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Closed-form solutions for continuous time random walks on finite chains

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 نشر من قبل Ophir Flomenbom
 تاريخ النشر 2007
  مجال البحث فيزياء
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Continuous time random walks (CTRW) on finite arbitrarily inhomogeneous chains are studied. By introducing a technique of counting all possible trajectories, we derive closed-form solutions in Laplace space for the Greens function and for the first passage time probability density function (PDF) for nearest neighbor CTRWs in terms of the input waiting time PDFs. These solutions are also the Laplace space solutions of the generalized master equation (GME). Moreover, based on our counting technique, we introduce the adaptor function for expressing higher order propagators (joint PDFs of time-position variables) for CTRWs in terms of Greens functions. Using the derived formulae, an escape problem from a biased chain is considered.

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