Search Results - subject:"first passage time"

A kinetic model for the premelting of a crystalline structure

Djikaev, Yuri; Ruckenstein, Eli - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 1, pp. 134-144

An analytical kinetic approach to examine the premelting phenomenon is suggested by using a first passage time analysis …-located) molecule to leave its lattice site and form a Frenkel defect, is calculated by using a first passage time analysis. The model … the mean first passage time has two clearly distinct regimes: at low temperatures the dependence is sharp and at high …

Persistent link: https://www.econbiz.de/10010588776

Fractional nonlinear diffusion equation and first passage time

Wang, Jun; Zhang, Wen-Jun; Liang, Jin-Rong; Xiao, Jian-Bin - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 4, pp. 764-772

We investigate the solutions and the first passage time for anomalous diffusion processes governed by the fractional … initial condition. We obtain explicit analytical expression for the probability distribution, the first passage time … distribution, the mean first passage time, and the mean squared displacement corresponding to different time-dependent diffusion …

Persistent link: https://www.econbiz.de/10010590022

Simulation of Brownian motion at first-passage times

Burq, Zaeem A.; Jones, Owen D. - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 1, pp. 64-71

We show how to simulate Brownian motion not on a regular time grid, but on a regular spatial grid. That is, when it first hits points in δZ for some δ0. Central to our method is an algorithm for the exact simulation of τ, the first time Brownian motion hits ±1. This work is motivated by...

Persistent link: https://www.econbiz.de/10011050323

First passage time of multiple Brownian particles on networks with applications

Wang, Shao-Ping; Pei, Wen-Jiang - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 18, pp. 4699-4708

start out from the source s simultaneously and head to the destination h randomly. We analyze the first passage time (FPT …) Ysh(z) and the mean first passage time (MFPT) 〈Ysh(z)〉 of multiple Brownian particles on complex networks. Equations of …

Persistent link: https://www.econbiz.de/10011057966

Effects of time delay on transient behavior of a time-delayed metastable system subjected to cross-correlated noises

Jia, Zheng-Lin - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 25, pp. 6247-6251

The effects of time delay on the transient properties of a time-delayed metastable system subjected to cross-correlated noises are studied by means of a stochastic simulation method. It is found that: (i) Both additive noise and multiplicative noise can produce the noise enhanced stability...

Persistent link: https://www.econbiz.de/10011063645

On the first passage time and leapover properties of Lévy motions

Koren, T.; Chechkin, A.V.; Klafter, J. - In: Physica A: Statistical Mechanics and its Applications 379 (2007) 1, pp. 10-22

We investigate two coupled properties of Lévy stable random motions: the first passage times (FPTs) and the first passage leapovers (FPLs). While, in general, the FPT problem has been studied quite extensively, the FPL problem has hardly attracted any attention. Considering a particle that...

Persistent link: https://www.econbiz.de/10011059825

Advection and dispersion in time and space

Baeumer, B.; Benson, D.A.; Meerschaert, M.M. - In: Physica A: Statistical Mechanics and its Applications 350 (2005) 2, pp. 245-262

to the probability distribution of particle waiting times and the subordinator is given as the first passage time density …

Persistent link: https://www.econbiz.de/10010590594

Quota Use under VERs: A theoretical framework and some evidence on MFA quota use

Gao, Shumei; Song, Jihe - Department of Accountancy, Economics and Finance, … - 2004

In this paper, we propose a framework to study quota use under Voluntary Export Restraints (VERs). Our model unifies three strands of literature in finance and international trade policy research: the equivalence between tariff and quotas/VERs, option pricing, and option exercise. We also...

Persistent link: https://www.econbiz.de/10005649897

Mean first-passage time for diffusion on fractal lattices with imposed boundary conditions

Chełminiak, Przemysław; Kurzyński, Michał - In: Physica A: Statistical Mechanics and its Applications 342 (2004) 3, pp. 507-515

Relation between the mean first-passage time and the chemical distance for diffusion on fractal lattices with imposed …

Persistent link: https://www.econbiz.de/10011060692

Stochastic action of actomyosin motor

Kurzyński, Michał; Chełminiak, Przemysław - In: Physica A: Statistical Mechanics and its Applications 336 (2004) 1, pp. 123-132

It is argued that the actomyosin motor can be effectively considered a common chemo-chemical enzymatic machine occurring, however, in multitude rather than a few conformational substates distinguished by the conventional kinetics. A technique was developed with the help of which relations were...

Persistent link: https://www.econbiz.de/10011062590