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 $τ\ll N$, the computed mean first passage time (MFPT), which is inverse of the decay rate of FPT distribution, is inversely proportional to the degree of the destination. These results are verified numerically for the paradigmatic networks with excellent agreement. We show that the range of validity of the analytical results covers networks that have short relaxation time and high mean degree, which turn out to be valid to many real networks.
The area swept out under a one-dimensional Brownian motion till its first-passage time is analysed using a backward Fokker-Planck technique. We obtain an exact expression of the area distribution for the zero drift case, and provide various asymptotic results for the non-zero drift case, emphasising the critical nature of the behaviour in the limit of vanishing drift. The results offer important insights into the asymptotic behaviour of the area-perimeter generating functions in a class of discrete polygons. We also provide a succinct derivation for the distribution of the maximum displacement…
We obtain the first passage time density for a Lévy flight random process from a subordination scheme. By this method, we infer the asymptotic behavior directly from the Brownian solution and the Sparre Andersen theorem, avoiding explicit reference to the fractional diffusion equation. Our results corroborate recent findings for Markovian Lévy flights and generalize to broad waiting times.
A hybrid asymptotic-numerical method is presented for obtaining the full probability distribution of capture times of a random walker by multiple small traps located inside a bounded two-dimensional domain with reflective boundaries. As motivation for this study, we calculate the variance in the capture time of a random walker by a single interior trap and determine this quantity to be comparable in magnitude to the mean. This implies that the mean is not necessarily reflective of typical capture times and that the full density must be determined. To solve the underlying diffusion equation, th…
Exact results for the first passage time and leapover statistics of symmetric and one-sided Levy flights (LFs) are derived. LFs with stable index alpha are shown to have leapover lengths, that are asymptotically power-law distributed with index alpha for one-sided LFs and, surprisingly, with index alpha/2 for symmetric LFs. The first passage time distribution scales like a power-law with index 1/2 as required by the Sparre Andersen theorem for symmetric LFs, whereas one-sided LFs have a narrow distribution of first passage times. The exact analytic results are confirmed by extensive simulation…
We investigate the long-time behavior of the survival probability of a tagged particle in a single-file diffusion in a finite interval. The boundary conditions are of two types: 1) one boundary is absorbing the second is reflecting, 2) both boundaries are absorbing. For each type of the boundary conditions we consider two types of initial conditions: a) initial number of particles N is given, b) initial concentration of particles is given (N is random). In all four cases the tagged-particle survival probability exhibits different asymptotic behavior. When the both boundaries are absorbing we a…
Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem. The approach gives exponential estimates that often need to be refined via calculation of a prefactor. Here it is shown how to perform these computations in practice. Specifically, sharp asymptotic estimates are derived for expectations, probabilities, and mean first passage times in a form that is geared towards numerical purposes: they require solving well-posed matrix Riccati equations involving the minimize…
We consider the area functional defined by the integral of an Ornstein-Uhlenbeck process which starts from a given value and ends at the time it first reaches zero (its equilibrium level). Exact results are presented for the mean, variance, skewness and kurtosis of the underlying area probability distribution, together with the covariance and correlation between the area and the first passage time. Amongst other things, the analysis demonstrates that the area distribution is asymptotically normal in the weak noise limit, which stands in contrast to the first passage time distribution. Various …
The determination of the mean first passage time (MFPT) for a Brownian particle in a bounded 2-D domain containing small absorbing traps is a fundamental problem with biophysical applications. The average MFPT is the expected capture time assuming a uniform distribution of starting points for the random walk. We develop a hybrid asymptotic-numerical approach to predict optimal configurations of $m$ small stationary circular absorbing traps that minimize the average MFPT in near-disk and elliptical domains. For a general class of near-disk domains, we illustrate through several specific example…
Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a superposition of conventional FBM for each coordinate in analogy to multi-dimensional Brownian motion, and study its first passage properties. Starting from the well-established first passage time statistics of one-dimensional FBM and the associated approximation schemes, we explore the first passage time behaviour of multi-dimensional FBM and compare these resul…
We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position, the so-called global mean first-passage time (GMFPT). This bound is simply expressed in terms of the equilibrium distribution at the target, and implies a minimal scaling of the GMFPT with the network size. We show that this minimal scaling, which can be arbitrarily slow for a proper choice of highly connected target, is realized under the simple condition t…
Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known how the escape time decreases with the increase of the trap sizes, for some specific 2D and 3D domains, higher-order asymptotic formulas have been established, providing the dependence of the escape time on the sizes and locations of the traps. Such results allow the use of global optimization to seek trap arrangements that minimize average escape times. In a…
We consider any dynamical system that starts from a given ensemble of configurations and evolves in time until the system reaches a certain fixed stopping criterion, with the mean first-passage time the quantity of interest. We present a general method, Projective Dynamics, which maps the multi-dimensional dynamics of the system onto an arbitrary discrete set of states ${ζ_k}$, subject only to the constraint that the dynamics is restricted to transitions not further than the neighboring states $ζ_{k\pm 1}$. We prove that with this imposed condition there exists a master equation with nearest-n…
The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of diffusion-controlled reactions of charged molecules or escape of Brownian particles over a time-dependent entropic barrier at the end of a biological pore. We present a simple asymptotic theory which yields the long-time behavior of both the survival probability (first-passage properties) and the moments of the particle position (dynamics). The asymptotic survival probability,…
In this work we consider a class of recursively-grown fractal networks $G_n(t)$, whose topology is controlled by two integer parameters $t$ and $n$. We first analyse the structural properties of $G_n(t)$ (including fractal dimension, modularity and clustering coefficient) and then we move to its transport properties. The latter are studied in terms of first-passage quantities (including the mean trapping time, the global mean first-passage time and the Kemeny's constant) and we highlight that their asymptotic behavior is controlled by network's size and diameter. Remarkably, if we tune $n$ (or…
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 the first-passage time statistics. Although first-passage properties of diffusive processes, usually modeled by different types of the linear differential equations, are permanently explored with unflagging intensity, there still exists noticeable niche in this subject concerning the study of the non-linear diffusive processes. Therefore, the objective of the…
We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the MFPT for continuous processes is actually different from the large system size limit of the MFPT for discrete jump processes allowing leapovers. In the case considered here, the asymptotic MFPT admits non-vanishing corrections, which we call residual MFPT. The case of L/'evy flights with diverging variance of jump lengths is investigated in detail, in parti…
We perform an in-depth study for mean first-passage time (MFPT)---a primary quantity for random walks with numerous applications---of maximal-entropy random walks (MERW) performed in complex networks. For MERW in a general network, we derive an explicit expression of MFPT in terms of the eigenvalues and eigenvectors of the adjacency matrix associated with the network. For MERW in uncorrelated networks, we also provide a theoretical formula of MFPT at the mean-field level, based on which we further evaluate the dominant scalings of MFPT to different targets for MERW in uncorrelated scale-free n…
We study the mean first-passage time (MFPT) for asymmetric continuous-time random walks in continuous-space characterised by waiting-times with finite mean and by jump-sizes with both finite mean and finite variance. In the asymptotic limit, this well-controlled process is governed by an advection-diffusion equation and the MFPT results to be finite when the advecting velocity is in the direction of the boundary. We derive a nonhomogeneous Wiener-Hopf integral equation that allows for the exact calculation of the MFPT by avoiding asymptotic limits and it emerges to depend on the whole distribu…
We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale factors $a(t)\sim t^λ$ and $a(t)\sim \exp(μt)$, the partial differential equation is solved analytically and the asymptotic scaling behavior, as well as the dynamical exponents, are derived. Whereas in the algebraic case the two processes (diffusion and expansion) compete and a crossover is observed, we find that for exponential dynamics the expansion dominates…
We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies corresponding to the poles of Laplace transformed function and separate the short-term and long-term behavior of the first-passage process. We give a formula of the decay rate $β$, which is inversely proportional to the characteristic relaxation time $τ$ of the target node. This exact formula for the first-passage probability between two nodes at a given time c…
An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The analysis also leads to a simple closed-form solution for the moments of the Airy distribution.
We study the first passage time (FPT) problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker-Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time limit, is characterized by a universal power law. Contrasting this power law with the asymptotic FPT distribution from another type of anomalous diffusion exemplified by the fractional Brownian motion, we show that the two types of anomalous diffusions give rise to two distinct scaling behavior.
We study first-passage properties for a particle that diffuses either inside or outside of generalized paraboloids, defined by y=a(x_1^2+...+x_{d-1}^2)^{p/2} where p>1, with absorbing boundaries. When the particle is inside the paraboloid, the survival probability S(t) generically decays as a stretched exponential, ln(S) ~ -t^{(p-1)/(p+1)}, independent of the spatial dimensional. For a particle outside the paraboloid, the dimensionality governs the asymptotic decay, while the exponent p specifying the paraboloid is irrelevant. In two and three dimensions, S ~ t^{-1/4} and S ~(ln t)^{-1}, respe…
First passage under restart has recently emerged as a conceptual framework suitable for the description of a wide range of phenomena, but the endless variety of ways in which restart mechanisms and first passage processes mix and match hindered the identification of unifying principles and general truths. Hope that these exist came from a recently discovered universality displayed by processes under optimal, constant rate, restart---but extensions and generalizations proved challenging as they marry arbitrarily complex processes and restart mechanisms. To address this challenge, we develop a g…
We have characterized the scaling behavior of the first-passage percolation (FPP) model on two types of discrete networks, the regular square lattice and the disordered Delaunay lattice, thereby addressing the effect of the underlying topology. Several distribution functions for the link-times were considered. The asymptotic behavior of the fluctuations for both the minimal arrival time and the lateral deviation of the geodesic path are in perfect agreement with the Kardar-Parisi-Zhang (KPZ) universality class regardless of the type of the link-time distribution and of the lattice topology. Pr…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are investigated. Exact as well as asymptotic results are provided for the probability density function of (a) the front-position, (b) the maximum of the front-positions, and (c) the first-passage time to a given position. The asymptotic laws for the front-position and the maximum front-position are found to be governed by the Fisher-Tippett-Gumbel extreme value statistics…
We study discrete-time random walks on arbitrary networks with first-passage resetting processes. To the end, a set of nodes are chosen as observable nodes, and the walker is reset instantaneously to a given resetting node whenever it hits either of observable nodes. We derive exact expressions of the stationary occupation probability, the average number of resets in the long time, and the mean first-passage time between arbitrary two non-observable nodes. We show that all the quantities can be expressed in terms of the fundamental matrix $\textbf{Z}=(\textbf{I}-\textbf{Q})^{-1}$, where $\text…
Motivated by the dynamics of resonant neurons we consider a differentiable, non-Markovian random process $x(t)$ and particularly the time after which it will reach a certain level $x_b$. The probability density of this first passage time is expressed as infinite series of integrals over joint probability densities of $x$ and its velocity $\dot{x}$. Approximating higher order terms of this series through the lower order ones leads to closed expressions in the cases of vanishing and moderate correlations between subsequent crossings of $x_b$. For a linear oscillator driven by white or coloured G…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for analyzing extreme value statistics of ergodic reversible Markov processes in confining potentials on the hand of the underlying relaxation eigenspectra. We derive a chain of inequalities, which bounds the long-time asymptotics of first passage densities, and thereby extrema, from above and from below. The bounds involve a time integral of the transition probab…
The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in time asymptotic expansions in the target radius of the solution to the corresponding diffusion equation. Our approach is based on combining short-time expansions using pseudo-potential approximations with long-time expansions based on first eigenvalue and eigenfunction approximations. These expansions allow the calculation of corresponding expansions of the fir…
We study a reaction-diffusion process that involves two species of atoms, immobile and diffusing. We assume that initially only immobile atoms, uniformly distributed throughout the entire space, are present. Diffusing atoms are injected at the origin by a source which is turned on at time t=0. When a diffusing atom collides with an immobile atom, the two atoms form an immobile stable molecule. The region occupied by molecules is asymptotically spherical with radius growing as t^{1/d} in d>=2 dimensions. We investigate the survival probability that a diffusing atom has not become a part of a mo…
Recent studies in one dimension have revealed that the temporal advantage rendered by stochastic resetting to diffusing particles in attaining first passage, may be annulled by a sufficiently strong attractive potential. We extend the results to higher dimensions. For a diffusing particle in an attractive potential $V({R})=k {R}^n$, in general $d$ dimensions, we study the critical strength $k = k_c$ above which resetting becomes disadvantageous. The point of continuous transition may be exactly found even in cases where the problem with resetting is not solvable, provided the first two moments…
We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by Lévy stable noises. The complexity of the first passage time statistics (mean first passage time, cumulative first passage time distribution) is elucidated together with a discussion of the proper setup of corresponding boundary conditions that correctly yield the statistics of first passages for these non-Gaussian noises. The validity of the method is tested numerically and compared against analytical formulae when the stability index $α$ approaches 2, recovering…
How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from the crucial role played by first encounter properties in various real situations, including transport in disordered media, neuron firing dynamics, spreading of diseases or target search processes. Most methods to determine the FPT properties in confining domains have been limited to effective 1D geometries, or for space dimensions larger than one only to ho…
Virtually all the emergent properties of a complex system are rooted in the non-homogeneous nature of the behaviours of its elements and of the interactions among them. However, the fact that heterogeneity and correlations can appear simultaneously at local, mesoscopic, and global scales, is a concrete challenge for any systematic approach to quantify them in systems of different types. We develop here a scalable and non-parametric framework to characterise the presence of heterogeneity and correlations in a complex system, based on the statistics of random walks over the underlying network of…
We study statistics of first passage inside a cone in arbitrary spatial dimension. The probability that a diffusing particle avoids the cone boundary decays algebraically with time. The decay exponent depends on two variables: the opening angle of the cone and the spatial dimension. In four dimensions, we find an explicit expression for the exponent, and in general, we obtain it as a root of a transcendental equation involving associated Legendre functions. At large dimensions, the decay exponent depends on a single scaling variable, while roots of the parabolic cylinder function specify the s…
We survey recent results on first-passage processes in unbounded cones and their applications to ordering of particles undergoing Brownian motion in one dimension. We first discuss the survival probability S(t) that a diffusing particle, in arbitrary spatial dimension, remains inside a conical domain up to time t. In general, this quantity decays algebraically S ~ t^{-beta} in the long-time limit. The exponent beta depends on the opening angle of the cone and the spatial dimension, and it is root of a transcendental equation involving the associated Legendre functions. The exponent becomes a f…
Complex energy landscapes often arise in biological systems, e.g. for protein folding, biochemical reactions or intracellular transport processes. Their physical effects are often reflected in the first-passage times arising from these energy landscapes. However, their calculation is notoriously challenging and it is often difficult to identify the most relevant features of a given energy landscape. Here we show how this can be achieved by coarse-graining the Fokker-Planck equation to a master equation and decomposing its first-passage times in an iterative process. We apply this method to the…
We revisit the simple lattice random walk (Pólya walk) and the Sisyphus random walk in $\mathbb{Z}$, in the presence of random restarts. We use a relatively direct approach namely First passage under restart for discrete space and time which was recently developed by us in PRE 103, 052129 (2021) and rederive the first passage properties of these walks under the memoryless geometric restart mechanism. Subsequently, we show how our method could be generalized to arbitrary first passage process subject to more complex restart mechanisms such as sharp, Poisson and Zeta distribution where the latte…
We have analyzed dynamics on the complex free energy landscape of protein folding in the FOLD-X model, by calculating for each state of the system the mean first passage time to the folded state. The resulting kinetic map of the folding process shows that it proceeds in jumps between well-defined, local free energy minima. Closer analysis of the different local minima allows us to reveal secondary, parallel pathways as well as dead ends.
Subdiffusive motion of tracer particles in complex crowded environments, such as biological cells, has been shown to be widepsread. This deviation from brownian motion is usually characterized by a sublinear time dependence of the mean square displacement (MSD). However, subdiffusive behavior can stem from different microscopic scenarios, which can not be identified solely by the MSD data. In this paper we present a theoretical framework which permits to calculate analytically first-passage observables (mean first-passage times, splitting probabilities and occupation times distributions) in di…
Gene regulation is one of the most important fundamental biological processes in living cells. It involves multiple protein molecules that locate specific sites on DNA and assemble gene initiation or gene repression multi-molecular complexes. While the protein search dynamics for DNA targets has been intensively investigated, the role of inter-molecular interactions during the genetic activation or repression remains not well quantified. Here we present a simple one-dimensional model of target search for two interacting molecules that can reversibly form a dimer molecular complex, which also p…
We uncover a duality between relaxation and first passage processes in ergodic reversible Markovian dynamics in both discrete and continuous state-space. The duality exists in the form of a spectral interlacing -- the respective time scales of relaxation and first passage are shown to interlace. Our canonical theory allows for the first time to determine the full first passage time distribution analytically from the simpler relaxation eigenspectrum. The duality is derived and proven rigorously for both discrete state Markov processes in arbitrary dimension and effectively one-dimensional diffu…
