Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries

DOI10.1016/J.JMP.2021.102613zbMath1479.91293OpenAlexW3163686176MaRDI QIDQ825151

Sonja Cox, Gregor Gantner, Udo Boehm, Rob P. Stevenson

Publication date: 17 December 2021

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2021.102613

zbMATH Keywords

diffusion modelfirst-passage time distributionspacetime-dependent drift functiontime-dependent boundaries

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Measurement and performance in psychology (91E45)

Related Items (3)

Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods ⋮ Numerical approximation of the first-passage time distribution of time-varying diffusion decision models: a mesh-free approach ⋮ Efficient numerical approximation of a non-regular Fokker-Planck equation associated with first-passage time distributions

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