Averaged residence times of stochastic motions in bounded domains

O. Bénichouh; M. Coppey; M. Moreau; P. H. Suet; R. Voituriez

doi:10.1209/epl/i2005-10001-y

Averaged residence times of stochastic motions in bounded domains

O. Bénichouh, M. Coppey, M. Moreau, P. H. Suet, R. Voituriez

Research output: Contribution to journal › Article › peer-review

Abstract

Two years ago, Blanco and Fournier (BLANCO S. and FOURNIER R., Europhys. Lett., 61 (2003) 168) 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, 68 (2004) 350), 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.

Original language	English
Pages (from-to)	42-48
Number of pages	7
Journal	EPL
Volume	70
Issue number	1
DOIs	https://doi.org/10.1209/epl/i2005-10001-y
Publication status	Published - 1 Apr 2005
Externally published	Yes

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title = "Averaged residence times of stochastic motions in bounded domains",

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AU - Bénichouh, O.

AU - Coppey, M.

AU - Moreau, M.

AU - Suet, P. H.

AU - Voituriez, R.

PY - 2005/4/1

Y1 - 2005/4/1

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AB - Two years ago, Blanco and Fournier (BLANCO S. and FOURNIER R., Europhys. Lett., 61 (2003) 168) 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, 68 (2004) 350), 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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DO - 10.1209/epl/i2005-10001-y

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SN - 0295-5075

VL - 70

SP - 42

EP - 48

JO - EPL

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Averaged residence times of stochastic motions in bounded domains

Abstract

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