First Passage Time Problem for Biased Continuous-time Random Walks

نویسندگان

  • GOVINDAN RANGARAJAN
  • M. Ding
چکیده

We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias is constant. When the bias depends linearly on the position, the full FPT density function is derived in terms of Hermite polynomials and generalized Mittag-Leffler functions.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Closed-form solutions for continuous time random walks on finite chains.

Continuous time random walks (CTRWs) on finite arbitrarily inhomogeneous chains are studied. By introducing a technique of counting all possible trajectories, we derive closed-form solutions in Laplace space for the Green's function (propagator) and for the first passage time probability density function (PDF) for nearest neighbor CTRWs in terms of the input waiting time PDFs. These solutions a...

متن کامل

Mean first-passage and residence times of random walks on asymmetric disordered chains

The problems of the first-passage time (FPT) [1, 2] and the residence time (RT) [3] are very important issues in random walk theory. Moreover, several properties of diffusion and transport in disordered systems are based in this concepts. Here, we do not want to present a survey of the enormous literature in the field of mean firstpassage time (MFPT) and mean residence time (MRT) of random walk...

متن کامل

Multitarget search on complex networks: A logarithmic growth of global mean random cover time.

We investigate multitarget search on complex networks and derive an exact expression for the mean random cover time that quantifies the expected time a walker needs to visit multiple targets. Based on this, we recover and extend some interesting results of multitarget search on networks. Specifically, we observe the logarithmic increase of the global mean random cover time with the target numbe...

متن کامل

Title Estimating mean first passage time of biased random walks with short relaxation time on complex networks

Biased random walk has been studied extensively over the past decade especially in the transport and communication networks communities. The mean first passage time (MFPT) of a biased random walk is an important performance indicator in those domains. While the fundamental matrix approach gives precise solution to MFPT, the computation is expensive and the solution lacks interpretability. Other...

متن کامل

Estimating Mean First Passage Time of Biased Random Walks with Short Relaxation Time on Complex Networks

Biased random walk has been studied extensively over the past decade especially in the transport and communication networks communities. The mean first passage time (MFPT) of a biased random walk is an important performance indicator in those domains. While the fundamental matrix approach gives precise solution to MFPT, the computation is expensive and the solution lacks interpretability. Other...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2000