Question: We consider two different scenarios for a particle moving in R . 1. Symmetrical but not homogeneous: From time t to t + , the
We consider two different scenarios for a particle moving in R.
1. Symmetrical but not homogeneous: From timet to t+ , the particle moves from x to the right with probability R(x) and to the left with probability L(x) = R(x) and does not move with probability N(x) = 1-R(x)-L(x).
2. Homogeneous but not symmetrical: From time t to t+, the particle moves to the right with probability R and to the left with probability L = 1-R= R.
For each scenario, give and justify the equation for u(t+,x), and then take the parabolic limit. What are the resulting equations? (non-symmetrical case, you need to make an assumption for this to work. What is it?)
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