Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift

We derive the first-passage-time statistics of a Brownian motion driven by an exponential time-dependent drift up to a threshold. This process corresponds to the signal integration in a simple neuronal model supplemented with an adaptationlike current and reaching the threshold for the first time represents the condition for declaring a spike. Based on the backward Fokker-Planck formulation, we consider the survival probability of this process in a domain restricted by an absorbent boundary. The solution is given as an expansion in terms of the intensity of the time-dependent drift, which results in an infinite set of recurrence equations. We explicitly obtain the complete solution by solving each term in the expansion in a recursive scheme. From the survival probability, we evaluate the first-passage-time statistics, which itself preserves the series structure. We then compare theoretical results with data extracted from numerical simulations of the associated dynamical system, and show that the analytical description is appropriate whenever the series is truncated in an adequate order. ar X iv :1 20 4. 62 80 v1 [ co nd -m at .s ta tm ec h] 2 7 A pr 2 01 2 FPT statistics of a Brownian motion driven by an exponential temporal drift 2