  A class of algorithms in discrete space and continuous time for Brownian
first passage time estimation is considered. A simple algorithm is derived that
yields exact mean first passage times (MFPT) for linear potentials in one
dimension, regardless of the lattice spacing. When applied to nonlinear
potentials and/or higher spatial dimensions, numerical evidence suggests that
this algorithm yields MFPT estimates that either outperform or rival
Langevin-based (discrete time, continuous space) estimates.

Statistical Mechanics