Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries

DOI10.1016/J.JMP.2021.102613MaRDI QIDQ825151zbMATH OpenOpenAlexFDO

Authors Udo Boehm, Sonja Cox, Gregor Gantner, Rob P. Stevenson

Publication date 17 December 2021

Published in Journal of Mathematical Psychology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.jmp.2021.102613

zbMATH Keywords

diffusion modelfirst-passage time distributionspacetime-dependent drift functiontime-dependent boundaries

Mathematics Subject Classification ID

Diffusion processes (60J60) Measurement and performance in psychology (91E45) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• A fast numerical algorithm for the estimation of diffusion model parameters
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• Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model
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• Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time
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• Stochastic dynamic models of response time and accuracy: A foundation primer
• Stochastic models of decisions about motion direction: behavior and physiology
• The Diffusion Decision Model: Theory and Data for Two-Choice Decision Tasks
• Towards end‐to‐end likelihood‐free inference with convolutional neural networks

Cited in

(5)

• Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions
• Numerical approximation of the first-passage time distribution of time-varying diffusion decision models: a mesh-free approach
• Fast and accurate calculations for first-passage times in Wiener diffusion models
• Partial derivatives for the first-passage time distribution in Wiener diffusion models
• Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods

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