Two years ago, Blanco and Fournier (Blanco S. and Fournier R., Europhys. Lett. 61 (2003) 168) calculated the mean first exit time of a domain of a particle undergoing a randomly reoriented ballistic motion which starts from the boundary. They showed that it is simply related to the ratio of the volume's domain over its surface. This work was extended by Mazzolo (Mazzolo A., Europhys. Lett. 68 (2004) 350), who studied the case of trajectories which start inside the volume. In this letter, we propose an alternative formulation of the problem which allows us to calculate not only the mean exit time, but also the mean residence time inside a sub-domain. The cases of any combinations of reflecting and absorbing boundary conditions are consider...
In this thesis exit problems are considered for stochastic dynamical systems with small random fluct...
We study the mean exit time of a free inertial random process from a region in space. The accelerati...
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
The paper studies first exit times from domains for diffusion processes and their dependence on vari...
Two domain functionals describing the averaged expectation of exit times and averaged variance of ex...
Many problems in physics, biology, and economics depend upon the duration of time required for a dif...
Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical p...
We investigate simple one-dimensional driven diffusive systems with open boundaries. We are interest...
We investigate the functional (Formula presented.) where (Formula presented.) runs through the set o...
Boundary hitting times for one-dimensional diffusion processes have applications in a variety of are...
The current article is devoted to the study of a mean-field system of particles. The question that w...
The mean rst passage time (MFPT) is calculated for a Brownian particle in a bounded two-dimensional ...
A recent paper by J. Heinrichs [Phys. Rev. E 48, 2397 (1993)] presents analytic expressions for the ...
Let D be a smoothly bounded domain in Euclidean space and let Xt be a diffusion in Euclidean space. ...
In this thesis exit problems are considered for stochastic dynamical systems with small random fluct...
We study the mean exit time of a free inertial random process from a region in space. The accelerati...
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
The paper studies first exit times from domains for diffusion processes and their dependence on vari...
Two domain functionals describing the averaged expectation of exit times and averaged variance of ex...
Many problems in physics, biology, and economics depend upon the duration of time required for a dif...
Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical p...
We investigate simple one-dimensional driven diffusive systems with open boundaries. We are interest...
We investigate the functional (Formula presented.) where (Formula presented.) runs through the set o...
Boundary hitting times for one-dimensional diffusion processes have applications in a variety of are...
The current article is devoted to the study of a mean-field system of particles. The question that w...
The mean rst passage time (MFPT) is calculated for a Brownian particle in a bounded two-dimensional ...
A recent paper by J. Heinrichs [Phys. Rev. E 48, 2397 (1993)] presents analytic expressions for the ...
Let D be a smoothly bounded domain in Euclidean space and let Xt be a diffusion in Euclidean space. ...
In this thesis exit problems are considered for stochastic dynamical systems with small random fluct...
We study the mean exit time of a free inertial random process from a region in space. The accelerati...
We supplement a very recent paper of G. Markowsky concerned with the expected exit times of Brownian...