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
3ð
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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