First passage time distribution in underdamped harmonic oscillators

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.