Averaged residence times of stochastic motions in bounded domains

Details Averaged residence times of stochastic motions in bounded domains Averaged residence times of stochastic motions in bounded domains

2005-11-09

arxiv.org/abs/cond-mat/0511219v1

Europhys. Lett. 70, 42 (2005)

Physics

Condensed Matter

Statistical Mechanics

7 pages, 3 figures

Scientific paper

Two years ago, Blanco and Fournier (Blanco S. and Fournier R., Europhys. Lett. 2003) calculated the mean first exit time of a domain of a particle undergoing a randomly reoriented ballistic motion which starts from the boundary. They showed that it is simply related to the ratio of the volume's domain over its surface. This work was extended by Mazzolo (Mazzolo A., Europhys. Lett. 2004) who studied the case of trajectories which start inside the volume. In this letter, we propose an alternative formulation of the problem which allows us to calculate not only the mean exit time, but also the mean residence time inside a sub-domain. The cases of any combinations of reflecting and absorbing boundary conditions are considered. Lastly, we generalize our results for a wide class of stochastic motions.

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