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    First-passage times for the space-fractional Fokker-Planck equation

    Christopher N. Angstmann, Daniel S. Han*, Bruce I. Henry, and Boris Z. Huang

    • *Contact author: daniel.han@unsw.edu.au

    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 t−1/(2α)−1 for large times, where the parameter α∈(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 from 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.

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