First-passage and extreme value statistics for overdamped Brownian motion in a linear potential

TL;DR

This paper analyzes the first-passage and extreme-value statistics of an overdamped Brownian particle in a linear potential, revealing nonmonotonic mean first-passage times and optimal potential strengths for minimizing passage and maximum displacement times.

Contribution

It provides analytical and numerical insights into how a linear potential influences first-passage times and maximum displacement statistics, identifying optimal potential strengths for minimizing these times.

Findings

Mean first-passage time has a nonmonotonic dependence on potential strength.

Optimal potential strength minimizes mean first-passage time.

Optimal potential strength also minimizes mean time to reach maximum displacement.

Abstract

We investigate the first-passage properties and extreme-value statistics of an overdamped Brownian particle confined by an external linear potential $V(x)=\mu |x-x_0|$, where $\mu>0$ is the strength of the potential and $x_0>0$ is the position of the lowest point of the potential, which coincides with the starting position of the particle. The Brownian motion terminates whenever the particle passes through the origin at a random time $t_f$. Our study reveals that the mean first-passage time $\langle t_f \rangle$ exhibits a nonmonotonic behavior with respect to $\mu$, with a unique minimum occurring at an optimal value of $\mu \simeq 1.24468D/x_0$, where $D$ is the diffusion constant of the Brownian particle. Moreover, we examine the distribution $P(M|x_0)$ of the maximum displacement $M$ during the first-passage process, as well as the statistics of the time $t_m$ at which $M$ is reached. Intriguingly, there exists another optimal $\mu \simeq 1.24011 D/x_0$ that minimizes the mean time $\langle t_m \rangle$. All our analytical findings are corroborated through numerical simulations.