Transitional probabilities for the four-state random walk on a lattice in the presence of partially reflecting boundaries
Author(s) -
Ramakrishna Janaswamy
Publication year - 2009
Publication title -
journal of mathematical physics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.708
H-Index - 119
eISSN - 1089-7658
pISSN - 0022-2488
DOI - 10.1063/1.3122768
Subject(s) - mathematics , random walk , eigenfunction , mathematical analysis , lattice (music) , boundary value problem , boundary (topology) , first hitting time model , brownian motion , statistical physics , physics , eigenvalues and eigenvectors , quantum mechanics , statistics , acoustics
The four-state random walk (4RW) model, wherein the particle is endowed with two states of spin and two states of directional motion in each space coordinate, permits a stochastic solution of the Schrodinger equation (or the equivalent parabolic equation) without resorting to the usual analytical continuation in complex space of the particle trajectories. Analytical expressions are derived here for the various transitional probabilities in a 4RW by employing generating functions and eigenfunction expansions when the particle moves on a 1+1 space-time lattice with two-point boundary conditions. The most general case of dissimilar boundaries with partially reflecting boundary conditions is treated in this paper. The transitional probabilities are all expressed in terms of a finite summation involving trigonometric functions and/or Chebyshev polynomials of the second kind that are characteristics of diffusion and Schrodinger equations, respectively, in the 4RW model. Results for the special case of perfectly...
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