Propagation-Dispersion Equation

Abstract

A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an exact microscopic finite difference equation describing the motion of a particle on a lattice whose sites operate as {\em time-delayers}. The propagation-dispersion equation should be contrasted with the advection-diffusion equation (or the classical Fokker-Planck equation) as it describes a dispersion process in {\em time} (instead of diffusion in space) with a drift expressed by a propagation speed with non-zero bounded values. The {\em temporal dispersion} coefficient is shown to exhibit a form analogous to Taylor's dispersivity. Physical systems where the propagation-dispersion equation applies are discussed.