arXiv · 1706.01512
Feynman-Kac Equations for Reaction and Diffusion Processes
Abstract
This paper provides a theoretical framework of deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and chemical reaction. Very general forms of the equations are obtained. Once given the diffusion type and reaction rate, a specific forward or backward Feynman-Kac equation can be obtained. The listed in the paper include the ones for normal/anomalous diffusions and reactions with linear/nonlinear rates. Using the derived equations, we also study the occupation time in half-space, the first passage time to a fixed boundary, and the occupation time in half-space with absorbing or reflecting boundary conditions.
Explore related subjects
Keep this discovery
Ru Hou, Weihua Deng. 2017-06-01. Feynman-Kac Equations for Reaction and Diffusion Processes. https://doi.org/10.1088/1751-8121/aab1af
Cite the original work for its findings. Save a collection to share your selection of sources.