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Mean first passage time (MFPT)

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Mean first passage time (MFPT) is a statistical measure in stochastic processes that quantifies the average time it takes for a random walker to reach a specified target state for the first time, often used in fields such as physics, biology, and finance to analyze diffusion and transport phenomena.
We theoretically study the trapping time distribution and the efficiency of the excitation energy transport in dendritic systems. Trapping of excitations, created at the periphery of the dendrimer, on a trap located at its core, is used... more
We develop techniques to obtain rigorous bounds on the behaviour of random walks on combs. Using these bounds we calculate exactly the spectral dimension of random combs with infinite teeth at random positions or teeth with random but... more
We consider a LÃ evy yer of order that starts from a point x0 on an interval [0; L] with absorbing boundaries. We ÿnd a closed-form expression for an arbitrary average quantity, characterizing the trajectory of the yer, such as mean ÿrst... more
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... more
HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci-entific research documents, whether they are pub-lished or not. The documents may come from teaching and research institutions in France or abroad,... more
A novel approach to evaluate characteristic times of general relaxation processes is presented. The decay of the unstable state of a prototype model is studied. Our results are compared with thosegiven by mean first passage time... more
We use stochastic dynamics to develop the patterned attractor of a non-local extended system. This is done analytically using the stochastic path perturbation approach scheme, where a theory of perturbation in the small noise parameter is... more
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... more
The transition rate of a non-Markovian Brownian particle in a double well potential is determined analytically by means of asymptotic methods and compared with both current theories and numerical simulations by Straub, Borkovec, and Berne... more
We analyze the role of the correlated fluctuations, with a correlation time T^, in the dynamics of an overdamped Josephson junction in the presence of a periodic driving signal.
The Ehrenfest urn process, also known as the dogs and fleas model, is realistically simulated by molecular dynamics of the Lennard-Jones fluid. The key variable is ∆z, i.e. the absolute value of the difference between the number of... more
The dynamics of the standard integrate-fire model and a simpler model (that reproduces the important features of the integrate-fire model under certain conditions) of neural dynamics are studied in the presence of a deterministic external... more
Stationary distributions of perturbed finite irreducible discrete time Markov chains are intimately connected with the behaviour of associated mean first passage times. This interconnection is explored through the use of generalized... more
We study a thermochemical gaseous system in the vicinity of the bifurcation related to the emergence of bistability. Corrections to the standard deterministic dynamics induced by the perturbation of the particle velocity distribution are... more
The time-dependent size distribution function of clusters, as well as the relaxation and lag times, are calculated numerically in the framework of the recently developed kinetic theories of nucleation in
We consider the e ect of subdividing the potential barrier along the reaction coordinate on Kramer's escape rate for a model potential. Using the known supersymmetric potential approach, we show the existence of an optimal number of... more
We study a Langevin equation derived from the Michaelis-Menten (MM) phenomenological scheme for catalysis accompanying a spontaneous replication of molecules, which may serve as a simple model of cell-mediated immune surveillance against... more
We analyze the colored-noise problem from the point of view of consistent Markovian approximations. We extend the "uni6ed colored-noise approximation" of P. Hanggi et al. through its interpretation as an interpolation procedure between... more
We present an analytical method of calculating the mean first-passage times ͑MFPTs͒ for the magnetic moment of a uniaxial nanoparticle which is driven by a rapidly rotating, circularly polarized magnetic field and interacts with a heat... more
Master equation approach is used to study the influence of fluctuations on the dynamics of a model thermochemical system. For appropriate values of parameters, the deterministic description of the system gives the subcritical or... more
The transition rate of a non-Markovian Brownian particle in a double well potential is determined analytically by means of asymptotic methods and compared with both current theories and numerical simulations by Straub, Borkovec, and Berne... more
The study of the noise induced effects on the dynamics of a chain molecule crossing a potential barrier, in the presence of a metastable state, is presented. A two-dimensional stochastic version of the Rouse model for a flexible polymer... more
Let m ij be the mean first passage time from state i to state j in an n-state ergodic homogeneous Markov chain with transition matrix T. Let G be the weighted digraph without loops whose vertex set coincides with the set of states of the... more
We present exact, analytic results for the mean time to trapping of a random walker on the class of deterministic Sierpinski graphs embedded in d 2 Euclidean dimensions, when both nearest-neighbor (NN) and next-nearestneighbor (NNN) jumps... more
Real networks can be classified into two categories: fractal networks and non-fractal networks. Here we introduce a unifying model for the two types of networks. Our model network is governed by a parameter q. We obtain the topological... more
PACS 05.40.Fb-Random walks and Levy flights PACS 89.75.Hc-Networks and genealogical trees PACS 05.60.Cd-Classical transport Abstract.-Explicit determination of the mean first-passage time (MFPT) for trapping problem on complex media is a... more
We develop techniques to obtain rigorous bounds on the behaviour of random walks on combs. Using these bounds we calculate exactly the spectral dimension of random combs with infinite teeth at random positions or teeth with random but... more
The mean first passage time of a Brownian particle from an initial unstable state in a metastable system with damping is investigated. The system is analyzed in the low to high damping regime, and the role played by the damping parameter... more
The passage of ions through membrane channels plays an important role in many fields of biology. An earlier paper [M. Bogun˜a´, A.M. Berezhkovskii, G.H. Weiss, Phys. Rev. E 62 (2000) 3250] developed a toy model for statistical properties... more
Autonomous Underwater Vehicles (AUVs) operating near the surface are subject to significant disturbances due to wave motion. In order to counteract the oscillatory effect of the waves in the actuators system, it is critical to remove it... more
In this work we study the noise induced effects on the dynamics of short polymers crossing a potential barrier, in the presence of a metastable state. An improved version of the Rouse model for a flexible polymer has been adopted to mimic... more
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time... more
We calculate the activation rates of metastable states of general one-dimensional Markov jump processes by calculating mean first-passage times. We employ methods of singular perturbation theory to derive expressions for these rates,... more
The diffusion dynamics of a Yukawa fluid confined in an attractive planar slit pore was studied by solving the Smoluchowski/Hypernnetedchain equation for the mean first passage times. We show how the time it takes for a particle to get... more
Cellular transport machinery, such as channels and pumps, is working against the background of unassisted material transport through membranes. The permeation of a blocked tryptophan through a 1,2-Dioleoyl-sn-glycero-3-phosphocholine... more
We consider the escape of a planar diffusion process from the domain of attraction Ω of a stable focus of the drift in the limit of small diffusion. The boundary ∂Ω of Ω is an unstable limit cycle of the drift, and the focus is close to... more
We study the actual and important problem of Mean First Passage Time (MFPT) for diffusion in fluctuating media. We exploit van Kampen's technique of composite stochastic processes, obtaining analytical expressions for the MFPT for a... more
We study the dynamics of a system of particles diffusing in a fluctuating medium: a lattice which can be in two states, with transitions among them induced by a combination of a periodic deterministic and a stochastic process. We... more
An analytical soluble model based on a Continuous Time Random Walk (CTRW) scheme for the adsorption-desorption processes at interfaces, called bulk-mediated surface diffusion, is presented. The time evolution of the effective probability... more
Based on a coherent state representation of noise operator and an ensemble averaging procedure we have recently developed [Phys. Rev. E 65, 021109 (2002); ibid. 051106 (2002)] a scheme for quantum Brownian motion to derive the equations... more
We calculate the activation rates of metastable states of general one-dimensional Markov jump processes by calculating mean first-passage times. We employ methods of singular perturbation theory to derive expressions for these rates,... more
The main scope of this paper is to give some explicit classes of examples of L 1-optimal couplings. Optimal transportation w.r.t. the Kantorovich metric 1 (resp. the Wasserstein metric W 1) between two absolutely continuous measures is... more
The main object of this work is the vehicular traffic simulation based on macroscopic as well as microscopic approaches. First of them is one-dimensional and uses the quasi-gas-dynamic system of equations. The second one simulates the... more
Kinetic aspects of Landauer's blow torch effect is investigated for a simple double well potential using the supersymmetric approach. We find that the presence of a hot region enhances the escape rate which increases as a function of its... more