The effect of time resolution on the observed first passage times in diffusive dynamics

Single-molecule and single-particle tracking experiments are typically unable to resolve fine details of thermal motion at short timescales where trajectories are continuous. We show that, when a diffusive trajectory xt is sampled at finite time intervals δt, the resulting error in measuring the first passage time to a given domain can exceed the time resolution of the measurement by more than an order of magnitude. Such surprisingly large errors originate from the fact that the trajectory may enter and exit the domain while being unobserved, thereby lengthening the apparent first passage time by an amount that is larger than δt. Such systematic errors are particularly important in single-molecule studies of barrier crossing dynamics. We show that the correct first passage times, as well as other properties of the trajectories such as splitting probabilities, can be recovered via a stochastic algorithm that reintroduces unobserved first passage events probabilistically.