First-passage times for the space-fractional Fokker-Planck equation
Phys. Rev. E 114, 014136 – Published 17 July, 2026
DOI: https://doi.org/10.1103/mk65-8dq2
Abstract
We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a class of superdiffusive processes which are governed by the space-fractional spectral Fokker-Planck equation. This first-passage process introduces 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 for large times, where the parameter 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 from the Sparre-Andersen scaling for corresponding Lévy flights of order . In this case, there exists an optimal space-fractional exponent to minimize the mean FPT.