抄録
Presented in this paper is a device to solve diffusion problems. From the view point of probability diffusion problems are defined as an investigation of Markov process under some initial and boundary conditions. It is proved that the solution of the given diffusion differential equation is the transition probability of the process generated under some conditions required by the diffusion problems. This method of analysis is also applicable to the nonstationary problems. The generator of Markov process with any condition is presented and by this generator the O-U process, a typical process of the diffusion problems, is generated. Its transition probabilities are measured and compared with the theoretical solution of the corresponding diffusion differential equation. Experiment shows that this analyzer is useful even in case the solution can not be obtained analytically.
