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Path Integral Approach to non-Markovian First-Passage Time Problems

Number of pages5
PublisherCERN
Publication date2009
Abstract

The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits elegant analytic solutions derived from the Fokker-Planck equation with an absorbing boundary condition while, when the underlying dynamics is non-markovian, the equation for the probability becomes non-local due to the appearance of memory terms, and the problem becomes much harder to solve. We show that the computation of the probability distribution and of the first-passage time for non-Markovian processes can be mapped into the evaluation of a path-integral with boundaries, and we develop a technique for evaluating perturbatively this path integral, order by order in the non-Markovian terms.

Keywords
  • Condensed Matter
  • Statistical Mechanics
Citation (ISO format)
MAGGIORE, Michele, RIOTTO, Antonio Walter. Path Integral Approach to non-Markovian First-Passage Time Problems. 2009
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accessLevelRestricted
Identifiers
  • PID : unige:40659
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Creation09/19/2014 4:48:00 PM
First validation09/19/2014 4:48:00 PM
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