Brownian Simulations and Uni-Directional Flux in Diffusion
A. Singer, Z. Schuss

TL;DR
This paper investigates the concept of unidirectional flux in Brownian diffusion simulations, revealing that classical approaches can produce infinite flux artifacts and proposing a physically consistent simulation method.
Contribution
It introduces a new Brownian dynamics simulation approach that accurately maintains boundary concentrations without spurious boundary layers, addressing artifacts from classical diffusion approximations.
Findings
Unidirectional fluxes are infinite in classical diffusion models due to approximation artifacts.
The unidirectional flux needed for boundary maintenance is proportional to concentration and inversely proportional to the square root of time step.
A new simulation method aligns with physical Brownian particle behavior and avoids spurious boundary effects.
Abstract
Brownian dynamics simulations require the connection of a small discrete simulation volume to large baths that are maintained at fixed concentrations and voltages. The continuum baths are connected to the simulation through interfaces, located in the baths sufficiently far from the channel. Average boundary concentrations have to be maintained at their values in the baths by injecting and removing particles at the interfaces. The particles injected into the simulation volume represent a unidirectional diffusion flux, while the outgoing particles represent the unidirectional flux in the opposite direction. The classical diffusion equation defines net diffusion flux, but not unidirectional fluxes. The stochastic formulation of classical diffusion in terms of the Wiener process leads to a Wiener path integral, which can split the net flux into unidirectional fluxes. These unidirectional…
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.
Taxonomy
TopicsStochastic processes and financial applications
