Absorption of a randomly accelerated particle: gambler's ruin in a different game

DOI10.1088/0305-4470/33/39/301MaRDI QIDQ4523640zbMATH OpenOpenAlexFDO

Authors Theodore W. Burkhardt, D. J. Bicout

Publication date 14 January 2001

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0011263

zbMATH Keywords

random walkGaussian white noiseabsorptionFokker-Planck-type equationexact probabilistic

Mathematics Subject Classification ID

Stochastic processes (60G99) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Other physical applications of random processes (60K40)

Abstract: We consider a particle which is randomly accelerated by Gaussian white noise on the line 0<x<1, with absorbing boundaries at x=0,1. Denoting the initial position and velocity of the particle by x_0 and v_0 and solving a Fokker-Planck type equation, we derive the exact probabilities q_0(x_0,v_0), q_1(x_0,v_0) of absorption at x=0,1, respectively. The results are in excellent agreement with computer simulations.

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(9)

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• On a gambler's ruin problem
• Occupation time of a randomly accelerated particle on the positive half axis: results for the first five moments
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• Modeling the formation of in vitro filopodia
• Absorption of a randomly accelerated particle: recent results for partially absorbing and inelastic boundaries
• Deciding when to quit the gambler's ruin game with unknown probabilities
• Random acceleration process on finite intervals under stochastic restarting
• Irregular gyration of a two-dimensional random-acceleration process in a confining potential

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