Exact Solutions for Distributions of First-Passage, Direct-Transit, and Looping Times in Symmetric Cusp Potential Barriers and Wells.

Abstract

For a particle diffusing in one dimension, the distribution of its first-passage time from point a to point b is determined by the durations of the particle trajectories that start from point a and are terminated as soon as they touch point b for the first time. Any such trajectory consists of looping and direct-transit segments. The latter is the final part of the trajectory that leaves point a and goes to point b without returning to point a. The rest of the trajectory is the looping segment that makes numerous loops which begin and end at the same point a without touching point b. In this article we discuss general relations between the first-passage time distribution and those for the durations of the two segments. These general relations allow us to find exact solutions for the Laplace transforms of the distributions of the first-passage, direct-transit, and looping times for transitions between two points separated by a symmetric cusp potential barrier or well of arbitrary height and depth, respectively. The obtained Laplace transforms are inverted numerically, leading to nontrivial dependences of the resulting distributions on the barrier height and the well depth.