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The Diffusion Problem

Q- Consider a diffusion box containing (N) particles and consisting of


two partitioned sections A and B. At time t = 0 , A contains (n)
particles and B containing the remainder (N-n). The partition is
punctured such that interdiffusion occurs. The transition rate from
A to B is (k1) and that from B to A is (k2). These rates are
dependent on the number of molecules present in the respective
section.
Find Lagrange PDE describing the system. Also find the steady
state solution to this equation.

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,
 


= (n+1).k1. Pn+1(t) + [N-(n-1)].k2. Pn-1(t) - n.k1. Pn(t) (N-n).k2. Pn(t)


Multiplying by zn , Summation from 0 to N and putting
 z P t 

  


= k1 (n+1). Pn+1(t) zn + k2N Pn-1(t) zn k2 n-1)Pn-1(t)zn

- k1 nPn(t) zn k2 N Pn(t) zn + k2 n Pn(t) zn




= k1












+ k 2 N z - k 2 z2




- k1z




- k2 N +k2 z




(k2 z + k1) (z -1) = N k2 (z -1); this is LAGRANGE P.D.E.

The solution is by first solving the characteristic equations:




(1)


     

(2)


   

(3)

From (1) & (2) and by partial fraction, we get,





=(


 


  



).

  
 

(k1 + k2).t = ln {!

k2 z $ k1

 

 

& / (constant 1) }

. exp. {-(k1+k2).t} = constant 1

From (2) & (3)



  



 

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)

From (1) and (2)


(t z = (0z .exp.{(k2 k1).t}
[ Note that we used the form (t z instead of simply (]

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