First-passage times for random walks in bounded domains

Details First-passage times for random walks in bounded domains First-passage times for random walks in bounded domains

2005-11-14

arxiv.org/abs/cond-mat/0511342v1

Physics

Condensed Matter

Statistical Mechanics

to appear in Phys. Rev. Lett

Scientific paper

10.1103/PhysRevLett.95.260601

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical simulations. Their range of validity is discussed. We also consider the case of a starting site and two targets. In addition, we present the extension to continuous Brownian motion. These results are of great relevance to any system involving diffusion in confined media.

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