Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

被引：28

作者：

Masoliver, J

Porra, JM

机构：

[1] Departament de Física Fonamental, Universitat de Barcelona, Barcelona, 647-08028, Diagonal

来源：

PHYSICAL REVIEW E | 1996年 / 53卷 / 03期

关键词：

D O I：

10.1103/PhysRevE.53.2243

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x, v), of a free inertial process driven by Gaussian white noise out of a region (0, L) in space. In this paper we give a detailed ai:count of the method employed and present results on asymptotic properties and averages of T(x, v).

引用

页码：2243 / 2256

页数：14

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