Modelling meso-scale diffusion processes in stochastic fluid bio-membranes

The space–time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded) inclusions and horizontally placed (surface) inclusions are considered. The energetics of the membrane, as a two-dimensional (2D) meso-scale continuum sheet, is described by the Canham–Helfrich Hamiltonian, with the membrane height function treated as a stochastic process. The diffusion parameter of this process acts as the link coupling the membrane shape fluctuations to the kinematics of the inclusions. The latter is described via Ito stochastic differential equation. In addition to stochastic forces, the inclusions also experience membrane-induced deterministic forces. Our aim is to simulate the diffusion-driven aggregation of inclusions and show how the external inclusions arrive at the sites of the embedded inclusions. The model has potential use in such emerging fields as designing a targeted drug delivery system.

On the statistical estimation of diffusion processes: a survey

Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the use of Martingale Estimating Functions and the application of Generalized Method of Moments (GMM).

On the statistical estimation of diffusion processes - a partial survey

Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the employment of Martingale Estimating Functions, and the application of Generalized Method of Moments (GMM).

Model of interactive visualization of diffusion processes from different strains, and source routes and spatial diffusion of capuchin monkeys over the past 6 million years

Source routes and Spatial Diffusion of capuchin monkeys over the past 6 million years, rebuilt in the SPREAD 1.0.6 from the MCC tree. The map shows the 10 different regions to which distinctive samples were associated. The different transmission routes have been calculated from the average rate over time. Only rates with Bayes factor> 3 were considered as significantly different from zero. Significant diffusion pathways are highlighted with color varying from dark brown to red, being the dark brown less significant rates and deep red the most significant rates.

WCSPH viscosity diffusion processes in vortex flows

The aim of this paper is to clarify the role played by the most commonly used viscous terms in simulating viscous laminar flows using the weakly compressible approach in the context of smooth particle hydrodynamics (WCSPH). To achieve this, Takeda et al. (Prog. Theor. Phys. 1994; 92(5):939–960), Morris et al. (J. Comput. Phys. 1997; 136:214–226) and Monaghan–Cleary–Gingold's (Appl. Math. Model. 1998; 22(12):981–993; Monthly Notices of the Royal Astronomical Society 2005; 365:199–213) viscous terms will be analysed, discussing their origins, structures and conservation properties. Their performance will be monitored with canonical flows of which related viscosity phenomena are well understood, and in which boundary effects are not relevant. Following the validation process of three previously published examples, two vortex flows of engineering importance have been studied. First, an isolated Lamb–Oseen vortex evolution where viscous effects are dominant and second, a pair of co-rotating vortices in which viscous effects are combined with transport phenomena. The corresponding SPH solutions have been compared to finite-element numerical solutions. The SPH viscosity model's behaviour in modelling the viscosity related effects for these canonical flows is adequate

A basis function approach to Bayesian inference in diffusion processes

In this paper, we present a framework for Bayesian inference in continuous-time diffusion processes. The new method is directly related to the recently proposed variational Gaussian Process approximation (VGPA) approach to Bayesian smoothing of partially observed diffusions. By adopting a basis function expansion (BF-VGPA), both the time-dependent control parameters of the approximate GP process and its moment equations are projected onto a lower-dimensional subspace. This allows us both to reduce the computational complexity and to eliminate the time discretisation used in the previous algorithm. The new algorithm is tested on an Ornstein-Uhlenbeck process. Our preliminary results show that BF-VGPA algorithm provides a reasonably accurate state estimation using a small number of basis functions.

Variational inference for diffusion processes

Diffusion processes are a family of continuous-time continuous-state stochastic processes that are in general only partially observed. The joint estimation of the forcing parameters and the system noise (volatility) in these dynamical systems is a crucial, but non-trivial task, especially when the system is nonlinear and multimodal. We propose a variational treatment of diffusion processes, which allows us to compute type II maximum likelihood estimates of the parameters by simple gradient techniques and which is computationally less demanding than most MCMC approaches. We also show how a cheap estimate of the posterior over the parameters can be constructed based on the variational free energy.

On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes

Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.

Adaptive coatings based on polyaniline for direct 2D observation of diffusion processes in microfluidic systems

[EN] Therefore the understanding and proper evaluation of the flow and mixing behaviour at microscale becomes a very important issue. In this study, the diffusion behaviour of two reacting solutions of HCI and NaOH were directly observed in a glass/polydimethylsiloxane microfluidic device using adaptive coatings based on the conductive polymer polyaniline that are covalently attached to the microchannel walls. The two liquid streams were combined at the junction of a Y-shaped microchannel, and allowed to diffuse into each other and react. The results showed excellent correlation between optical observation of the diffusion process and the numerical results. A numerical model which is based on finite volume method (FVM) discretisation of steady Navier-Stokes (fluid flow) equations and mass transport equations without reactions was used to calculate the flow variables at discrete points in the finite volume mesh element. The high correlation between theory and practical data indicates the potential of such coatings to monitor diffusion processes and mixing behaviour inside microfluidic channels in a dye free environment.

Deformation with coupled chemical diffusion

The deformation of rocks is commonly intimately associated with metamorphic reactions. This paper is a step towards understanding the behaviour of fully coupled, deforming, chemically reacting systems by considering a simple example of the problem comprising a single layer system with elastic-power law viscous constitutive behaviour where the deformation is controlled by the diffusion of a single chemical component that is produced during a metamorphic reaction. Analysis of the problem using the principles of non-equilibrium thermodynamics allows the energy dissipated by the chemical reaction-diffusion processes to be coupled with the energy dissipated during deformation of the layers. This leads to strain-rate softening behaviour and the resultant development of localised deformation which in turn nucleates buckles in the layer. All such diffusion processes, in leading to Herring-Nabarro, Coble or “pressure solution” behaviour, are capable of producing mechanical weakening through the development of a “chemical viscosity”, with the potential for instability in the deformation. For geologically realistic strain rates these chemical feed-back instabilities occur at the centimetre to micron scales, and so produce structures at these scales, as opposed to thermal feed-back instabilities that become important at the 100–1000 m scales.

Inferring diffusion in single live cells at the single-molecule level

The movement of molecules inside living cells is a fundamental feature of biological processes. The ability to both observe and analyse the details of molecular diffusion in vivo at the single-molecule and single-cell level can add significant insight into understanding molecular architectures of diffus- ing molecules and the nanoscale environment in which the molecules diffuse. The tool of choice for monitoring dynamic molecular localization in live cells is fluorescence microscopy, especially so combining total internal reflection fluorescence with the use of fluorescent protein (FP) reporters in offering exceptional imaging contrast for dynamic processes in the cell mem- brane under relatively physiological conditions compared with competing single-molecule techniques. There exist several different complex modes of diffusion, and discriminating these from each other is challenging at the mol- ecular level owing to underlying stochastic behaviour. Analysis is traditionally performed using mean square displacements of tracked particles; however, this generally requires more data points than is typical for single FP tracks owing to photophysical instability. Presented here is a novel approach allowing robust Bayesian ranking of diffusion processes to dis-criminate multiple complex modes probabilistically. It is a computational approach that biologists can use to understand single-molecule features in live cells.

Fractional models in space for diffusive processes in heterogeneous media with applications in cell motility and electrical signal propagation

This work addresses fundamental issues in the mathematical modelling of the diffusive motion of particles in biological and physiological settings. New mathematical results are proved and implemented in computer models for the colonisation of the embryonic gut by neural cells and the propagation of electrical waves in the heart, offering new insights into the relationships between structure and function. In particular, the thesis focuses on the use of non-local differential operators of non-integer order to capture the main features of diffusion processes occurring in complex spatial structures characterised by high levels of heterogeneity.