Singular perturbation approach to first passage times for Markov jump processes
Journal Article
·
· J. Stat. Phys.; (United States)
We introduce singular perturbation methods for constructing asymptotic approximations to the mean first passage time for Markov jump processes. Our methods are applied directly to the integral equation for the mean first passage time and do not involve the use of diffusion approximations. An absorbing interval condition is used to properly account for the possible jumps of the process over the boundary which leads to a Wiener-Hopf problem in the neighborhood of the boundary. A model of unimolecular dissociation is considered to illiustrate our method.
- Research Organization:
- Department of Engineering Sciences and Applied Mathematics, Technological Institute, Northwestern University, Evanston, Illinois 60201
- DOE Contract Number:
- AC02-78ER04650
- OSTI ID:
- 5969953
- Journal Information:
- J. Stat. Phys.; (United States), Journal Name: J. Stat. Phys.; (United States) Vol. 42:1; ISSN JSTPB
- Country of Publication:
- United States
- Language:
- English
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