Oscillatory Survival Probability: Analytical and Numerical Study of a Non-Poissonian Exit Time
DOI10.1137/151004100zbMath1343.60121arXiv1411.6106WikidataQ58051978 ScholiaQ58051978MaRDI QIDQ2806426
David Holcman, Zeev Schuss, K. Dao Duc
Publication date: 18 May 2016
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.6106
eigenvalue; oscillation; Fokker-Planck equation; limit cycle; neuroscience; mean first passage time; WKB asymptotics; exit points; planar diffusion process
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
92C20: Neural biology
60J60: Diffusion processes
34F05: Ordinary differential equations and systems with randomness
65L10: Numerical solution of boundary value problems involving ordinary differential equations
65L15: Numerical solution of eigenvalue problems involving ordinary differential equations
35Q84: Fokker-Planck equations
35J57: Boundary value problems for second-order elliptic systems