An effective one-dimensional approach to calculating mean first passage time in multi-dimensional potentials

2021 ◽  
Vol 154 (8) ◽  
pp. 084103
Author(s):  
Thomas H. Gray ◽  
Ee Hou Yong
Keyword(s):  
First Passage Time ◽  
Passage Time ◽  
Mean First Passage Time ◽  
Dimensional Approach ◽  
First Passage ◽  
One Dimensional

scholarly journals Mean first-passage time of a tumor cell growth system with time delay and colored cross-correlated noises excitation

2017 ◽  
Vol 37 (2) ◽  
pp. 191-198 ◽  
Author(s):  
Shenghong Li ◽  
Yong Huang
Keyword(s):  
Time Delay ◽  
Noise Intensity ◽  
First Passage Time ◽  
Passage Time ◽  
Mean First Passage Time ◽  
Tumor Cell Growth ◽  
First Passage ◽  
Growth System ◽  
The Mean ◽  
Correlated Noises

In this paper, the mean first-passage time of a delayed tumor cell growth system driven by colored cross-correlated noises is investigated. Based on the Novikov theorem and the method of probability density approximation, the stationary probability density function is obtained. Then applying the fastest descent method, the analytical expression of the mean first-passage time is derived. Finally, effects of different kinds of delays and noise parameters on the mean first-passage time are discussed thoroughly. The results show that the time delay included in the random force, additive noise intensity and multiplicative noise intensity play a positive role in the disappearance of tumor cells. However, the time delay included in the determined force and the correlation time lead to the increase of tumor cells.

First-passage-time densities for time-non-homogeneous diffusion processes

1997 ◽  
Vol 34 (3) ◽  
pp. 623-631 ◽  
Author(s):  
R. Gutiérrez ◽  
L. M. Ricciardi ◽  
P. Román ◽  
F. Torres
Keyword(s):  
Diffusion Processes ◽  
First Passage Time ◽  
Passage Time ◽  
Continuous Functions ◽  
Probability Density Functions ◽  
Density Functions ◽  
First Passage ◽  
One Dimensional ◽  
Dimensional Diffusion ◽  
Natural Boundaries

In this paper we study a Volterra integral equation of the second kind, including two arbitrary continuous functions, in order to determine first-passage-time probability density functions through time-dependent boundaries for time-non-homogeneous one-dimensional diffusion processes with natural boundaries. These results generalize those which were obtained for time-homogeneous diffusion processes by Giorno et al. [3], and for some particular classes of time-non-homogeneous diffusion processes by Gutiérrez et al. [4], [5].

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