Biomedical Engineering Reference
In-Depth Information
Fig. 1 The trajectory of a
bacterium originally located
at ð 0 ; 0 ; 0 Þ and moving
according to Brownian
motion with r ¼
2 : 6833 10 5 m/
p ; which
corresponds to a bacillum at
37 C
d ð x Þ¼ 0 ; for all ð x ; y ; z Þ 6¼ð 0 ; 0 ; 0 Þ;
R
ð 7 Þ
d ð x ; y ; z Þ dX ¼ 1 ;
X 0 ; 0 ; 0 Þ
3
r 2
2
; which represents the
where X is subset of R
with nonzero measure. For
r 2
diffusivity, we used
2 ¼ 3 : 6 10 10 m 2 /s (bacillum at 37 C). Note that if D rep-
resents the diffusivity of a species, then r ¼
p
: Equation ( 5 ) represents a
fundamental solution to the three-dimensional diffusion equation (in an unbounded
domain), and it represents the probability density that the bacterium is localized at
position ð x ; y ; z Þ at time t. Note that Eq. ( 5 ) is very helpful in deriving the relation
between the stochastic differential equation of Langevin type with zero drift, see
Eq. ( 1 ) and the diffusion equation ( 12 ). The probability that a region X contains
the bacterium at time t is then given by
P ð t ; X Þ¼ Z
2D
f ð t ; ð x ; y ; z ÞÞ dX ;
ð 8 Þ
X
and note that R
R
3 f ð t ; ð x ; y ; z ÞÞ dX ¼ 1 for t 0 : We remark that if drift is incor-
porated through l ¼ð l x ; l y ; l z Þ; then Eq. ( 1 ) becomes
dX ð t Þ¼ l x dt þ rdW ð t Þ;
dY ð t Þ¼ l y dt þ rdW ð t Þ;
dZ ð t Þ¼ l z dt þ rdW ð t Þ;
ð 9 Þ
for t [ 0 ; with exact solution, if l x ; l y ; l z and r are constant,
X ð t Þ¼ X 0 þ l x t þ rW ð t Þ;
Y ð t Þ¼ Y 0 þ l y t þ rW ð t Þ;
ð 10 Þ
Z ð t Þ¼ Z 0 þ l z t þ rW ð t Þ;
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