Absorption of a randomly accelerated particle: gambler's ruin in a different game

被引：19
|
作者：
Bicout, DJ
Burkhardt, TW
机构：
[1] Inst Max Von Laue Paul Langevin, INFM, Operat Grp Grenoble CRG IN13, F-38042 Grenoble 9, France
[2] Temple Univ, Dept Phys, Philadelphia, PA 19122 USA
来源：
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 2000年 / 33卷 / 39期
关键词：
D O I：
10.1088/0305-4470/33/39/301
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
We consider a particle which is randomly accelerated by Gaussian white noise on the line 0 < x < 1, with absorbing boundaries at x = 0, 1. Denoting the initial position and velocity of the particle by x(0) and v(0) and solving a Fokker-Planck-type equation, we derive the exact probabilities q(0)(x(0), v(0)), q(1)(x(0), v(0)) of absorption at x = 0, 1, respectively. The results are in excellent agreement with computer simulations.
引用
收藏
页码：6835 / 6841
页数：7
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