Boundary conditions at a thin membrane that generate non--Markovian normal diffusion

TL;DR

This paper investigates how certain boundary conditions at a thin membrane can cause normal diffusion to lose its Markovian property, providing criteria and measures to identify non-Markovian behavior in diffusion processes.

Contribution

It introduces a criterion to determine when boundary conditions at a membrane break the Markov property in diffusion, and derives the fundamental solutions and measures of non-Markovianity.

Findings

Boundary conditions can induce non-Markovian diffusion behavior.

Derived the BSCK equation in Laplace space for membrane diffusion.

Proposed a measure to quantify the breaking of the semi-group property.

Abstract

We show that some boundary conditions assumed at a thin membrane may result in normal diffusion not being the stochastic Markov process. We consider boundary conditions defined in terms of the Laplace transform in which there is a linear combination of probabilities and probability fluxes defined on both membrane surfaces. The coefficients of the combination may depend on the Laplace transform parameter. Such boundary conditions are most commonly used when considering diffusion in a membrane system unless collective or non-local processes in particles diffusion occur. We find Bachelier-Smoluchowski-Chapmann-Kolmogorov (BSCK) equation in terms of the Laplace transform and we derive the criterion to check whether the boundary conditions lead to fundamental solutions of diffusion equation satisfying this equation. If the BSCK equation is not met, the Markov property is broken. When a probability flux is continuous at the membrane, the general forms of the boundary conditions for which the fundamental solutions meet the BSCK equation are derived. A measure of broken of semi-group property is also proposed. The relation of this measure to the non-Markovian property measure is discussed.