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ANSWER
Note that Pn(t) means probability there are n particles in A at time t. And
the situation depicted in the figure can be represented by the following
probability equation,
Pn(t+ t) = (n+1).k1. t Pn+1(t) + [N-(n-1)].k2. t Pn-1(t) + [1- n.k1. t
(N-n).k2. t].Pn(t)
Transfer Pn(t) to LHS and divide by t. Set t 0, to get,
Multiplying by zn , Summation from 0 to N and putting
z P t
= k1
+ k 2 N z - k 2 z2
- k1z
- k2 N +k2 z
(1)
(2)
(3)
=(
).
(k1 + k2).t = ln {!
k2 z $ k1
& / (constant 1) }
Integrating gives,
N. ln(k2 z + k1) = ln(( / constant 2)
)
= constant 2
But, the equation is first order, therefore must be one constant only.
I.e., constant 1 = constant 2= C
( = C (k2 z+k1)N-1 (z-1).exp{- k1+k2).t} = Pn(t) zn .(1)
To find C we use the I.C.,
At X0 = i; (0 (z) = zj
(0 = C k * z $ k
(i.e. t = 0)
z + 1 .1
(2)