Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 356 2 d Solution 2026-09-28
With an absorbing boundary condition for a diffusion on each vertical side, the splitting probability of hitting the left side before the right is harmonic for the Kolmogorov backward equation:For ,The particle starts at , soThe continuous limit at zero is , as required by reflection symmetry. A large positive drift drives the particle toward the right and gives ; a large negative drift drives it toward the left and gives .
In this polymerization Brownian ratchet model, a gap of width immediately accommodates one monomer. That event advances the tip by and resets the gap to zero. The threshold is therefore an absorbing boundary condition for a diffusion,All waiting-time probability lies within , so the steady occupation probability density satisfiesThere is a reinjection flux at equal to the absorption flux at . The nonpenetration constraint at zero is a reflecting boundary condition for a diffusion during each individual waiting episode. For the stationary reset process it must not be confused with setting the net current to zero: the source at reset supplies . This is how a normalized steady density can coexist with a nonzero exit flux.
Put and . The absorbing boundary condition for a diffusion gives , henceThis is nonnegative throughout the allowed interval. Normalizing the probability density givesThereforeEquivalently the normalized density isThe denominator is positive for , since . The dimensions are consistent: has units of inverse time, and of inverse length, and is dimensionless.