First-passage times for random walks in bounded domains
Statistical Mechanics
2009-11-11 v1
Abstract
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical simulations. Their range of validity is discussed. We also consider the case of a starting site and two targets. In addition, we present the extension to continuous Brownian motion. These results are of great relevance to any system involving diffusion in confined media.
Cite
@article{arxiv.cond-mat/0511342,
title = {First-passage times for random walks in bounded domains},
author = {S Condamin and O. Benichou and M. Moreau},
journal= {arXiv preprint arXiv:cond-mat/0511342},
year = {2009}
}
Comments
to appear in Phys. Rev. Lett