Work

A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models

Year: 2019

Type: article

Abstract: We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of ‘diffusing diffusivity’ models, the diffusivity changes continuously via a prescribed stochastic equation. In turn, the diffusivity switches randomly between discrete values in the second class of ‘switching diffusion’ models. For both cases, we derive exact formulas for the probability density function of the first-passage time and quantify the impact of the diffusivity dynamics via the moment-generating function of the integrated diffusivity.

Source: Journal of Physics A Mathematical and Theoretical

DOI: 10.1088/1751-8121/ab0dae

Author: Denis S Grebenkov

Institutions: Centre National de la Recherche Scientifique, École Polytechnique, Université Paris-Saclay, Laboratoire de Physique de la Matière Condensée

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

Funder: Agence Nationale de la Recherche

Award: INferring Anomalous Diffusions in LIving Cells from single particle tracking experiments