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Rigorous results for mean first-passage time of harmonically trapped particle

General Physics 2025-07-10 v2

Abstract

The Ornstein-Uhlenbeck process of diffusion in the harmonic potential is re-examined in the context of the first-passage time problem. We investigate this problem to the extent that it has not yet been fully resolved and demonstrate exact novel results. They mainly concern the mean first-passage time for a particle diffusing downward and upward in the harmonic potential. We verify the main results of this paper by using a number of analytical techniques.

Keywords

Cite

@article{arxiv.2412.03165,
  title  = {Rigorous results for mean first-passage time of harmonically trapped particle},
  author = {Przemyslaw Chelminiak},
  journal= {arXiv preprint arXiv:2412.03165},
  year   = {2025}
}

Comments

17 pages, 7 figures