IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v377y2007i1p24-32.html
   My bibliography  Save this article

A note on confined diffusion

Author

Listed:
  • Bickel, Thomas

Abstract

The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion operator. Because the latter depend on space dimensionality and on the particular shape of the domain, an analytical expression is in most circumstances not available. In this article, it is shown that the series may in some circumstances sum up exactly. Explicit calculations are performed for 2D diffusion restricted to a circular domain and 3D diffusion inside a sphere. In both cases, the short-time behaviour of the mean square displacement is obtained.

Suggested Citation

  • Bickel, Thomas, 2007. "A note on confined diffusion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(1), pages 24-32.
    • Handle: RePEc:eee:phsmap:v:377:y:2007:i:1:p:24-32
    DOI: 10.1016/j.physa.2006.11.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437106012039
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2006.11.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Keywords

    Brownian motion; Confined diffusion;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:377:y:2007:i:1:p:24-32. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.