Path Integral Approach to non-Markovian First-Passage Time Problems
| dc.creator | Maggiore, Michele | |
| dc.creator | Riotto, Antonio | |
| dc.date | 2009-05-04 | |
| dc.date.accessioned | 2026-07-07T13:11:26Z | |
| dc.date.available | 2026-07-07T13:11:26Z | |
| dc.description | 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. | |
| dc.description | 5 pages, 1 figure | |
| dc.identifier | https://arxiv.org/abs/0905.0376 | |
| dc.identifier | http://arxiv.org/abs/0905.0376 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/229285 | |
| dc.subject | Statistical Mechanics | |
| dc.title | Path Integral Approach to non-Markovian First-Passage Time Problems | |
| dc.type | text |