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  5. A numerical method for solving snapping out Brownian motion in 2D bounded domains
 
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A numerical method for solving snapping out Brownian motion in 2D bounded domains
File(s)
https:arxiv.org:pdf:2303.10487.pdf (472.79 KB)
Accepted version
Author(s)
Schumm, Ryan D
Bressloff, Paul C
Type
Journal Article
Abstract
Diffusion in heterogeneous media partitioned by semi-permeable interfaces has a wide range of applications in the physical and life sciences, including gas permeation in soils, diffusion magnetic resonance imaging (dMRI), drug delivery, thermal conduction in composite media, synaptic receptor trafficking, and intercellular gap junctions. At the single particle level, diffusion across a semi-permeable interface can be formulated in terms of so-called snapping out Brownian motion (SNOBM). The latter sews together successive rounds of reflected BM, each of which is restricted to one side of the interface. Each round of reflected BM is killed when the local time at the interface exceeds an independent, exponentially distributed random variable. (The local time specifies the amount of time a reflected Brownian particle spends in a neighborhood of the interface.) The particle then immediately resumes reflected BM on the same side or the other side of the interface according to a stochastic switch, and the process is iterated. In this paper, we develop a Monte Carlo algorithm for simulating a two-dimensional version of SNOBM, which is used to solve a first passage time (FPT) problem for diffusion in a domain with semi-permeable partially absorbing traps. Our method combines a walk-on-spheres (WOS) method with an efficient algorithm for computing the boundary local time that uses a Skorokhod integral representation of the latter. We validate our algorithm by comparing the Monte Carlo estimates of the mean first passage time (MFPT) to the exact solution for a single circular trap, and show that our simulations are consistent with asymptotic results obtained for the 2D narrow capture problem involving multiple small circular targets. We also discuss extensions to higher dimensions.
Date Issued
2023-11-15
Date Acceptance
2023-09-03
Citation
Journal of Computational Physics, 2023, 493
URI
http://hdl.handle.net/10044/1/106881
URL
http://dx.doi.org/10.1016/j.jcp.2023.112479
DOI
https://www.dx.doi.org/10.1016/j.jcp.2023.112479
ISSN
0021-9991
Publisher
Elsevier BV
Journal / Book Title
Journal of Computational Physics
Volume
493
Copyright Statement
© 2023 Elsevier Inc. All rights reserved. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/
License URL
https://creativecommons.org/licenses/by-nc-nd/4.0/
Identifier
http://dx.doi.org/10.1016/j.jcp.2023.112479
Publication Status
Published
Article Number
112479
Date Publish Online
2023-09-09
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