Report (Author postprint) (132 Kb)  Limited access to UNIGE
Other version: http://arxiv.org/pdf/0905.0376.pdf
Highlights
More informations
Title 
Path Integral Approach to nonMarkovian FirstPassage Time Problems 

Authors  
Publication  CERN, 2009  
Description  1 figure; 5 p.  
Abstract  The computation of the probability of the firstpassage 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 FokkerPlanck equation with an absorbing boundary condition while, when the underlying dynamics is nonmarkovian, the equation for the probability becomes nonlocal 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 firstpassage time for nonMarkovian processes can be mapped into the evaluation of a pathintegral with boundaries, and we develop a technique for evaluating perturbatively this path integral, order by order in the nonMarkovian terms.  
Keywords  Condensed Matter — Statistical Mechanics  
Full text  
Structures  
Citation (ISO format)  MAGGIORE, Michele, RIOTTO, Antonio Walter. Path Integral Approach to nonMarkovian FirstPassage Time Problems. 2009 https://archiveouverte.unige.ch/unige:40659 