PHYS 505 Homework no.

IV due Feb 25th, 2009

Instructor: V.M. Kenkre
1. (a) Write down a Master equation to describe the motion of a random walker taking biased steps on the sites of a 1-dimensional innite lattice, explaining all symbols you use. Biased means that the random walker tends to move to its left more often than to its right. (b) Do the same as above for a situation in which the walker is attracted towards a specic single site, the attraction being more intense the farther the walker is from the site. In each of these cases use rates that will make it possible for you to solve the problem at least in principle. Comment here on what kind of rates would make it tough or impossible for you to solve the problem and why. 2. For the case a (but not b) calculate the propagator giving an explicit expression in the form of quadratures (that means as an integral) and attempt if you can (if you cannot it is ne) to express it in terms of special functions. 3. (a) For both cases a and b attempt to derive *directly, without solving for the probabilities* an equation for the rst and the second moment of the probabilities and explain (at least comment on) the physics of what you see. (b) For both cases a and b display, or comment on the specics of, the A-matrix of the equation. 4. Read up in a book of your choice about Bessel functions and their properties, particularly contrasting I and J-Bessel fucntions. After you have done that, comment briey on what kind of an equation of motion for our random walk or related problems might result in solutions in terms of J-Bessel functions rather than I-Bessel functions.