We investigate the solutions and the first passage time for anomalous diffusion processes governed by the usual diffusion equation. We consider a space- and time-dependent diffusion coefficient and the presence of absorbing boundaries. We obtain analytical results for the probability distribution and the first passage time distribution for finite and semi-infinite intervals. In addition, we compare our results for the first passage time distribution with the one obtained by the usual diffusion equation with constant diffusion coefficient.

• Received 20 September 2004

DOI:https://doi.org/10.1103/PhysRevE.71.012101