First exit times of harmonically trapped particles: a didactic review

DOI10.1088/1751-8113/48/1/013001zbMath1314.82032arXiv1411.3598OpenAlexW2104845662MaRDI QIDQ2939853

Denis S. Grebenkov

Publication date: 23 January 2015

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.3598

zbMATH Keywords

Fokker-Planck equationharmonic potentialLangevin equationconfluent hypergeometric functionsurvival probabilityfirst exit timeoptical tweezersOhrstein-Uhlenbeck process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other hypergeometric functions and integrals in several variables (33C70) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (10)

Absorbed driven diffusion can provide positive heat and work output ⋮ Unstable state decay in non-Markovian heat baths and weak signals detection ⋮ Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces ⋮ First-passage time statistics for non-linear diffusion ⋮ A physicist’s guide to explicit summation formulas involving zeros of Bessel functions and related spectral sums ⋮ Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics ⋮ Preface: new trends in first-passage methods and applications in the life sciences and engineering ⋮ The moving-eigenvalue method: hitting time for Itô processes and moving boundaries ⋮ Competition between slow and fast regimes for extreme first passage times of diffusion ⋮ Stochastic resetting with stochastic returns using external trap

This page was built for publication: First exit times of harmonically trapped particles: a didactic review