Short-path statistics and the diffusion approximation

Phys Rev Lett. 2006 Dec 8;97(23):230604. doi: 10.1103/PhysRevLett.97.230604. Epub 2006 Dec 7.

Abstract

In the field of first return time statistics in bounded domains, short paths may be defined as those paths for which the diffusion approximation is inappropriate. This is at the origin of numerous open questions concerning the characterization of residence time distributions. We show here how general integral constraints can be derived that make it possible to address short-path statistics indirectly by application of the diffusion approximation to long paths. Application to the moments of the distribution at the low-Knudsen limit leads to simple practical results and novel physical pictures.

MeSH terms

  • Computer Simulation
  • Diffusion
  • Models, Statistical*
  • Models, Theoretical*
  • Monte Carlo Method
  • Movement