Mean first passage time for anomalous diffusion

@article{Gitterman2000MeanFP,
  title={Mean first passage time for anomalous diffusion},
  author={Gitterman},
  journal={Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics},
  year={2000},
  volume={62 5 Pt A},
  pages={6065-70}
}
  • Gitterman
  • Published 2000 in
    Physical review. E, Statistical physics, plasmas…
When the random force acting on a particle diffusing in an interval [0,L] and subjected to a constant external force is a Gaussian white noise, the "Brownian" mean-squared displacement is described by the seminal relation =2Dt(gamma) with gamma=1. However, for more complicated random forces the diffusion may be slower (gamma<1, "subdiffusion") or faster (gamma>1, "superdiffusion") than the "normal" diffusion. For both these cases we calculated the mean free passage time (MFPT)-the time needed… CONTINUE READING
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