First-passage times for random walks in bounded domains.
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical simulations. Their range of validity is discussed. We also consider the case of a starting site and two targets. In addition, we present the extension to continuous Brownian motion. These results are of great relevance to any system involving diffusion in confined media.
Laboratoire de Physique Théorique de la Matière Condensée (UMR 7600), case courrier 121, Université Paris 6, France.
S
S
Condamin
O
O
Bénichou
M
M
Moreau