Phys. Rev. E 71, 012101 (2005) [4 pages]

Anomalous diffusion, solutions, and first passage time: Influence of diffusion coefficient

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Kwok Sau Fa and E. K. Lenzi
Departamento de Física, Universidade Estadual de Maringá, Avenida Colombo 5790, 87020-900, Maringá-PR, Brazil

Received 20 September 2004; published 20 January 2005

We investigate the solutions and the first passage time for anomalous diffusion processes governed by the usual diffusion equation. We consider a space- and time-dependent diffusion coefficient and the presence of absorbing boundaries. We obtain analytical results for the probability distribution and the first passage time distribution for finite and semi-infinite intervals. In addition, we compare our results for the first passage time distribution with the one obtained by the usual diffusion equation with constant diffusion coefficient.


©2005 The American Physical Society

URL: http://link.aps.org/doi/10.1103/PhysRevE.71.012101
DOI: 10.1103/PhysRevE.71.012101
PACS: 05.40.−a, 05.60.−k, 66.10.Cb

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