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.
Condamin
S
S
Laboratoire de Physique Théorique de la Matière Condensée (UMR 7600), case courrier 121, Université Paris 6, France.
Bénichou
O
O
Moreau
M
M