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Trajectory-to-Trajectory Fluctuations in First-Passage Phenomena in Bounded Domains

机译:界域中第一通道现象的轨迹到轨迹波动

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摘要

We study the statistics of the first passage of a random walker to absorbingsubsets of the boundary of compact domains in different spatial dimensions. Wedescribe a novel diagnostic method to quantify the trajectory-to-trajectoryfluctuations of the first passage, based on the distribution of the so-calleduniformity index $omega$, measuring the similarity of the first passage timesof two independent walkers starting at the same location. We show that thecharacteristic shape of $P(omega)$ exhibits a transition from unimodal tobimodal, depending on the starting point of the trajectories. From the study ofdifferent geometries in one, two and three dimensions, we conclude that thistransition is a generic property of first passage phenomena in bounded domains.Our results show that, in general, the Mean First Passage Time (MFPT) is ameaningful characteristic measure of the first passage behaviour only when theBrownian walkers start sufficiently far from the absorbing boundary.Strikingly, in the opposite case, the first passage statistics exhibit largetrajectory-to-trajectory fluctuations and the MFPT is not representative of theactual behaviour.
机译:我们研究随机步行者的第一个通道的统计数据,以吸收不同空间尺寸的紧凑型域边界的吸收。呈现一种新的诊断方法,以量化第一段的轨迹到轨迹流出,基于所谓的单一指数$ ω$ ω$的分布,测量了两个独立步行者在同一位置开始的第一段时间的相似性。我们表明,根据轨迹的起点,为您的$ p( omega)$的Theractery造型展示了从单峰的往返动物的过渡。从研究中的一个,两个和三个维度的研究中,我们得出结论,它是界域中第一段现象的通用性。结果表明,通常,平均第一次通过时间(MFPT)是散发性的特征测量只有当英国人的步行者开始足够远离吸收边界时,第一段落行为。在相反的情况下,第一通道统计数据表现出轨迹到轨迹波动,并且MFPT不是代表性的行为。

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