The first-passage-time distribution of an underdamped harmonic oscillator is obtained analytically for short, intermediate and long times across quality factors and matches Langevin simulations.
First passage time distribution in underdamped harmonic oscillators
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abstract
We derive the distribution of the first passage time $t_{fp}$ for the position $x$ of an underdamped harmonic oscillator to overcome a threshold $x_B$. As the $t_{fp}$ distribution depends on the oscillator quality factor $Q$ different approaches are used. At very large quality factor ($Q\gg 100$) and intermediate and long $t_{fp}$ the proof is based on an energy diffusion model, whereas at medium quality factor ($Q\sim 10$) the proof is based on the study of the eigenvalues of the Kramers linear differential operator with absorbing boundary conditions. For all $Q$ and short $t_{fp}$ we use a Hamiltonian approximation. The theoretical predictions are in excellent agreement with direct numerical simulations of underdamped oscillator dynamics. Finally we show that the mean of the trajectories ending at $t_{fp}$ presents a particular shape driven by a specific noise pattern.
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cond-mat.stat-mech 1years
2026 1verdicts
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First passage time distribution in underdamped harmonic oscillators
The first-passage-time distribution of an underdamped harmonic oscillator is obtained analytically for short, intermediate and long times across quality factors and matches Langevin simulations.