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First-passage times for random walks in bounded domains | S Condamin
; O. Benichou
; M. Moreau
; | Date: |
14 Nov 2005 | Subject: | Statistical Mechanics | Abstract: | 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. | Source: | arXiv, cond-mat/0511342 | Other source: | [GID 157351] pmid16486327 | Services: | Forum | Review | PDF | Favorites |
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