{"title":"二维和三维首次通过时间分布和命中分布的分析表达式","authors":"Alexander Clarkson, Chi-Hang Lam, Hai-Yao Deng","doi":"10.1119/5.0121165","DOIUrl":null,"url":null,"abstract":"The distribution of the time elapsed before a random variable reaches a threshold value for the first time, called the first passage time (FPT) distribution, is a fundamental characteristic of stochastic processes. Here, by solving the standard macroscopic diffusion equation, we derive analytical expressions for the FPT distribution of a diffusing particle hitting a spherical object in two dimensions (2D) and three dimensions (3D) in the course of unrestricted diffusion in open space. In addition, we calculate, analytically, the angular dependence of the FPT, known as the hit distribution. The analytical results are also compared to simulations of the motions of a random walker on a discrete lattice. This topic could be of wide pedagogical interest because the FPT is important not only in physics but also in chemistry, biology, medicine, agriculture, engineering, and finance. Additionally, the central equations often appear in physics and engineering with only trivial variations, making the solution techniques widely applicable.","PeriodicalId":7589,"journal":{"name":"American Journal of Physics","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Analytical expressions for the first passage time distribution and hit distribution in two and three dimensions\",\"authors\":\"Alexander Clarkson, Chi-Hang Lam, Hai-Yao Deng\",\"doi\":\"10.1119/5.0121165\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The distribution of the time elapsed before a random variable reaches a threshold value for the first time, called the first passage time (FPT) distribution, is a fundamental characteristic of stochastic processes. Here, by solving the standard macroscopic diffusion equation, we derive analytical expressions for the FPT distribution of a diffusing particle hitting a spherical object in two dimensions (2D) and three dimensions (3D) in the course of unrestricted diffusion in open space. In addition, we calculate, analytically, the angular dependence of the FPT, known as the hit distribution. The analytical results are also compared to simulations of the motions of a random walker on a discrete lattice. This topic could be of wide pedagogical interest because the FPT is important not only in physics but also in chemistry, biology, medicine, agriculture, engineering, and finance. Additionally, the central equations often appear in physics and engineering with only trivial variations, making the solution techniques widely applicable.\",\"PeriodicalId\":7589,\"journal\":{\"name\":\"American Journal of Physics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2024-04-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"American Journal of Physics\",\"FirstCategoryId\":\"101\",\"ListUrlMain\":\"https://doi.org/10.1119/5.0121165\",\"RegionNum\":4,\"RegionCategory\":\"教育学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"EDUCATION, SCIENTIFIC DISCIPLINES\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"American Journal of Physics","FirstCategoryId":"101","ListUrlMain":"https://doi.org/10.1119/5.0121165","RegionNum":4,"RegionCategory":"教育学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"EDUCATION, SCIENTIFIC DISCIPLINES","Score":null,"Total":0}
Analytical expressions for the first passage time distribution and hit distribution in two and three dimensions
The distribution of the time elapsed before a random variable reaches a threshold value for the first time, called the first passage time (FPT) distribution, is a fundamental characteristic of stochastic processes. Here, by solving the standard macroscopic diffusion equation, we derive analytical expressions for the FPT distribution of a diffusing particle hitting a spherical object in two dimensions (2D) and three dimensions (3D) in the course of unrestricted diffusion in open space. In addition, we calculate, analytically, the angular dependence of the FPT, known as the hit distribution. The analytical results are also compared to simulations of the motions of a random walker on a discrete lattice. This topic could be of wide pedagogical interest because the FPT is important not only in physics but also in chemistry, biology, medicine, agriculture, engineering, and finance. Additionally, the central equations often appear in physics and engineering with only trivial variations, making the solution techniques widely applicable.
期刊介绍:
The mission of the American Journal of Physics (AJP) is to publish articles on the educational and cultural aspects of physics that are useful, interesting, and accessible to a diverse audience of physics students, educators, and researchers. Our audience generally reads outside their specialties to broaden their understanding of physics and to expand and enhance their pedagogical toolkits at the undergraduate and graduate levels.