Quarter plane diffusion with absorbing boundary conditions

Authors

Diandrew Lexter L. Dy ⋅ PH National Institute of Physics, University of the Philippines Diliman
Jose Perico Esguerra ⋅ PH National Institute of Physics, University of the Philippines Diliman

Abstract

We study the diffusion of particles constrained inside a quarter plane with absorbing boundaries. Exact closed form expressions for the probability density function, mean, variance and first absorbing times are solved. We also give an application to these analytical results though random walk simulations, and show that both results agree in the continuum limit.

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Issue

2007: Proceedings of the 25th Samahang Pisika ng Pilipinas Physics Congress

Physics: Key to understanding nature
Liknayan: Susi sa pagtuklas ng kalikasan
24-26 October 2007, University of the Philippines Los Baños, Laguna

Article ID

SPP-2007-1B-05

Section

Theoretical Physics

Published

2007-10-24

How to Cite

[1]

DLL Dy and JP Esguerra, Quarter plane diffusion with absorbing boundary conditions, Proceedings of the Samahang Pisika ng Pilipinas 25, SPP-2007-1B-05 (2007). URL: https://proceedings.spp-online.org/article/view/SPP-2007-1B-05.