Year: 1995
Type: article
Abstract: We apply the supersymmetric procedure to one-step random walks in one dimension at the level of the usual master equation, extending a study initiated by H.R. Jauslin [Phys. Rev. A 41, 3407 (1990)]. A discussion of the supersymmetric technique for this discrete case is presented by introducing a formal second-order discrete master derivative and its ``square root,'' and we solve completely, and in matrix form, the cases of homogeneous random walks (constant jumping rates). A simple generalization of Jauslin's results to two uncorrelated axes is also provided. There may be many applications, especially to bistable and multistable one-step processes.
Authors: Haret C. Rosu, Marco Reyes
Institution: Universidad de Guanajuato
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1996811159