2017
Том 69
№ 6

All Issues

Rarefaction of moving diffusion particles

Gasanenko V. A., Roitman A. B.

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Abstract

We investigate a flow of particles moving along a tube together with gas. The dynamics of particles is determined by a stochastic differential equation with different initial states. The walls of the tube absorb particles. We prove that if the incoming flow of particles is determined by a random Poisson measure, then the number of remained particles is characterized by the Poisson distribution. The parameter of this distribution is constructed by using a solution of the corresponding parabolic boundary-value problem.

English version (Springer): Ukrainian Mathematical Journal 56 (2004), no. 5, pp 835–839.

Citation Example: Gasanenko V. A., Roitman A. B. Rarefaction of moving diffusion particles // Ukr. Mat. Zh. - 2004. - 56, № 5. - pp. 691-694.

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