Equations for the distributions of functionals of a random-walk trajectory in an inhomogeneous medium
Journal Article
·
· Journal of Experimental and Theoretical Physics
Based on the random-trap model and using the mean-field approximation, we derive an equation that allows the distribution of a functional of the trajectory of a particle making random walks over inhomogeneous-lattice site to be calculated. The derived equation is a generalization of the Feynman-Kac equation to an inhomogeneous medium. We also derive a backward equation in which not the final position of the particle but its position at the initial time is used as an independent variable. As an example of applying the derived equations, we consider the one-dimensional problem of calculating the first-passage time distribution. We show that the average first-passage times for homogeneous and inhomogeneous media with identical diffusion coefficients coincide, but the variance of the distribution for an inhomogeneous medium can be many times larger than that for a homogeneous one.
- OSTI ID:
- 22027933
- Journal Information:
- Journal of Experimental and Theoretical Physics, Journal Name: Journal of Experimental and Theoretical Physics Journal Issue: 1 Vol. 114; ISSN JTPHES; ISSN 1063-7761
- Country of Publication:
- United States
- Language:
- English
Similar Records
Random walks on jammed networks: Spectral properties
Convergence of a random walk method for the Burgers equation
Analytic results for asymmetric random walk with exponential transition probabilities
Journal Article
·
Sun Jul 14 20:00:00 EDT 2019
· Physical Review E
·
OSTI ID:1559545
Convergence of a random walk method for the Burgers equation
Journal Article
·
Fri Mar 31 23:00:00 EST 1989
· Math. Comput.; (United States)
·
OSTI ID:6134515
Analytic results for asymmetric random walk with exponential transition probabilities
Journal Article
·
Tue Oct 31 23:00:00 EST 1978
· J. Stat. Phys.; (United States)
·
OSTI ID:6332267