A note on confined diffusion

Abstract

The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion operator. Unfortunately, the latter depend on space dimensionality and on the particular shape of the domain, and an analytical expression is in most circumstances not available. In this article, it is shown that the series may in some circumstances sum up exactly. Explicit calculations are performed for 2D diffusion restricted to a circular domain and 3D diffusion inside a sphere. In both cases, the short-time behaviour of the mean square displacement is obtained.