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arXiv · 1206.1003

First passages in bounded domains: When is the mean first passage time meaningful?

Thiago G. Mattos·Carlos Mejía-Monasterio·Ralf Metzler·Gleb S. Oshanin
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Abstract

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we obtain the probability P(ω) distribution of the random variable ω=τ_1/(τ_1+τ_2), which is a measure for how similar the first passage times τ_1 and τ_2 are of two independent realisations of a Brownian walk starting at the same location. We construct a chart for each domain, determining whether P(ω) represents a unimodal, bell-shaped form, or a bimodal, M-shaped behaviour. While in the former case the mean first passage time (MFPT) is a valid characteristic of the first passage behaviour, in the latter case it is an insufficient measure for the process. Strikingly we find a distinct turnover between the two modes of P(ω), characteristic for the domain shape and the respective location of absorbing and reflective boundaries. Our results demonstrate that large fluctuations of the first passage times may occur frequently in two-dimensional domains, rendering quite vague the general use of the MFPT as a robust measure of the actual behaviour even in bounded domains, in which all moments of the first passage distribution exist.

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Thiago G. Mattos, Carlos Mejía-Monasterio, Ralf Metzler, Gleb S. Oshanin. 2012-09-18. First passages in bounded domains: When is the mean first passage time meaningful?. https://doi.org/10.1103/physreve.86.031143

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