · 物理学 2025-07-10 Przemyslaw Chelminiak

Models of imitation and herding behavior often underestimate the role of individualistic actions and assume symmetric boundary conditions. However, real-world systems (e.g., electoral processes) frequently involve asymmetric boundaries. In…

统计力学 · 物理学 2025-12-03 Rytis Kazakevičius , Aleksejus Kononovicius

The mean first-passage time (MFPT) is one standard measure for the reaction time in thermally activated barrier-crossing processes. While the relationship between MFPTs and phenomenological rate coefficients is known for systems that…

统计力学 · 物理学 2024-03-12 Qingyuan Zhou , Roland R. Netz , Benjamin A. Dalton

We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…

统计力学 · 物理学 2021-05-05 Gabriel Mercado-Vásquez , Denis Boyer

Cross-section and neutron-emission data from heavy-ion fusion-fission reactions are consistent with the fission of fully equilibrated systems with fission lifetime estimates obtained via a Kramers-modified statistical model which takes into…

核理论 · 物理学 2009-12-31 J. P. Lestone , S. G. McCalla

Fractal phenomena may be widely observed in a great number of complex systems. In this paper, we revisit the well-known Vicsek fractal, and study some of its structural properties for purpose of understanding how the underlying topology…

概率论 · 数学 2020-11-10 Fei Ma , Xiaomin Wang , Ping Wang , Xudong Luo

The behavior of a particle in a solvent has been framed using stochastic dynamics since the early theory of Kramers. A particle in a chemical reaction reacts slower in a diluted solvent because of the lack of energy transfer via collisions.…