I am working on a problem (not homework) on diffusion and have landed up with an integral which I simply cannot integrate. No method seems to work.(adsbygoogle = window.adsbygoogle || []).push({});

I shall first describe the problem a little for you to check if I have landed up on the correct route, and then present the integral.

According to Fick's law, the flux of particles(F_{l}) crossing a point can be given by

[tex]F_{l}[/tex] = [tex]- D \frac{\partial P(x,t)}{\partial x} [/tex]

where D is some constant.

My problem is concerned only with first passages, so I have been told to assume that there is an absorbing barrier at a certain length l away from the origin. The particle starts its motion from the origin and its motion is a diffusion process with equal probability of moving in either direction. Hence, a Guassian distribution is going to be used as the model.

P(x,t) = [exp([tex]\frac{-x^{2}}{2Dt}[/tex]) - exp([tex]\frac{-l^{2}}{2Dt}[/tex])]/ [tex]\sqrt{2Dt}[/tex]

On differentiating this term with respect to x only the first term survives.

Now here comes my problem: I am supposed to find the mean time <T>, that the particle takes to hit the wall. Here is the integral:

<T> = [tex]\frac{\int_{0}^{\infty} t F_{l}dt}{\int_{0}^{\infty}F_{l}dt}[/tex]

= [tex]\frac{

\int_{0}^{\infty} \frac{

exp[-x^{2}/2Dt]}{\sqrt{t}

}dt

}

{\int_{0}^{\infty} \frac{

exp[-x^{2}/2Dt]dt}{t \sqrt{t}

}}

[/tex]

I have a feeling this integral on the numerator might be unbounded. How do I integrate it? Following this I also have to do the case where the probability of moving towards any one side is biased. Any hints?

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# Please help me integrate

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