FIRST PASSAGE PROBABILITIES OF A TWO DIMENSIONAL BROWNIAN MOTION IN AN ANISOTROPIC MEDIUM
FIRST PASSAGE PROBABILITIES OF A TWO DIMENSIONAL BROWNIAN MOTION IN AN ANISOTROPIC MEDIUM
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各向异性介质中二维布朗运动的第一通过概率
DOI：
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发表时间：
2016
期刊：
影响因子：
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通讯作者：
M. T. Wasan
中科院分区：
文献类型：
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作者：
P. Buckholtz;M. T. Wasan
概括。与各向异性介质中二维布朗运动相关的扩散方程在边界条件下求解，假设粒子从原点开始，则 x = a 和 y = b 线上的解为零。得出粒子到达任意一条线的首次通过时间密度。
SUMMARY. The diffusion equation associated with a two dimensional Brownian motion in an anisotropic medium is solved under the boundary conditions that the solution be zero on the lines x = a and y = b given that the particle starts from the origin. The first passage time density for the particle reaching either of the lines is derived.