First-passage times for random walks in bounded domains -: art. no. 260601

被引：148
|
作者：
Condamin, S [1 ]
Bénichou, O [1 ]
Moreau, M [1 ]
机构：
[1] Univ Paris 06, Lab Phys Theor Mat Condensee, UMR 7600, F-75255 Paris, France
来源：
PHYSICAL REVIEW LETTERS | 2005年 / 95卷 / 26期
关键词：
D O I：
10.1103/PhysRevLett.95.260601
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical simulations. Their range of validity is discussed. We also consider the case of a starting site and two targets. In addition, we present the extension to continuous Brownian motion. These results are of great relevance to any system involving diffusion in confined media.
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页数：4
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