Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise


Autoria(s): Masoliver, Jaume, 1951-; Porrà i Rovira, Josep Maria
Contribuinte(s)

Universitat de Barcelona

Data(s)

05/07/2010

Resumo

We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.

Identificador

http://hdl.handle.net/2445/13302

Idioma(s)

eng

Publicador

American Physical Society

Direitos

(c) American Physical Society, 1995

info:eu-repo/semantics/openAccess

Palavras-Chave #Física estadística #Física matemàtica #Statistical physics #Mathematical physics
Tipo

info:eu-repo/semantics/article