Mean exit times for free inertial stochastic processes

Journal Article · Thu Sep 01 00:00:00 EDT 1994 · Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics; (United States)

DOI:https://doi.org/10.1103/PhysRevE.50.1985· OSTI ID:7198109

Porra, J M ^[1]; Masoliver, J ^[2]; Lindenberg, K ^[3]

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1. Department of Chemistry, University of California, San Diego, La Jolla, California 92093-0340 (United States)
2. Departament de Fisica Fonamental, Universitat de Barcelona, Diagonal 647, 08028 Barcelona (Spain)
3. Department of Chemistry and Institute for Nonlinear Science, University of California, San Diego, La Jolla, California 92093-0340 (United States)

We study the mean exit time of a free inertial random process from a region in space. The acceleration alternatively takes the values +[ital a] and [minus][ital a] for random periods of time governed by a common distribution [psi]([ital t]). The mean exit time satisfies an integral equation that reduces to a partial differential equation if the random acceleration is Markovian. Some qualitative features of the behavior of the system are discussed and checked by simulations. Among these features, the most striking is the discontinuity of the mean exit time as a function of the initial conditions.

• DOE Contract Number: FG03-86ER13606
• OSTI ID: 7198109
• Journal Information: Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics; (United States), Vol. 50:3; ISSN 1063-651X
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
STOCHASTIC PROCESSES
TIMING PROPERTIES
ACCELERATION
CRITICALITY
MARKOV PROCESS
NOISE
NUMERICAL SOLUTION
PROBABILITY
661300* - Other Aspects of Physical Science- (1992-)