FIRST-PASSAGE TIME FOR RANDOMLY FLASHING DIFFUSION

Authors
LUCZKA J NIEMIEC M HANGGI P
Citation
J. Luczka et al., FIRST-PASSAGE TIME FOR RANDOMLY FLASHING DIFFUSION, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 52(6), 1995, pp. 5810-5816
Citations number
31
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
Journal title
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics → ACNP
ISSN journal
1063651X
Volume
52
Issue
6
Year of publication
1995
Part
A
Pages
5810 - 5816
Database
ISI
SICI code
1063-651X(1995)52:6<5810:FTFRFD>2.0.ZU;2-B
Abstract
The mean-first-passage time (MFPT) of a non-Markovian process that swi tches randomly between deterministic how and a Fokker-Planck process ( i.e., randomly flashing diffusion) is considered. The problem is formu lated in an extended phase space in which the corresponding process is Markovian. It is shown that (boundary and natural) conditions for int egration of differential equations determining the MFPT depend strongl y on the class of domains from which the process is to escape. Exact s olutions are obtained for the MFPT of a linear how driven by randomly hashing white noise.