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On Random Time And On The Relation Between Wave And Telegraph Equations, Ramakrishna Janaswamy
On Random Time And On The Relation Between Wave And Telegraph Equations, Ramakrishna Janaswamy
Ramakrishna Janaswamy
Kac’s conjecture relating the solution of wave and telegraph equations in higher dimensions through a Poisson process-driven random time is established through the concepts of stochastic calculus. New expression is derived for the probability density function of the random time. We demonstrate how the relationship between the solution of a lossy wave- and that of a lossless wave equation can be exploited to derive some statistical identities. Relevance of the results presented to the study of pulse propagation in a dispersive medium characterized by a Lorentz or Drude model is discussed and new evolution equations for 2D Maxwell’s equations are …
Transitional Probabilities For The Four-State Random Walk On A Lattice In The Presence Of Partially Reflecting Boundaries, Ramakrishna Janaswamy
Transitional Probabilities For The Four-State Random Walk On A Lattice In The Presence Of Partially Reflecting Boundaries, Ramakrishna Janaswamy
Ramakrishna Janaswamy
The four-state random walk (4RW) model, wherein the particle is endowed with two states of spin and two states of directional motion in each space coordinate, permits a stochastic solution of the Schrödinger equation (or the equivalent parabolic equation) without resorting to the usual analytical continuation in complex space of the particle trajectories. Analytical expressions are derived here for the various transitional probabilities in a 4RW by employing generating functions and eigenfunction expansions when the particle moves on a 1+1 space-time lattice with two-point boundary conditions. The most general case of dissimilar boundaries with partially reflecting boundary conditions is treated …