Simple 2D random diffusion question (collisions with wall)

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SUMMARY

The discussion focuses on calculating the expectation value of the time it takes for a randomly diffusing object to reach the wall of a circular plane. The user seeks methods to determine this average time, particularly when the object starts from a random position or from the center of the circle. Key concepts mentioned include the radius of the circular plane and the diffusion rate, with a recommendation to explore the Wiener process for a deeper understanding of continuous diffusion.

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  • Understanding of the Wiener process in stochastic calculus
  • Knowledge of diffusion processes and their mathematical modeling
  • Familiarity with circular geometry and boundary conditions
  • Basic principles of expectation values in probability theory
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  • Research the mathematical formulation of the Wiener process
  • Explore diffusion equations in circular domains
  • Learn about boundary value problems in stochastic processes
  • Investigate numerical methods for simulating random diffusion
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Mathematicians, physicists, and computer scientists interested in stochastic processes, particularly those working on diffusion models and simulations in circular geometries.

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I am looking at an object that diffuses randomly inside a circular plane.
What is the easiest way to find the expectation value for how long would it take on average to reach the wall if it was initially placed at a random position?

If it is easier: what if the initial position were the center of the circle?

I can find the radius of the plane and the diffusion rate.

The object in reality diffuses continuously, not in discrete steps.

This is quite an annoying recurring problem for me at the moment, any help would be greatly appreciated.
 
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You should have a look on the Wiener process.
 

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