Abstract: First-passage times of diffusions are used in mathematical psychology to account for behavioral data from two-alternative forced choice tasks. I will explain how these first-passage times are used, and then discuss the well-known fact that first-passage times of a diffusion can be described via a Fokker-Planck equation. Finally, I will discuss numerical methods tailor-made to deal with the Fokker-Planck equations arising from first-passage time models used in mathematical psychology.
Joint work with Udo Böhm, Gregor Gantner, and Rob Stevenson.
Simulation of a diffusion first-passage time via a Fokker-Planck equation
09.06.2022 16:00 - 16:30
Location:
TU Wien, Freihaus, Gelber Bereich, 10.OG, Seminarraum DB gelb 10, Wiedner Hauptstr. 8, 1040 Wien