Published January 1986 | Version v1
Journal article

Singular perturbation approach to first passage times for Markov jump processes

  • 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