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Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise

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dc.creator Masoliver, Jaume, 1951-
dc.creator Porrà i Rovira, Josep Maria
dc.date 2010-07-05T10:44:44Z
dc.date 2010-07-05T10:44:44Z
dc.date 1995
dc.date.accessioned 2024-12-16T10:24:39Z
dc.date.available 2024-12-16T10:24:39Z
dc.identifier 0031-9007
dc.identifier http://hdl.handle.net/2445/13302
dc.identifier 89655
dc.identifier.uri http://fima-docencia.ub.edu:8080/xmlui/handle/123456789/18085
dc.description We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.
dc.format 4 p.
dc.format application/pdf
dc.language eng
dc.publisher American Physical Society
dc.relation Reproducció digital del document proporcionada per PROLA i http://dx.doi.org/10.1103/PhysRevLett.75.189
dc.relation Physical Review Letters, 1995, vol. 75, núm. 2, p. 189-192
dc.relation http://dx.doi.org/10.1103/PhysRevLett.75.189
dc.rights (c) American Physical Society, 1995
dc.rights info:eu-repo/semantics/openAccess
dc.source Articles publicats en revistes (Física de la Matèria Condensada)
dc.subject Física estadística
dc.subject Física matemàtica
dc.subject Statistical physics
dc.subject Mathematical physics
dc.title Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise
dc.type info:eu-repo/semantics/article
dc.type info:eu-repo/semantics/publishedVersion


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