Brownian dynamics at boundaries and interfaces. In physics, chemistry, and biology (Q2375750)

This monograph is dedicated to one of the most classical topics in stochastic analysis: Brownian diffusion theory and its dynamics under a natural geometric constraint, mostly given by a smooth boundary of a domain. The author works out a long list of applications to special problems in chemistry, nano science, biophysics, neurology and other life sciences. The perspective is largely classical, in the sense that the author solves the respective Fokker-Planck type equations with special attention to the effects that partial and oblique reflection on the boundary -- which account for chemical reactions -- may have on the PDE and in simulations. After a brief introduction to the Wiener process, Itō's formula and stochastic integration, the reader is acquainted to the numerical discretization of the Fokker-Planck equation and simulation of the trajectories, both via respective Euler schemes. Particular applications are simulation schemes for diffusions in domains with partial and oblique reflection at the boundaries, followed by a chapter on the simulation of the respective Langevin equations. Chapter 4 finishes the preparations with the formal derivation of most of the quantities of interest, such as the mean first passage time, absorption rate, exit densities and probability flux densities, etc. Chapters 5 to 9 go through the modeling and simulation process of special phenomena. For instance, Chapter 5 models chemical reactions in microdomains. First, the author derives a diffusion model for such reactions, which do not obey the statistical Arrhenius reaction laws from chemistry, due to too few reactants, a situation frequently found in biology. The model cooks up to a full-fledged non-linear system of coupled reaction-diffusion equations. In a second part, the reader is introduced to different levels of modeling for the calcium dynamics in the dendritic spine of nerve cells. Chapter 6 is dedicated to the phenomenon the author calls interfacing at the stochastic separatrix. In mathematical terms, this states the phenomenon of metastability and the respective eigenvalue problems. The book closes with studies of the narrow escape problem from domains in the plane and \(\mathbb{R}^3\). Both problems have direct applications to neurology. This text provides an excellent entry point for applied mathematicians who would like to get a first understanding of the field of neuronal modeling, with a bold motivation and immediate application to highly relevant phenomena in the science and a long list of respective references. The mathematical part of the bibliography seems kind of selective concerning metastability and local times. Without any doubt this text may serve as an excellent basis for a specialized course on neuronal modeling or biophysics at master's level and as a common reference text for interdisciplinary teams, which perfectly reflects the author's long working experience.