Technical Note - Probability of Success in the Search for a Moving Target

The probability of detection in the search for a randomly moving target is calculated for the case of a target whose motion is a diffusion process and known searcher path. The probability of detection can be calculated by solving a backward diffusion equation. Corwin Corwin, T. 1980. On multiplicative functionals on diffusion processes. SIAM J. Appl. Math.38 112-119. gives a solution of the backward equation for a special case. In general, exact solutions do not exist and other methods are needed. In this paper, the backward equation is solved approximately by using a formal asymptotic method, valid when the intensity of the random motion is small. The general solution is illustrated for the case of spatially homogeneous drift and diffusion coefficients. In this case, the asymptotic solution can be evaluated analytically.