BIOSENSORS AND BIOELECTRONICS EE 385V - Spring 2010 Homework 2 Solution

PROBLEM 1: Diffusion with Boundaries (50pts) Find the infinite series which describes the pdf of the location of the particle for the following system. Assume that here the diffusion coefficient of the particle is D . The particle is at x = 0 at time zero and the boundaries are at x = a and x = b .

x=0

PROBLEM 2: Markov Processes (30pts) a) Find M , the transition probability matrix of the system illustrated below. Assume that the motion of particles in this system obeys ideal Random Walk (use Matlab).
3/4

1
1/2 1/4 1/4 1/4 1/4 1/2

2
3/4 1/4 1/4 1/4 1/4 1/4 1/4

3
1/4 1/4 1/4 1/4

4
1/4 1/4 3/4

5
1/4

6
1/4 1/4

7
1/4 1/4

8
1/4 1/4

b) If at time zero a particle is at state 1, plot the probabilities of finding that particle at state 3 and 9 as a function of time.
0.25

State 3 0.2 State 9

Probability

0.15

0.1

0.05

10

15 Time Step

20

25

30

c) Find the steady state pdf of the particle.