Algorithms for Brownian first-passage-time estimation.
A class of algorithms in discrete space and continuous time for Brownian first-passage-time estimation is considered. A simple algorithm is derived that yields exact mean first-passage times (MFPTs) for linear potentials in one dimension, regardless of the lattice spacing. When applied to nonlinear potentials and/or higher spatial dimensions, numerical evidence suggests that this algorithm yields MFPT estimates that either outperform or rival Langevin-based (discrete time and continuous space) estimates.
Adib
Artur B
AB
Laboratory of Chemical Physics, NIDDK, National Institutes of Health, Bethesda, Maryland 20892-0520, USA. adiba@mail.nih.gov
D000465:Algorithms; D003198:Computer Simulation; D004058:Diffusion; D008956:Models, Chemical