The Stationary Arrival Process of Independent Diffusers from a Continuum to an Absorbing Boundary Is Poissonian

نویسندگان

  • Boaz Nadler
  • T. Naeh
  • Zeev Schuss
چکیده

We consider the arrival process of infinitely many identical independent diffusion processes from an infinite bath to an absorbing boundary. Previous results on this problem were confined to independent Brownian particles arriving at an absorbing sphere. The present paper extends these results to general diffusion processes, without any symmetries and without resorting to explicit expressions for solutions to the relevant equations. It is shown that for general absorbing boundaries and force fields, the steady stream of arrivals is Poissonian with rate equal to the total flux on the absorbing boundary, as calculated from the continuum theory of diffusion with transport. The considered arrival problem arises in the theory of Langevin simulations of ions in electrolytic solutions. In a Langevin simulation ions enter and exit the simulation region, and it is necessary to compute the probability laws for their entrance times into the simulation. While the simulated ions inside the small simulation region interact with each other and with the far field of the surrounding bath and the applied voltage, the physical chemistry continuum description of the surrounding bath implies independent diffusion in a mean field. Under these conditions the result of this paper applies to the stream of new ions that arrive from the continuum bath into the discrete simulation region. The recirculation problem, of ions that have already visited and exited the simulation region, as well as the integration of these results into a simulation of interacting ions will be studied in separate papers.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Second Moment of Queue Size with Stationary Arrival Processes and Arbitrary Queue Discipline

In this paper we consider a queuing system in which the service times of customers are independent and identically distributed random variables, the arrival process is stationary and has the property of orderliness, and the queue discipline is arbitrary. For this queuing system we obtain the steady state second moment of the queue size in terms of the stationary waiting time distribution of a s...

متن کامل

Connecting a Discrete Ionic Simulation to a Continuum

An important problem in simulating ions in solution is the connection of the finite simulation region to the surrounding continuum bath. In this paper we consider this connection for a simulation of uncharged independent Brownian particles and discuss the relevance of the results to a simulation of charged particles (ions). We consider a simulation region surrounded by a buffer embedded in a co...

متن کامل

Arrival probability in the stochastic networks with an established discrete time Markov chain

The probable lack of some arcs and nodes in the stochastic networks is considered in this paper, and its effect is shown as the arrival probability from a given source node to a given sink node. A discrete time Markov chain with an absorbing state is established in a directed acyclic network. Then, the probability of transition from the initial state to the absorbing state is computed. It is as...

متن کامل

TOPOLOGICAL OPTIMIZATION OF VIBRATING CONTINUUM STRUCTURES FOR OPTIMAL NATURAL EIGENFREQUENCY

Keeping the eigenfrequencies of a structure away from the external excitation frequencies is one of the main goals in the design of vibrating structures in order to avoid risk of resonance. This paper is devoted to the topological design of freely vibrating continuum structures with the aim of maximizing the fundamental eigenfrequency. Since in the process of topology optimization some areas of...

متن کامل

A Mathematical Approach to Order Book Modeling

Motivated by the desire to bridge the gap between the microscopic description of price formation (agent-based modeling) and the stochastic differential equations approach used classically to describe price evolution at macroscopic time scales, we present a mathematical study of the order book as a multidimensional continuous-time Markov chain and derive several mathematical results in the case ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • SIAM Journal of Applied Mathematics

دوره 62  شماره 

صفحات  -

تاریخ انتشار 2001