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

DOI10.1016/J.JMP.2021.102613zbMATH Open1479.91293OpenAlexW3163686176MaRDI QIDQ825151FDOQ825151

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)

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

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• scientific article; zbMATH DE number 18903

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)

Cites Work

• Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model
• Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time
• Stochastic dynamic models of response time and accuracy: A foundation primer
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• A new integral equation for the evaluation of first-passage-time probability densities
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• From Poisson shot noise to the integrated Ornstein-Uhlenbeck process: neurally principled models of information accumulation in decision-making and response time
• The Diffusion Decision Model: Theory and Data for Two-Choice Decision Tasks
• On the two-boundary first-crossing-time problem for diffusion processes
• Stochastic models of decisions about motion direction: behavior and physiology
• Intersensory facilitation of reaction time: Evaluation of counter and diffusion coactivation models
• Fundamental derivations form decision field theory
• Modeling perceptual discrimination in dynamic noise: time-changed diffusion and release from inhibition
• 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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