Abstract
We introduce singular perturbation methods for constructing asymptotic approximations to the mean first passage time for Markov jump processes. Our methods are applied directly to the integrai equation for the mean first passage time and do not involve the use of diffusion approximations. An absorbing interval condition is used to properly account for the possible jumps of the process over the boundary which leads to a Wiener-Hopf problem in the neighborhood of the boundary. A model of unimolecular dissociation is considered to illustrate our methods.
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Knessl, C., Matkowsky, B.J., Schuss, Z. et al. A singular perturbation approach to first passage times for Markov jump processes. J Stat Phys 42, 169–184 (1986). https://doi.org/10.1007/BF01010845
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DOI: https://doi.org/10.1007/BF01010845