First-Passage Processes in Physics and Beyond

Explore the fundamental concept of first-passage processes in this comprehensive lecture, delving into their significance across physics and other scientific disciplines. Gain insights into the diffusion equation, first-passage probability, and exit probability, while examining their applications in electrostatics and stochastic hunting. Investigate extreme value statistics and the convection-diffusion equation, and consider the philosophical implications of altruism versus individualism in relation to these processes. Conclude by examining open problems in the field, providing a thorough understanding of this crucial topic in physics and beyond.

Introduction
What is the first passage process
Why should we care
The diffusion equation
FirstPassage Probability
Exit Probability
electrostatics
stochastic hunting
unsolvable
example
Extreme Value Statistics
Convection Diffusion Equation
FirstPassage Processes
Altruism vs Individualism
Open Problems