The renewal equation for persistent diffusion

Balakrishnan, V. ; Lakshmibala, S. ; Van Den Broeck, C. (1988) The renewal equation for persistent diffusion Physica A: Statistical Mechanics and its Applications, 153 (1). pp. 57-66. ISSN 0378-4371

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Persistent diffusion in one dimension, in which the velocity of the diffusing particle is a dichotomic Markov process, is considered. The flow is non-Markovian, but the position and the velocity together constitute a Markovian diffusion process. We solve the coupled forward Kolmogorov equations and the coupled backward Kolmogorov equations with appropriate initial conditions, to establish a generalized (matrix) form of the renewal equation connecting the probability densities and first passage time distributions for persistent diffusion.

Item Type:Article
Source:Copyright of this article belongs to European Physical Society.
ID Code:1044
Deposited On:25 Sep 2010 11:12
Last Modified:11 May 2011 12:19

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