Mixed analytical-stochastic simulation method for the recovery of a Brownian gradient source from probability fluxes to small windows
Ulrich Dobramysl, David Holcman

TL;DR
This paper introduces a numerical method to recover the position of a Brownian particle source from steady-state fluxes to small boundary windows, avoiding full trajectory tracking and applicable in biological sensing contexts.
Contribution
It develops an analytical-stochastic hybrid simulation approach and provides a formula for source localization based on flux measurements, advancing understanding of gradient sensing.
Findings
Validated the method with stochastic simulations
Derived asymptotic expressions for fluxes and splitting probabilities
Demonstrated source reconstruction in complex boundary configurations
Abstract
Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid tracking Brownian trajectories in the entire infinite space. Instead, we generate particles near the absorbing windows, computed from the analytical expression of the exit probability. When the Brownian particles are generated by a steady-state gradient at a single point, we compute asymptotically the fluxes to small absorbing holes distributed on the boundary of half-space and on a disk in two dimensions, which agree with stochastic simulations. We also derive an expression for the splitting probability between small windows using the matched asymptotic method. Finally, when there are more than two small absorbing windows, we show how to reconstruct the…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
