Moment approximations for first passage time problems

Noam Agmon*, George H. Weiss

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

Several methods for approximating lifetime densities in terms of moments for systems with trapping mechanisms are compared for a simple example involving free diffusion in an interval with absorbing and reflecting end points. An approximation in terms of a sum of exponentials gives an adequate representation when the initial distribution corresponds to equilibrium. When the diffusing particle is initially located at a specific point a maximum entropy density yields a more accurate approximation when both positive and negative moments are used. The accuracy of the approximation deteriorates as the initial point approaches the absorbing boundary for both methods, but it is not as fast in the case of the maximum entropy approach as it is for a method based on a sum of exponentials.

Original languageEnglish
Pages (from-to)6884-6887
Number of pages4
JournalJournal of Physical Chemistry
Volume93
Issue number19
DOIs
StatePublished - 1989

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