Published January 1986
| Version v1
Journal article
Singular perturbation approach to first passage times for Markov jump processes
Creators
- 1. Department of Engineering Sciences and Applied Mathematics, Technological Institute, Northwestern University, Evanston, Illinois 60201
Description
We introduce singular perturbation methods for constructing asymptotic approximations to the mean first passage time for Markov jump processes. Our methods are applied directly to the integral equation for the mean first passage time and do not involve the use of diffusion approximations. An absorbing interval condition is used to properly account for the possible jumps of the process over the boundary which leads to a Wiener-Hopf problem in the neighborhood of the boundary. A model of unimolecular dissociation is considered to illiustrate our method
Additional details
Publishing Information
- Journal Title
- J. Stat. Phys.
- Journal Volume
- 42
- Journal Issue
- 1
- Series
- J. Stat. Phys.
- Journal Page Range
- 169-245
- ISSN
- 0022-4715
- CODEN
- JSTPB
INIS
- Country of Publication
- United States
- Country of Input or Organization
- United States
- INIS RN
- 17074326
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- ASYMPTOTIC SOLUTIONS; BOUNDARY CONDITIONS; DISSOCIATION; MARKOV PROCESS; MOLECULES; PERTURBATION THEORY; POTENTIALS
- Descriptors DEC
- STOCHASTIC PROCESSES