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Rarefaction of moving diffusion particles

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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.

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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, No. 5, pp. 691–694, May, 2004.

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Gasanenko, V.A., Roitman, A.B. Rarefaction of moving diffusion particles. Ukr Math J 56, 835–839 (2004). https://doi.org/10.1007/PL00022200

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  • DOI: https://doi.org/10.1007/PL00022200

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