Diffusion in a Half-Space: From Lord Kelvin to Path Integrals

Abstract

Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling relations and stable distribution functions. In this paper, I present a treatment of a random walk confined to a half--space using a number of different approaches: diffusion equations, lattice walks and path integrals. Potential generalizations are discussed critically.