Residual mean first-passage time for jump processes: theory and applications to L\'evy flights and fractional Brownian motion

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 particular, with respect to the associated leapover behaviour. We also show numerically that our results apply with good accuracy to fractional Brownian motion, despite its non-Markovian nature.Comment: 13 pages, 8 figure

Mean first-passage time of quantum transition processes

In this paper, we consider the problem of mean first-passage time (MFPT) in quantum mechanics; the MFPT is the average time of the transition from a given initial state, passing through some intermediate states, to a given final state for the first time. We apply the method developed in statistical mechanics for calculating the MFPT of random walks to calculate the MFPT of a transition process. As applications, we (1) calculate the MFPT for multiple-state systems, (2) discuss transition processes occurring in an environment background, (3) consider a roundabout transition in a hydrogen atom, and (4) apply the approach to laser theory.Comment: 11 pages, no figur

Activation process driven by strongly non-Gaussian noises

The constructive role of non-Gaussian random fluctuations is studied in the context of the passage over the dichotomously switching potential barrier. Our attention focuses on the interplay of the effects of independent sources of fluctuations: an additive stable noise representing non-equilibrium external random force acting on the system and a fluctuating barrier. In particular, the influence of the structure of stable noises on the mean escape time and on the phenomenon of resonant activation (RA) is investigated. By use of the numerical Monte Carlo method it is documented that the suitable choice of the barrier switching rate and random external fields may produce resonant phenomenon leading to the enhancement of the kinetics and the shortest, most efficient reaction time.Comment: 11 pages, 8 figure

Co-occurrence of resonant activation and noise-enhanced stability in a model of cancer growth in the presence of immune response

We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the molecular fluctuations can be approximated as a realization of a Brownian dynamics for which the model reaction kinetics takes on the form of a stochastic differential equation. After eliminating a fast kinetics, the model can be rephrased into a form of a one-dimensional overdamped Langevin equation. We discuss physical aspects of environmental noises acting in such a reduced system, pointing out the possibility of coexistence of dynamical regimes where noise-enhanced stability and resonant activation phenomena can be observed together.Comment: 18 pages, 11 figures, published in Physical Review E 74, 041904 (2006

Anomalous biased diffusion in networks

We study diffusion with a bias towards a target node in networks. This problem is relevant to efficient routing strategies in emerging communication networks like optical networks. Bias is represented by a probability $p$ of the packet/particle to travel at every hop towards a site which is along the shortest path to the target node. We investigate the scaling of the mean first passage time (MFPT) with the size of the network. We find by using theoretical analysis and computer simulations that for Random Regular (RR) and Erd\H{o}s-R\'{e}nyi (ER) networks, there exists a threshold probability, $p_{th}$, such that for $p<p_{th}$ the MFPT scales anomalously as $N^\alpha$, where $N$ is the number of nodes, and $\alpha$ depends on $p$. For $p>p_{th}$ the MFPT scales logarithmically with $N$. The threshold value $p_{th}$ of the bias parameter for which the regime transition occurs is found to depend only on the mean degree of the nodes. An exact solution for every value of $p$ is given for the scaling of the MFPT in RR networks. The regime transition is also observed for the second moment of the probability distribution function, the standard deviation.Comment: 13 Pages, To appear in PR