On a time-inhomogeneous diffusion process with discontinuous drift

•Wiener process•Reflected diffusion process•Symmetric diffusion process•Time-inhomogeneous birth-death chains•Heavy traffic diffusion approximation•Numerical computations We start from a time-inhomogeneous diffusion process, obtained by applying the composition method to two Wiener processes. Then, we investigate the corresponding diffusion process, restricted by a reflecting boundary in the zero-state. Moreover, we consider a special time-inhomogeneous diffusion process symmetric with respect to zero-state characterized by discontinuous drift. Various numerical computations are performed in the presence of periodic noise intensity.