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.