Renewal Equations for Single-Particle Diffusion in Multilayered Media

DOI10.1137/23M1545835MaRDI QIDQ6114573zbMATH OpenOpenAlexFDO

Authors Paul C. Bressloff

Publication date 14 August 2023

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2301.02895

zbMATH Keywords

multilayered mediaporous mediarenewal equationssemipermeable membranessingle particle diffusionsnapping out Brownian motion

Mathematics Subject Classification ID

Second-order parabolic equations (35K10) Diffusion processes (60J60) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Cell biology (92C37)

Abstract: In this paper we develop a probabilistic model of single-particle diffusion in 1D multi-layered media by constructing a multi-layered version of so-called snapping out Brownian motion (BM). The latter sews together successive rounds of reflected BM, each of which is restricted to a single layer. Each round of reflected BM is killed when the local time at one end of the layer exceeds an independent, exponentially distributed random variable. (The local time specifies the amount of time a reflected Brownian particle spends in a neighborhood of a boundary.) The particle then immediately resumes reflected BM in the same layer or the layer on the other side of the boundary with equal probability, and the process is iterated We proceed by constructing a last renewal equation for multi-layered snapping out BM that relates the full probability density to the probability densities of partially reflected BM in each layer. We then show how transfer matrices can be used to solve the Laplace transformed renewal equation, and prove that the renewal equation and corresponding multi-layer diffusion equation are equivalent. We illustrate the theory by analyzing the first passage time (FPT) problem for escape at the exterior boundaries of the domain. Finally, we use the renewal approach to incorporate a generalization of snapping out BM based on the encounter-based method for surface absorption; each round of reflected BM is now killed according to a non-exponential distribution for each local time threshold. This is achieved by considering a corresponding first renewal equation that relates the full probability density to the FPT densities for killing each round of reflected BM. We show that for certain configurations, non-exponential killing leads to an effective time-dependent permeability that is normalizable but heavy-tailed.

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Cited in

(8)

• The snapping out Brownian motion
• Multi-skewed Brownian motion and diffusion in layered media
• A numerical method for solving snapping out Brownian motion in 2D bounded domains
• The 3D Narrow Capture Problem for Traps with Semipermeable Interfaces
• Steklov-Neumann spectral problem: asymptotic analysis and applications to diffusion-controlled reactions
• Escape-from-a-layer approach for simulating the boundary local time in Euclidean domains
• Renewal theory for Brownian motion across a stochastically gated interface
• Encounter Propagator for Multiple Targets: A Dirichlet-to-Neumann Spectral Formalism

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