相关论文: Mean first passage time for fission potentials hav…

Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…

The two-dimensional backward Fokker-Planck equation is used to calculate the mean first-passage times (MFPTs) of the magnetic moment of a nanoparticle driven by a rotating magnetic field. It is shown that a magnetic field that is rapidly…

A method is proposed to select the suitable sets of potential parameters for a one-dimensional mesoscopic Hamiltonian model, first introduced to describe the DNA melting transition and later extended to investigate thermodynamic and…

It is considered the integrated process $X(t)= x + \int _0^t Y(s) ds ,$ where $Y(t)$ is a Gauss-Markov process starting from $y.$ The first-passage time (FPT) of $X$ through a constant boundary and the first-exit time of $X$ from an…

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…

A class of algorithms in discrete space and continuous time for Brownian first passage time estimation is considered. A simple algorithm is derived that yields exact mean first passage times (MFPT) for linear potentials in one dimension,…

We consider first-passage percolation on a ladder, i.e. the graph {0,1,...}*{0,1} where nodes at distance 1 are joined by an edge, and the times are exponentially i.i.d. with mean 1. We find an appropriate Markov chain to calculate an…

Based on a stochastic model for intermittent fluctuations in the boundary region of magnetically confined plasmas, an expression for the level crossing rate is derived from the joint distribution of the process and its derivative. From this…

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…

A fluctuation theorem is examined for the first-passage time of a biomolecular machine (e.g., a motor protein or an enzyme) in a nonequilibrium steady-state. For such machines in which the driven, observable process is coupled to a hidden…

We consider an anisotropic needle-like Brownian particle with nematic symmetry confined in a $2D$ domain. For this system, the coupling of translational and rotational diffusion makes the process ${\bf x} (t)$ of the positions of the…

We study the thermal escape problem in the moderate-to-high and high damping regime of a system with a parabolic barrier. We present a formula that matches our numerical results accounting for finite barrier effects, and compare it with…

The multifractal behavior of the normalized first passage time is investigated on the two dimensional Sierpinski gasket with both absorbing and reflecting barriers. The normalized first passage time for Sinai model and the logistic model to…

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

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…

First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…

We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…

Finding representative reaction pathways is necessary for understanding mechanisms of molecular processes, but is considered to be extremely challenging. We propose a new method to construct reaction paths based on mean first-passage times.…

We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…