Behavior of the boundary (0,0) for SRBM for various α
For α ∈
(0,0) is
(-∞,0]
an entrance
(0,2)
regular, reflecting, & recurring
[2,∞)
exit, absorbing
Notes
All six differntial coefficients are functions of x and y;
the other eight numbers are constants.
-π/2 < δ, ε < π/2;
they measure the angle toward (0,0) from normal.
dt, ξ > 0.
(x0,y0) is
in the wedge:
y0 > 0, y0/x0 < tan ξ.
Max hits is the number of times the diffusion will hit
[x,x+1)×[y,y+1) before stopping.
It can be as large as 9×1015
(but the diffusion will run for years if you do that).
It should be larger than 100, or
the diffusion will halt almost immediately.
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