Department of Mathematics, University of Utah, 155 South 1400 East, Salt Lake City, Utah 84112, USA.
Phys Rev E. 2017 Jun;95(6-1):060101. doi: 10.1103/PhysRevE.95.060101. Epub 2017 Jun 6.
A fundamental issue in analyzing diffusion in heterogeneous media is interpreting the space dependence of the associated diffusion coefficient. This reflects the well-known Ito-Stratonovich dilemma for continuous stochastic processes with multiplicative noise. In order to resolve this dilemma it is necessary to introduce additional constraints regarding the underlying physical system. Here we introduce a mechanism for generating nonlinear Brownian motion based on a form of temporal disorder. Motivated by switching processes in molecular biology, we consider a Brownian particle that randomly switches between two distinct conformational states with different diffusivities. In each state the particle undergoes normal diffusion (additive noise) so there is no ambiguity in the interpretation of the noise. However, if the switching rates depend on position, then in the fast-switching limit one obtains Brownian motion with a space-dependent diffusivity. We show that the resulting multiplicative noise process is of the Ito form. In particular, we solve a first-passage time problem for finite switching rates and show that the mean first-passage time reduces to the Ito version in the fast-switching limit.
在分析非均相介质中的扩散时,一个基本问题是解释相关扩散系数的空间依赖性。这反映了具有乘法噪声的连续随机过程中众所周知的 Ito-Stratonovich 困境。为了解决这个困境,有必要针对基础物理系统引入附加约束。在这里,我们引入了一种基于时间无序的生成非线性布朗运动的机制。受分子生物学中切换过程的启发,我们考虑一个布朗粒子,它在两个具有不同扩散率的不同构象状态之间随机切换。在每个状态下,粒子经历正常扩散(加性噪声),因此噪声的解释没有歧义。然而,如果切换速率取决于位置,那么在快速切换极限下,就会得到具有空间相关扩散系数的布朗运动。我们证明了所得乘法噪声过程是 Ito 形式的。特别是,我们为有限切换速率解决了首次通过时间问题,并表明在快速切换极限下平均首次通过时间简化为 Ito 版本。