First-passage-time statistics of a Brownian particle driven by an arbitrary unidimensional potential with a superimposed exponential time-dependent drift

DOI10.1088/1751-8113/48/50/505001zbMATH Open1333.82015arXiv1511.07743OpenAlexW3101632677MaRDI QIDQ3460488FDOQ3460488

Authors: Eugenio Urdapilleta 

Publication date: 7 January 2016

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven by an arbitrary potential with an exponential temporally decaying superimposed field up to a prescribed threshold. The general system analyzed here describes the sub-threshold signal integration of integrate-and-fire neuron models, of any kind, supplemented by an adaptation-like current, whereas the first-passage-time corresponds to the declaration of a spike. Following our previous studies, we base our analysis on the backward Fokker Planck equation and study the survival probability and the first-passage-time density function in the space of the initial condition. By proposing a series solution we obtain a system of recurrence equations, which given the specific structure of the exponential time-dependent drift, easily admit a simpler Laplace representation. Naturally, the present general derivation agrees with the explicit solution we found previously for the Wiener process in (2012 JPhysA 45 185001). However, to demonstrate the generality of the approach, we further explicitly evaluate the first-passage-time statistics of the underlying Ornstein Uhlenbeck process. To test the validity of the series solution, we extensively compare theoretical expressions with the data obtained from numerical simulations in different regimes. As shown, agreement is precise whenever the series is truncated at an appropriate order. Beyond the fact that both the Wiener and Ornstein Uhlenbeck processes have a direct interpretation in the context of neuronal models, given their ubiquity in different fields, our present results will be of interest in other settings where an additive state-independent temporal relaxation process is being developed as the particle diffuses.

Full work available at URL: https://arxiv.org/abs/1511.07743

Recommendations

• Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift
• scientific article; zbMATH DE number 755592
• First passage time statistics of Brownian motion with purely time dependent drift and diffusion
• Moments of the first passage time under external driving
• Statistics of first-passage Brownian functionals

zbMATH Keywords

diffusionsurvival probabilityfirst-passage-timeneuron modelstime-dependent drift

Mathematics Subject Classification ID

Neural biology (92C20) Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24) Neural nets applied to problems in time-dependent statistical mechanics (82C32)

Cited In (3)

• Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift
• First passage time statistics of Brownian motion with purely time dependent drift and diffusion
• First Passage Statistics for the Capture of a Brownian Particle by a Structured Spherical Target with Multiple Surface Traps

This page was built for publication: First-passage-time statistics of a Brownian particle driven by an arbitrary unidimensional potential with a superimposed exponential time-dependent drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3460488)