Ukrainian Mathematical Journal

, Volume 56, Issue 5, pp 835–839 | Cite as

Rarefaction of moving diffusion particles

  • V. A. Gasanenko
  • A. B. Roitman


We investigate a flow of particles moving along a tube together with gas. The dynamics of particles is determined by a stochastic differential equation with different initial states. The walls of the tube absorb particles. We prove that if the incoming flow of particles is determined by a random Poisson measure, then the number of remained particles is characterized by the Poisson distribution. The parameter of this distribution is constructed by using a solution of the corresponding parabolic boundary-value problem.


Differential Equation Poisson Distribution Stochastic Differential Equation Incoming Flow Diffusion Particle 


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Copyright information

© Springer Science+Business Media, Inc. 2004

Authors and Affiliations

  • V. A. Gasanenko
    • 1
  • A. B. Roitman
    • 2
  1. 1.Institute of MathematicsUkrainian Academy of SciencesKiev
  2. 2.Federal University of MaranhãoSão LuísBrazil

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