Random walk with persistence and external bias. (English) Zbl 1296.82044

Summary: The partial differential equation of the random walk problem with persistence of direction and external bias is derived. By persistence of direction or internal bias we mean that the probability a particle will travel in a given direction need not be the same for all directions, but depends solely upon the particle’s previous direction of motion. The external bias arises from an anisotropy of the medium or an external force on the particle. The problem is treated by considering that the net displacement of a particle arises from two factors, namely, that neither the probability of the particle traveling in any direction after turning nor the distance the particle travels in a given direction need be the same for all directions. A modified Fokker-Planck equation is first obtained using the assumptions that the particles have a distribution of travel times and speeds and that the average time of travel between turns need not be zero. The final equation incorporating the assumption of a persistence of direction and an external bias is then derived. Applications to the study of diffusion and to long-chain polymers are then made.


82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
60K37 Processes in random environments
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