Probability of Brownian particle absorption

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SUMMARY

The discussion centers on calculating the probability of a Brownian particle being absorbed by a spherical boundary in 3D space. The governing equation for the probability density, represented as $$\partial _t n = D \Delta n$$, is transformed into spherical coordinates, yielding $$\partial _t n = D \frac{1}{r^2} \partial _r \left(r^2 \partial _r n\right)$$. The initial condition is defined as $$n(r,0) = \frac{\delta(r - r_0)}{4 \pi r_0^2}$$, where $$r_0 = a + l$$. The discussion seeks clarification on the appropriate boundary conditions and methods for solving the partial differential equation (PDE), particularly through techniques like separation of variables.

PREREQUISITES
  • Understanding of Brownian motion and its mathematical representation.
  • Familiarity with partial differential equations (PDEs) and boundary value problems.
  • Knowledge of spherical coordinates and their application in probability density functions.
  • Experience with initial and boundary conditions in mathematical modeling.
NEXT STEPS
  • Study the method of separation of variables for solving PDEs.
  • Research boundary conditions applicable to diffusion processes in spherical coordinates.
  • Explore the derivation of probability density functions in stochastic processes.
  • Learn about the implications of absorbing boundaries in Brownian motion models.
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Students and researchers in physics and applied mathematics, particularly those focused on stochastic processes, diffusion theory, and mathematical modeling of particle dynamics.

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Homework Statement



There is a brownian particle in 3D space and absorbing sphere with radius a. At moment t = 0 the particle was situated at distance l from the sphere. Caluclate the probability of absorbing the particle by the sphere.

Homework Equations



n is probability densithy for the particle,
$$\partial _t n = D \Delta n$$

The Attempt at a Solution


The equation for probability density for the particle in spherical coordinates is
$$\partial _t n = D \frac 1 {r^2} \partial _r \left(r^2 \partial _r n\right)$$
with initial conditions
$$n(r,0) = \frac {\delta \left(r - r_0\right)} {4 \pi r_0^2}, \ r_0 = a + l$$

But what is the right boundary conditions for the equation?

Also, what is the right way to calculate the probability of absorption?
 
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Can you obtain a generic solution of the PDE using e.g. separation of variables?
 

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