3 papers
cond-mat.stat-mech2025
Violation of the method of images in non-Markovian processes and its connection to stochastic heat
Takuya Saito, Yuta Sakamoto, Takahiro Sakaue
This article discusses a failure of the widely used method of images to describe the time evolution of probability distributions in diffusive processes with memory. A walker in one…
math-ph2024
Method of Filtration in first passage time problems
Yuta Sakamoto, Takahiro Sakaue
Statistics of stochastic processes are crucially influenced by the boundary conditions. In one spatial dimension, for example, the first passage time distribution in semi-infinite…
cond-mat.stat-mech2023
First passage time statistics of non-Markovian random walker: Onsager's regression hypothesis approach
Yuta Sakamoto, Takahiro Sakaue
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on…