First passage time problems in time-dependent fields.

DOI10.1007/BF01015328MaRDI QIDQ1963645zbMATH OpenFDO

Authors John E. Fletcher, George H. Weiss, Shlomo Havlin

Publication date 2 February 2000

Published in Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

first passage timesdiffusion processesRandom walksresidence timesdiffusive coherence

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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Cites work

• A maximum principle and results on potentials
• On the number of distinct sites visited by a random walk

Cited in

(20)

• Localization of defects via residence time measures
• Diffusion in fluctuating media: first passage time problem
• Decay times in one-dimensional chains
• A first-passage problem with multiple costs.
• A first passage time problem for random walk occupancy.
• First-passage time distribution for a random Walker on a random forcing energy landscape
• Stochastic resonance in neuron models
• First-passage duality
• A transition in a noisy linear system driven by a periodic signal
• First passage time distribution in an oscillating field
• Observation time dependent mean first passage time of diffusion and subdiffusion processes
• The behavior of a periodically-forced nonlinear system subject to additive noise
• Residence times of a Brownian particle with temporal heterogeneity
• ``Escape of a periodically driven particle from a metastable state in a noisy system
• First-passage and extreme-value statistics of a particle subject to a constant force plus a random force
• Effects of confinement on the statistics of encounter times: exact analytical results for random walks in a partitioned lattice
• Moments of the first passage time under external driving
• First passage time in a two-layer system
• A dynamical Monte Carlo algorithm for master equations with time-dependent transition rates
• Coherent stochastic resonance in a sextic double-well potential

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