# Master equation -> diffusion equation

Mikhail_MR

## Homework Statement

I am trying to understand the derivation of the diffusion equation from the Master equation for a 1D chain. We have an endless 1D discrete chain. State from ##n## can jump to ##n+1## and ##n-1## with equal probabilities. The distance between chain links is ##a##.

## Homework Equations

Master equation: $$\frac{d\rho_n}{dt} = W\left(-2\rho_n + \rho_{n+1} + \rho_{n-1}\right)$$

## The Attempt at a Solution

With ##\Delta n = 1## we have $$\frac{d\rho_n}{dt}=Wa^2 \frac{(\rho_{n-1}-\rho_n) + (\rho_{n+1}-\rho_n)}{(\Delta n)^2 a^2},$$ where we could write ##(\Delta n)^2 a^2 = (\Delta x)^2##, since ##na=x##. In limit ##\Delta x \rightarrow 0## we get $$\frac{d\rho_n}{dt} = Wa^2 \frac{\partial^2 \rho_n}{\partial x^2}$$.
Unfortunately, I can not understand the last step. The definition of a derivative is ##f(x_0+\Delta x) - f(x_0) /\Delta x##, but I do not understand how it is used here.

Any help would be appreciated.

Then: $$d(d\rho/dx)dx= [(d\rho/dx)_{x_0=n} - (d\rho/dx)_{x_0=n-1}] / \Delta x$$. Oh, now I see it. Thank you!