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Article

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Published version

Publication date

1995

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/13302

Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise

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http://dx.doi.org/10.1103/PhysRevLett.75.189

Abstract

We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.

Subject

Física estadística, Física matemàtica

Subject (English)

Statistical physics, Mathematical physics

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Articles publicats en revistes (Física de la Matèria Condensada)

Citation

MASOLIVER, Jaume and PORRÀ I ROVIRA, Josep Maria. Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise. Physical Review Letters. 1995. Vol. 75, num. 2, pags. 189-192. ISSN 0031-9007. [consulted: 11 of June of 2026]. Available at: https://hdl.handle.net/2445/13302

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