Abstract

An exact solution to the discrete diffusion equation allows for accurate predictions of how the probabilities of reaction diffusion processes evolve over time.

Highlights

  • While random walks have their root in the 17th century analysis of games of chance [1], they are associated with Pearson who introduced them in 1905 [2], many of their properties had already been elucidated in 1900 by Bachelier [3] whose work remained largely unknown until the 1950s [4]

  • lattice random walks (LRW) are a special class of Markov chains [14]; they were popularized in the 1920s by Pólya’s seminal work [15,16] on the dimensionality dependence of the recurrence probability, that is, the probability that a random walker on an infinite space lattice eventually returns to its starting point

  • The diffusion equation is one of a small set of fundamental equations that has left a legacy across a vast number of disciplines

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Summary

INTRODUCTION

While random walks have their root in the 17th century analysis of games of chance [1], they are associated with Pearson who introduced them in 1905 [2], many of their properties had already been elucidated in 1900 by Bachelier [3] whose work remained largely unknown until the 1950s [4]. Another quantity directly related to the propagator generating function is the number of distinct sites visited. The 1D case can be found analytically [see Eqs. (D1) and (D3), respectively, for reflecting and periodic boundaries]

MEAN FIRST-PASSAGE TIME IN ONE DIMENSION
Two-dimensional propagator with reflecting boundaries
N1 X N2
Propagator in arbitrary dimensions and arbitrary boundary conditions
Propagators in the continuous limit
DYNAMICS IN THE PRESENCE OF A DEFECTIVE SITE
VIII. FORMALISM FOR FIRST-PASSAGE PROCESSES WITH MULTIPLE TARGETS
Mean first-passage time to either of multiple targets
First-passage probability to either of multiple targets
CONCLUSIONS
First-passage probability with reflecting boundaries
First-passage probability to either of two boundaries
Periodic boundaries
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