Saved in:
Bibliographic Details
Main Authors: Angstmann, Christopher N., Han, Daniel S., Henry, Bruce I., Huang, Boris Z.
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2511.18256
Tags: Add Tag
No Tags, Be the first to tag this record!
Table of Contents:
  • We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This first-passage process leads to novel FPT properties, different from Lévy flights, that account for space dependent forces and hitting boundaries throughout the path of a jump. The FPT distribution can be derived for different types of barriers and potentials, for which we also provide specific examples. For the one-sided absorbing boundary with no potential on the semi-infinite line, we find that the FPT density scales asymptotically as $t^{-1/(2α)-1}$ for large times, where the parameter $α\in (0,1]$ relates to the power-law behavior for the distribution of the number of compounded steps. This is in agreement with the method of images but different to the Sparre-Andersen scaling $t^{-3/2}$ for corresponding Lévy flights of order $2α$. In this case, there exists an optimal space-fractional exponent $α$ to minimize the mean FPT.