36072
2012
2012
eng
10
1
article
IOP Publ. Ltd.
Bristol
1
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How a finite potential barrier decreases the mean first-passage time
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.
Journal of statistical mechanics: theory and experiment
10.1088/1742-5468/2012/03/L03001
1742-5468 (print)
wos:2011-2013
L03001
WOS:000302246400002
Palyulin, VV (reprint author), Tech Univ Munich, Dept Phys, D-85747 Garching, Germany., vladimir.palyulin@tum.de; rmetzler@uni-potsdam.de
Deutsche Forschungsgemeinschaft; Academy of Finland
Vladimir V. Palyulin
Ralf Metzler
eng
uncontrolled
diffusion
Institut für Physik und Astronomie
Referiert
35980
2012
2012
eng
18
article
IOP Publ. Ltd.
Bristol
1
--
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Correlated continuous-time random walks-scaling limits and Langevin picture
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.
Journal of statistical mechanics: theory and experiment
10.1088/1742-5468/2012/04/P04010
1742-5468 (print)
wos:2011-2013
P04010
WOS:000303545700012
Magdziarz, M (reprint author), Wroclaw Univ Technol, Inst Math & Comp Sci, Hugo Steinhaus Ctr, Wyspianskiego 27, PL-50370 Wroclaw, Poland., Marcin.Magdziarz@pwr.wroc.pl; rmetzler@uni-potsdam.de; Wladyslaw.Szczotka@math.uni.wroc.pl; Piotr.Zebrowski@math.uni.wroc.pl
Academy of Finland (FiDiPro)
Marcin Magdziarz
Ralf Metzler
Wladyslaw Szczotka
Piotr Zebrowski
eng
uncontrolled
stochastic processes (theory)
eng
uncontrolled
diffusion
Institut für Physik und Astronomie
Referiert