Rarefaction of moving diffusion particles

We investigate a flow of particles moving along a tube together with gas. The dynamics of particles is determined by a stochastic differential equation with different initial states. The walls of the tube absorb particles. We prove that if the incoming flow of particles is determined by a random Poi...

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Datum:2004
Hauptverfasser: Gasanenko, V. A., Roitman, A. B., Гасаненко, В. А., Ройтман, А. Б.
Format: Artikel
Sprache:Russisch
Englisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2004
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/3789
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Zusammenfassung:We investigate a flow of particles moving along a tube together with gas. The dynamics of particles is determined by a stochastic differential equation with different initial states. The walls of the tube absorb particles. We prove that if the incoming flow of particles is determined by a random Poisson measure, then the number of remained particles is characterized by the Poisson distribution. The parameter of this distribution is constructed by using a solution of the corresponding parabolic boundary-value problem.