@article{PalyulinMetzler2012,
author = {Palyulin, Vladimir V. and Metzler, Ralf},
title = {How a finite potential barrier decreases the mean first-passage time},
series = {Journal of statistical mechanics: theory and experiment},
journal = {Journal of statistical mechanics: theory and experiment},
number = {1},
publisher = {IOP Publ. Ltd.},
address = {Bristol},
issn = {1742-5468 (print)},
doi = {10.1088/1742-5468/2012/03/L03001},
pages = {10},
year = {2012},
abstract = {We consider the mean first-passage time of a random walker moving in a potential landscape on a finite interval, the starting and end points being at different potentials. From analytical calculations and Monte Carlo simulations we demonstrate that the mean first-passage time for a piecewise linear curve between these two points is minimized by the introduction of a potential barrier. Due to thermal fluctuations, this barrier may be crossed. It turns out that the corresponding expense for this activation is less severe than the gain from an increased slope towards the end point. In particular, the resulting mean first-passage time is shorter than for a linear potential drop between the two points.},
language = {en}
}
@article{MagdziarzMetzlerSzczotkaetal.2012,
author = {Magdziarz, Marcin and Metzler, Ralf and Szczotka, Wladyslaw and Zebrowski, Piotr},
title = {Correlated continuous-time random walks-scaling limits and Langevin picture},
series = {Journal of statistical mechanics: theory and experiment},
journal = {Journal of statistical mechanics: theory and experiment},
publisher = {IOP Publ. Ltd.},
address = {Bristol},
issn = {1742-5468 (print)},
doi = {10.1088/1742-5468/2012/04/P04010},
pages = {18},
year = {2012},
abstract = {In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations.},
language = {en}
}