07 July 2018 1 1K Report

The fundamental solution to the Diffusion Equation in one dimension is

c(x, t)=1/(4(pi)Dt)^1/2 e^( - (x - xo)^2/4Dt) ,

where D is the Diffusion constant of the diffusing particle, t is the time, x is the position along the x-axis, and xo is the initial position of the diffusing particle.

In the above equation, the center (mean) of the pulse is taken to be stationary at x = xo.

If the pulse were to drift in one direction along the x axis so that its center (mean) moved with velocity v to the right, the moving pulse would be expressed mathematically as

c(x, t)=1/(4(pi)Dt)^1/2 e^( - (x - vt)^2/4Dt) ,

where v is the velocity of the center (mean) of the pulse along the x-axis.

However, if the center (mean) of the pulse were moving randomly, so that it undergoes Brownian Motion, how would c(x, t) be expressed so that it could be evaluated (numerically) for each given (x, t) pair?

Any information related to the answer of this question would be greatly appreciated.

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