ASYMPTOTIC SOLUTION OF THE KRAMERS-MOYAL EQUATION AND 1ST-PASSAGE TIMES FOR MARKOV JUMP-PROCESSES

被引:48
作者
MATKOWSKY, BJ
SCHUSS, Z
KNESSL, C
TIER, C
MANGEL, M
机构
[1] UNIV ILLINOIS,DEPT MATH STAT & COMP SCI,CHICAGO,IL 60680
[2] UNIV CALIF DAVIS,DEPT MATH,DAVIS,CA 95616
来源
PHYSICAL REVIEW A | 1984年 / 29卷 / 06期
关键词
D O I
10.1103/PhysRevA.29.3359
中图分类号
O43 [光学];
学科分类号
070207 ; 0803 ;
摘要
引用
收藏
页码:3359 / 3369
页数:11
相关论文
共 34 条
[1]  
Abramovitz M, 1964, HDB MATH FUNCTIONS
[2]  
BENDER CM, 1978, ADV MATH METHODS SCI, pCH6
[3]   LIFETIME OF OSCILLATORY STEADY-STATES [J].
BENJACOB, E ;
BERGMAN, DJ ;
MATKOWSKY, BJ ;
SCHUSS, Z .
PHYSICAL REVIEW A, 1982, 26 (05) :2805-2816
[4]   1ST PASSAGE TIMES AND THE KINETICS OF UNIMOLECULAR DISSOCIATION [J].
CARMELI, B ;
NITZAN, A .
JOURNAL OF CHEMICAL PHYSICS, 1982, 76 (11) :5321-5333
[5]  
Dynkin E.B., 1963, FIZ MAT LIT
[6]   FLUCTUATIONS IN REVERSIBLE CHEMICAL-REACTIONS [J].
GRABERT, H ;
HANGGI, P ;
OPPENHEIM, I .
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 1983, 117 (2-3) :300-316
[7]   RELAXATION TIMES FOR METASTABLE STATES IN MEAN-FIELD MODEL OF A FERROMAGNET [J].
GRIFFITHS, RB ;
WENG, CY ;
LANGER, JS .
PHYSICAL REVIEW, 1966, 149 (01) :301-+
[8]   BISTABLE SYSTEMS - MASTER EQUATION VERSUS FOKKER-PLANCK MODELING [J].
HANGGI, P ;
GRABERT, H ;
TALKNER, P ;
THOMAS, H .
PHYSICAL REVIEW A, 1984, 29 (01) :371-378
[9]   STOCHASTIC-PROCESSES - TIME EVOLUTION, SYMMETRIES AND LINEAR RESPONSE [J].
HANGGI, P ;
THOMAS, H .
PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS, 1982, 88 (04) :207-319
[10]   Brownian motion in a field of force and the diffusion model of chemical reactions [J].
Kramers, HA .
PHYSICA, 1940, 7 :284-304