2021
DOI: 10.48550/arxiv.2110.12181
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An encounter-based approach for restricted diffusion with a gradient drift

Denis S. Grebenkov

Abstract: We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis to derive a spectral decomposition for the full propagator, i.e., the joint probability density function for the particle position and its boundary local time. This is the central quantity that determines various characteristics of diffusion-influenced reactions such as conv… Show more

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Cited by 8 publications
(27 citation statements)
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“…Following [14,15,17], one can develop a single-particle probabilistic version of the Robin boundary condition in terms of the boundary local time ℓ t . Let X t ∈ Ω represent the position of the particle at time t. The boundary local time for a totally reflecting surface ∂U is then defined according to [13]…”
Section: Diffusion-mediated Surface Reactionsmentioning
confidence: 99%
See 3 more Smart Citations
“…Following [14,15,17], one can develop a single-particle probabilistic version of the Robin boundary condition in terms of the boundary local time ℓ t . Let X t ∈ Ω represent the position of the particle at time t. The boundary local time for a totally reflecting surface ∂U is then defined according to [13]…”
Section: Diffusion-mediated Surface Reactionsmentioning
confidence: 99%
“…where Θ is the Heaviside function. Note that ℓ t has units of length due to the additional factor of D. Let P (x, ℓ, t|x 0 ) denote the joint probability density or propagator for the pair (X t , ℓ t ) and introduce the stopping time [14,15,17]…”
Section: Diffusion-mediated Surface Reactionsmentioning
confidence: 99%
See 2 more Smart Citations
“…In section 3, we generalize the Robin boundary condition to a more general probabilistic model of diffusion-mediated surface reactions, following the encounter-based approach developed by Grebenkov [20,21,23]. The latter exploits the fact that diffusion in a domain with a totally reflecting surface can be implemented probabilistically in terms of so-called reflected Brownian motion, which involves the introduction of a Brownian functional known as the boundary local time [25,28,26].…”
Section: Introductionmentioning
confidence: 99%