First passages in bounded domains: When is the mean first passage time meaningful?

被引:128
作者
Mattos, Thiago G. [1 ]
Mejia-Monasterio, Carlos [2 ,3 ]
Metzler, Ralf [4 ,5 ]
Oshanin, Gleb [6 ]
机构
[1] Max Planck Inst Intelligent Syst, D-70569 Stuttgart, Germany
[2] Tech Univ Madrid, Lab Phys Properties, Madrid 28040, Spain
[3] Univ Helsinki, Dept Math & Stat, FIN-00014 Helsinki, Finland
[4] Univ Potsdam, Inst Phys & Astron, D-14476 Potsdam, Germany
[5] Tampere Univ Technol, Dept Phys, FIN-33101 Tampere, Finland
[6] Univ Paris 06, Lab Phys Theor Matiere Condensee UMR CNRS 7600, F-75252 Paris, France
来源
PHYSICAL REVIEW E | 2012年 / 86卷 / 03期
基金
芬兰科学院;
关键词
RANDOM-WALK; BROWNIAN-MOTION; NARROW ESCAPE; KINETICS; DIFFUSION; STRATEGIES; GEOMETRY; BEHAVIOR; SYSTEMS; NEURON;
D O I
10.1103/PhysRevE.86.031143
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we obtain the probability P(omega) distribution of the random variable omega = tau(1)/(tau(1) + tau(2)), which is a measure for how similar the first passage times tau(1) and tau(2) are of two independent realizations of a Brownian walk starting at the same location. We construct a chart for each domain, determining whether P(omega) represents a unimodal, bell-shaped form, or a bimodal, M-shaped behavior. While in the former case the mean first passage time (MFPT) is a valid characteristic of the first passage behavior, in the latter case it is an insufficient measure for the process. Strikingly we find a distinct turnover between the two modes of P(omega), characteristic for the domain shape and the respective location of absorbing and reflective boundaries. Our results demonstrate that large fluctuations of the first passage times may occur frequently in two-dimensional domains, rendering quite vague the general use of the MFPT as a robust measure of the actual behavior even in bounded domains, in which all moments of the first passage distribution exist.
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页数:8
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