First Passage Time Distribution for Anomalous Diffusion

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.Comment: 11 pages, 2 figure

Mean First Passage Time in Periodic Attractors

The properties of the mean first passage time in a system characterized by multiple periodic attractors are studied. Using a transformation from a high dimensional space to 1D, the problem is reduced to a stochastic process along the path from the fixed point attractor to a saddle point located between two neighboring attractors. It is found that the time to switch between attractors depends on the effective size of the attractors, $\tau$, the noise, $\epsilon$, and the potential difference between the attractor and an adjacent saddle point as: $~T = {c \over \tau} \exp({\tau \over \epsilon} \Delta {\cal{U}})~$; the ratio between the sizes of the two attractors affects $\Delta {\cal{U}}$. The result is obtained analytically for small $\tau$ and confirmed by numerical simulations. Possible implications that may arise from the model and results are discussed.Comment: 14 pages, 3 figures, submitted to journal of physics

First passage time density for the Ehrenfest model

We derive an explicit expression for the probability density of the first passage time to state 0 for the Ehrenfest diffusion model in continuous time

Optimal first-passage time in gene regulatory networks

The inherent probabilistic nature of the biochemical reactions, and low copy number of species can lead to stochasticity in gene expression across identical cells. As a result, after induction of gene expression, the time at which a specific protein count is reached is stochastic as well. Therefore events taking place at a critical protein level will see stochasticity in their timing. First-passage time (FPT), the time at which a stochastic process hits a critical threshold, provides a framework to model such events. Here, we investigate stochasticity in FPT. Particularly, we consider events for which controlling stochasticity is advantageous. As a possible regulatory mechanism, we also investigate effect of auto-regulation, where the transcription rate of gene depends on protein count, on stochasticity of FPT. Specifically, we investigate for an optimal auto-regulation which minimizes stochasticity in FPT, given fixed mean FPT and threshold. For this purpose, we model the gene expression at a single cell level. We find analytic formulas for statistical moments of the FPT in terms of model parameters. Moreover, we examine the gene expression model with auto-regulation. Interestingly, our results show that the stochasticity in FPT, for a fixed mean, is minimized when the transcription rate is independent of protein count. Further, we discuss the results in context of lysis time of an \textit{E. coli} cell infected by a $\lambda$ phage virus. An optimal lysis time provides evolutionary advantage to the $\lambda$ phage, suggesting a possible regulation to minimize its stochasticity. Our results indicate that there is no auto-regulation of the protein responsible for lysis. Moreover, congruent to experimental evidences, our analysis predicts that the expression of the lysis protein should have a small burst size.Comment: 8 pages, 3 figures, Submitted to Conference on Decision and Control 201

First Passage Time in a Two-Layer System

As a first step in the first passage problem for passive tracer in stratified porous media, we consider the case of a two-dimensional system consisting of two layers with different convection velocities. Using a lattice generating function formalism and a variety of analytic and numerical techniques, we calculate the asymptotic behavior of the first passage time probability distribution. We show analytically that the asymptotic distribution is a simple exponential in time for any choice of the velocities. The decay constant is given in terms of the largest eigenvalue of an operator related to a half-space Green's function. For the anti-symmetric case of opposite velocities in the layers, we show that the decay constant for system length $L$ crosses over from $L^{-2}$ behavior in diffusive limit to $L^{-1}$ behavior in the convective regime, where the crossover length $L^*$ is given in terms of the velocities. We also have formulated a general self-consistency relation, from which we have developed a recursive approach which is useful for studying the short time behavior.Comment: LaTeX, 28 pages, 7 figures not include

First-passage time for superstatistical Fokker-Planck models

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 superstatistical approach can be put in one-to-one correspondence with the moments of the FPT. For systems subjected to an additional uncorrelated external force, the same statistical information is obtained from the dependence of the FPT moments on the external force. These results provide an alternative technique for checking the validity of superstatistical models. As an example, we characterize the mean FPT for a forced Brownian particle.Fil: Budini, Adrian Adolfo. Universidad Tecnológica Nacional; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Comisión Nacional de Energía Atómica. Centro Atómico Bariloche; ArgentinaFil: Caceres Garcia Faure, Manuel Osvaldo. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Comisión Nacional de Energía Atómica. Gerencia del Área de Energía Nuclear. Instituto Balseiro; Argentin

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