One Absorbing Barrier

The solution ofEquation 6.112, with the boundary condition thaiP x=b, t) = 0, follows from standard techniques in solving partial differential equations (Sommerfeld 1949) as 

Substituting this result in Equation 6.86, the probability distribution function for the FPT is given by 

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One Absorbing Barrier and One Reflecting Barrier Let the boundary at m = 0 be reflecting and the boundary at m=be absorbing, namely the boundary condition BC2 in Table 6.1. The probability distribution function for the first passage time is given by Equation 6.124 as... 

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