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First passage time distribution in an oscillating field
Authors:S. V. G. Menon
Affiliation:(1) Theoretical Physics Division, Bhabha Atomic Research Center, 400085 Bombay, India
Abstract:Siegert's integral equation approach to calculate the first passage time distribution is generalized to the case of a one-dimensional diffusion process in an oscillating drift field. A simple algorithm to solve the integral equations is developed and numerical results are presented.
Keywords:Diffusion process  first passage time distribution  Fokker-Planck equation  Siegert integral equations
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