Mean first passage time for a Markovian jumping process

被引：0

作者：

Kaminska, A. ^{[1
]}

Srokowski, T. ^{[1
]}

机构：

[1] Polish Acad Sci, H Niewodniczanski Inst Nucl Phys, PL-31342 Krakow, Poland

来源：

ACTA PHYSICA POLONICA B | 2007年 / 38卷 / 10期

关键词：

DIFFUSION; CONDUCTION; EQUATION;

D O I：

暂无

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean first passage time (MFPT) which appears always finite, also for the subdiffusive case. Then, for the case of the jumping-size distribution in form of the Levy distribution, we determine the probability density distributions and MFPT by means of numerical simulations. Dependence of the results on process parameters, as well as on the Levy distribution width, is discussed.

引用

页码：3119 / 3131

页数：13

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