Exact First-Passage Time Response Theory from Steady-State Response
Ruicheng Bao, Shiling Liang
Abstract
The mean first-passage time (MFPT) provides a universal temporal measure of transport, reaction, search, and switching processes in physical, chemical, and biological systems. Understanding how MFPTs respond to perturbations is therefore crucial for prediction and control, yet a systematic theory has been lacking. We establish a compact theoretical framework for linear and nonlinear MFPT response in continuous-time Markov processes. The key tool is an exact correspondence that maps the intrinsically transient response of MFPTs onto the steady-state response of an auxiliary system. This correspondence yields exact and universal response relations for MFPTs between arbitrary state pairs, expressed entirely in terms of unperturbed MFPTs and steady-state probabilities. We then obtain a factorized physical decomposition of the MFPT response into linear upstream, linear downstream, and nonlinear contributions. Further corollaries include response-curve inference rules, fundamental bounds on MFPT responses, analytical expressions for higher-order responses of MFPTs and steady-state probabilities, and multi-rate response formulas. Additionally, our result offers computational advantages in calculating both MFPTs and steady-state distributions. Finally, a biologically motivated folding network is analyzed, and a recently reported paradox on MFPT is clarified.
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