Absorption of a randomly accelerated particle: gambler's ruin in a different game
- 21 September 2000
- journal article
- Published by IOP Publishing in Journal of Physics A: General Physics
- Vol. 33 (39) , 6835-6841
- https://doi.org/10.1088/0305-4470/33/39/301
Abstract
We consider a particle which is randomly accelerated by Gaussian white noise on the line 0<x<1, with absorbing boundaries at x=0,1. Denoting the initial position and velocity of the particle by x_0 and v_0 and solving a Fokker-Planck type equation, we derive the exact probabilities q_0(x_0,v_0), q_1(x_0,v_0) of absorption at x=0,1, respectively. The results are in excellent agreement with computer simulations.Keywords
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