First-passage times for variable-order time-fractional diffusion
Phys. Rev. E 114, 044120 – Published 14 October, 2026
DOI: https://doi.org/10.1103/t292-j1z5
Abstract
We derive the asymptotic first-passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent varies with position. On a bounded interval with an absorbing and a reflecting boundary, we show that the survival probability decays as , where is the minimum value of the fractional exponent and is determined by the location and shape of the minimum. The exponent is fixed by the location and order of the minimum, taking the value at a -order interior minimum, 1 at the reflecting boundary and 2 at the absorbing boundary. For a constant fractional exponent, , so the logarithmic factor distinguishes a continuously varying order field from a homogeneous medium. We recover both exponents from simulated first-passage times by a direct linear fit, with no amplitude or geometric input. We validate the theory against exact Laplace-space solutions and Monte Carlo simulations for linear and nonlinear profiles of .