Supposed we have a potential step
If there is a wave traveling from left to right, we need to consider following two scenarios (i) $E>U_0$, and (ii) $E Similar to the finite well case, let the wavefunction at where $U(x)=0$ be $\psi_I(x)$, and the wavefunction at where $U(x)=U_0$ be $\psi_{II}(x)$. To solve the wavefunction, we start with time-independent Schrödinger Equation as usual. For $\psi_I(x)$ we have Let $k^2={2mE}/{2\hbar}$, and then we have a general solution For $\psi_{II}(x)$, we have Let $k'^2={2m(E-U_0)}/{2\hbar}$, and a solution can be We can treat terms in the form $\exp(+ikx)$ as waves propagating to the right, and terms in the form $\exp(-ikx)$ as waves propagating to the left. The reason there are two terms in $\psi_I(x)$ but only one term in $\psi_{II}(x)$ is as follow: With reasoning above, we can denote terms of wavefunctions as incident wave, reflected wave, and transmitted wave Applying boundary conditions gives following relationship between amplitudes We can define two physical quantities: transmission probability $T$ and reflection probability $R$ as Here we can multiply velocities to numerator and denominator to ensure those terms are "per time". Then, as $v=p/m=\hbar k/m$, we are able to use wavevector $k$ to force those terms are "per time" as desired. Thus, $T$ and $R$ can be expressed as With the relationship between amplitudes, above relation becomes In terms of $U_0$ and $E$, When $E<U_0$, the wave equation $\psi_{II}$ becomes where and the term with positive exponent ignored. This is because as a well behaved function, the function should converge as $x\rightarrow+\infty$. Again applying boundary conditions gives It turned out that in this case $R=1$ and $T=0$. However this does not imply that there is no possibility to find a particle at $x>0$, as $|\psi_{II}|$ still has value greater than 0. (i) $E>U_0$
(ii) $E<U_0$