Geometrical optics of first-passage functionals of random acceleration
Baruch Meerson
Phys. Rev. E 107, 064122 (2023) - Published 20 June, 2023
Random acceleration is a fundamental stochastic process encountered in many applications. In the one-dimensional version of the process a particle is randomly accelerated according to the Langevin equation , where is the particle's coordinate, is Gaussian white noise with zero mean, and is the particle velocity diffusion constant. Here, we evaluate the tail of the distribution of the functional , where is the first-passage time of the particle from a specified point to the origin, and . We employ the optimal fluctuation method akin to geometrical optics. Its crucial element is determination of the optimal path—the most probable realization of the random acceleration process , conditioned on specified , and . The optimal path dominates the tail of . We show that this tail has a universal essential singularity, , where is an -dependent number which we calculate analytically for , 1, and 2 and numerically for other . For our result agrees with the asymptotic of the previously found first-passage time distribution.