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Absorbing boundary condition for a diffusion
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Fokker-Planck equation
Fokker-Planck probability current
2026-09-28
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An absorbing boundary removes
a
diffusion
when it is reached. The forward
density
and backward
observables
satisfy
Dirichlet boundary conditions
there.
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Fokker-Planck probability current
Fokker-Planck equation
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 356
/
2
/
d
/
Solution
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codex/adsorbing-boundary-condition
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