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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Official URL: http://linkinghub.elsevier.com/retrieve/pii/037843...
Related URL: http://dx.doi.org/10.1016/0378-4371(88)90101-X
Abstract
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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