Statistical physics reflection principle

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SUMMARY

The discussion focuses on calculating the probability of a random walker reaching point m>0 in N steps while considering an absorbing wall at point 0. The reflection principle is highlighted as a method for solving this problem, particularly in relation to boundary value problems. The diffusion equation is established as linear with a unique solution under consistent boundary conditions, specifically noting that the probability of reaching the absorbing wall at 0 in 0 steps is 0. The solution involves a linear combination of same-width Gaussians that satisfies the boundary condition at the origin.

PREREQUISITES
  • Understanding of random walk theory
  • Familiarity with the reflection principle in statistical physics
  • Knowledge of diffusion equations and their solutions
  • Concept of boundary value problems in mathematical physics
NEXT STEPS
  • Study the reflection principle in more detail
  • Learn about Gaussian distributions and their applications in diffusion problems
  • Explore boundary value problems and their solutions in statistical physics
  • Investigate the derivation of the diffusion equation without absorbing boundaries
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Students and researchers in statistical physics, mathematicians studying random walks, and anyone interested in the application of diffusion equations in physical systems.

Dr.Lecter
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Homework Statement



Consider a random walker in one dimension, which can take right or left steps with equal probability. Assume that the walker starts at the location k>0 and there is an absorbing wall at point labelled as 0, that means if the walker reaches 0 the process stops and he stays there. Calculate the probability of reaching point m>0 in N steps. By taking continuum limit, find the solution to the diffusion in the presence of an absorbing wall at the origin.

The Attempt at a Solution



Actually this is an example of reflection principle (method of imagines boundary value problems.) However I couldn't figure out how its related. So if you give me hint to where should I start I'll be appreciated.
 
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I'm assuming you know what to do without the absorbing wall (i.e. how to derive the appropriate diffusion equation and show that the solution is Gaussian of some particular width in the continuum limit etc. etc. etc.) The diffusion equation is linear and has a unique solution given complete and consistent boundary conditions. So, given some set of boundary conditions, the solution will always be some linear combination of same-width Gaussians. For an absorbing wall at 0, the boundary condition is that the probably of reaching 0 in 0 steps is 0. Up to a sign (and only one sign will make sense here) there is one unique linear combination of same-width Gaussians that gives the value 0 at the point 0.
 

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