Please use this identifier to cite or link to this item:
http://hdl.handle.net/2282/802
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| Title: | Solving random walk recursions in the plane using separation of variables and Fourier analysis |
| Authors: | Kristensen, Kai Forsberg |
| Issue Date: | 21-Apr-2009 |
| Abstract: | The aim of this article is first of all to
show how to solve a two-dimensional random walk problem on an arbitrary
rectangle with certain boundary conditions, using separation of variables and
discrete Fourier analysis. Second, my intention is to demonstrate how ordinary
Fourier analysis will solve the same problem if residue calculations are
applied. Finally, I pay special attention to a resulting formula, connecting
discrete and ordinary Fourier coefficients. |
| Keywords: | Random walks
Fourier analysis |
| Document type: | Others |
| URI: | http://hdl.handle.net/2282/802 |
| Appears in Collections: | Institutt for prosess-, energi- og miljøteknologi
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