In this paper we use the method of images to derive the closed-form formula for the first passage time density of a timedependent Ornstein–Uhlenbeck process to a parametric class of moving boundaries. The results are then applied to develop a simple, efficient and systematic approximation scheme to compute tight upper and lower bounds of the first passage time density through a fixed boundary. ...

We study the distribution of first passage time for Levy type anomalous diffusion. A fractional Fokker-Planck equation framework is introduced. For the zero drift case, using fractional calculus an explicit analytic solution for the first passage time density function in terms of Fox or H-functions is given. The asymptotic behaviour of the density function is discussed. For the nonzero drift ca...

A new method for constructing first-passage-time probability density functions in the case of regular one-dimensional time homogeneous diffusion processes restricted between constant boundaries is proposed. Some diffusion processes of particular interest in neuronal modeling are considered and thoroughly discusses.

We studied the Mean first passage time for the DNA translocation through a narrow pore. We also proved that, for an asymmetric rachet potential, the mean first passage time for the same DNA to translocate through the membrane can be different when passing from the two different ends, even without external potential. We further extended the situation to a more general case, where a periodic chai...

We develop an analytical approach that provides the dependence of the mean first-passage time (MFPT) for random walks on complex networks both on the target connectivity and on the source-target distance. Our approach puts forward two strongly different behaviors depending on the type-compact or non compact-of the random walk. In the case of non compact exploration, we show that the MFPT scales...