First-passage-time distribution for diffusion through a planar wedge

被引:15
|
作者
Dy, Diandrew Lexter L. [1 ]
Esguerra, J. P. [1 ]
机构
[1] Univ Philippines, Natl Inst Phys, Quezon City 1101, Philippines
来源
PHYSICAL REVIEW E | 2008年 / 78卷 / 06期
关键词
diffusion; integration; Markov processes; random processes;
D O I
10.1103/PhysRevE.78.062101
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We obtain compact, exact, analytical expressions for the first-passage-time distribution for a particle diffusing on a planar wedge for special values of the wedge angle. Specifically, we calculate the first-passage-time distribution for the diffusing particle through a planar wedge of angle pi/n, where n is an integer. For the cases n=2 and n odd, we provide an exact closed-form expression to the first-passage-time distribution while for the remaining cases, we provide it in integral form and evaluate numerically using quadratures. We then show that our results are in good agreement with Markovian simulations in the continuum limit.
引用
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页数:4
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