Mean First Passage Time

MFPT is the average time for a stochastic process to first reach a target. For 1D diffusion in a potential U(x), T(x) satisfies the backward Fokker-Planck equation. Barriers exponentially increase escape times (Kramers' law).

1.5
0.8
0.0
Particles escaped: 0
Mean exit time: --
Kramers est.: --
T(x) = (1/D)∫dx' e^{U(x')/D}
×∫dx'' e^{-U(x'')/D}
Kramers: T ~ (2π/ωₘωᵦ)e^{ΔU/D}