First passage duality in $d>2$

Abstract

In one and two dimensions, the first-passage time for a diffusing particle in the presence of a radial potential flow to hit a sphere, conditioned on actually hitting the sphere, is independent of the sign of the drift. Moreover, the first-passage distribution for an inward (negative) drift is identical to the first-passage distribution for outward (positive) drift when conditioned on hitting the sphere. This curious property was first observed in 2018 by Krapivsky and Redner, and in this work we extend this duality of first-passage times and their distributions to dimensions $d>2$. We show that the fundamental source of the symmetry is the fact that a reversal of the direction of the drift amounts to taking the adjoint of the spatial operator governing the evolution of the process, and the factor that converts between solutions of the forward and backward equations is precisely the non-transient behavior of the system with which to appropriately condition by.