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Lecture 4: Diffusion and the Fokker-Planck equation

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1 Lecture 4: Diffusion and the Fokker-Planck equation
Outline: intuitive treatment Diffusion as flow down a concentration gradient Drift current and Fokker-Planck equation

2 Lecture 4: Diffusion and the Fokker-Planck equation
Outline: intuitive treatment Diffusion as flow down a concentration gradient Drift current and Fokker-Planck equation examples: No current: equilibrium, Einstein relation Constant current, out of equilibrium:

3 Lecture 4: Diffusion and the Fokker-Planck equation
Outline: intuitive treatment Diffusion as flow down a concentration gradient Drift current and Fokker-Planck equation examples: No current: equilibrium, Einstein relation Constant current, out of equilibrium: Goldman-Hodgkin-Katz equation Kramers escape over an energy barrier

4 Lecture 4: Diffusion and the Fokker-Planck equation
Outline: intuitive treatment Diffusion as flow down a concentration gradient Drift current and Fokker-Planck equation examples: No current: equilibrium, Einstein relation Constant current, out of equilibrium: Goldman-Hodgkin-Katz equation Kramers escape over an energy barrier derivation from master equation

5 Diffusion Fick’s law:

6 Diffusion Fick’s law: cf Ohm’s law

7 Diffusion Fick’s law: cf Ohm’s law conservation:

8 Diffusion Fick’s law: cf Ohm’s law conservation: =>

9 Diffusion Fick’s law: cf Ohm’s law conservation: =>
diffusion equation

10 Diffusion Fick’s law: cf Ohm’s law conservation: =>
diffusion equation initial condition

11 Diffusion Fick’s law: cf Ohm’s law conservation: =>
diffusion equation initial condition solution:

12 Diffusion Fick’s law: cf Ohm’s law conservation: =>
diffusion equation initial condition solution:

13 Drift current and Fokker-Planck equation
Drift (convective) current:

14 Drift current and Fokker-Planck equation
Drift (convective) current: Combining drift and diffusion: Fokker-Planck equation:

15 Drift current and Fokker-Planck equation
Drift (convective) current: Combining drift and diffusion: Fokker-Planck equation:

16 Drift current and Fokker-Planck equation
Drift (convective) current: Combining drift and diffusion: Fokker-Planck equation: Slightly more generally, D can depend on x:

17 Drift current and Fokker-Planck equation
Drift (convective) current: Combining drift and diffusion: Fokker-Planck equation: Slightly more generally, D can depend on x: =>

18 Drift current and Fokker-Planck equation
Drift (convective) current: Combining drift and diffusion: Fokker-Planck equation: Slightly more generally, D can depend on x: => First term alone describes probability cloud moving with velocity u(x) Second term alone describes diffusively spreading probability cloud

19 Examples: constant drift velocity

20 Examples: constant drift velocity
Solution (with no boundaries):

21 Examples: constant drift velocity
Solution (with no boundaries): Stationary case:

22 Examples: constant drift velocity
Solution (with no boundaries): Stationary case: Gas of Brownian particles in gravitational field: u0 = μF = -μmg

23 Examples: constant drift velocity
Solution (with no boundaries): Stationary case: Gas of Brownian particles in gravitational field: u0 = μF = -μmg μ =mobility

24 Examples: constant drift velocity
Solution (with no boundaries): Stationary case: Gas of Brownian particles in gravitational field: u0 = μF = -μmg μ =mobility Boundary conditions (bottom of container, stationarity):

25 Examples: constant drift velocity
Solution (with no boundaries): Stationary case: Gas of Brownian particles in gravitational field: u0 = μF = -μmg μ =mobility Boundary conditions (bottom of container, stationarity): drift and diffusion currents cancel

26 Einstein relation FP equation:

27 Einstein relation FP equation: Solution:

28 Einstein relation FP equation: Solution:
But from equilibrium stat mech we know

29 Einstein relation FP equation: Solution:
But from equilibrium stat mech we know So D = μT

30 Einstein relation FP equation: Solution:
But from equilibrium stat mech we know So D = μT Einstein relation

31 Constant current: Goldman-Hodgkin-Katz model of an (open) ion channel
Pumps maintain different inside and outside concentrations of ions

32 Constant current: Goldman-Hodgkin-Katz model of an (open) ion channel
Pumps maintain different inside and outside concentrations of ions Voltage diff (“membrane potential”) between inside and outside of cell

33 Constant current: Goldman-Hodgkin-Katz model of an (open) ion channel
Pumps maintain different inside and outside concentrations of ions Voltage diff (“membrane potential”) between inside and outside of cell Can vary membrane potential experimentally by adding external field

34 Constant current: Goldman-Hodgkin-Katz model of an (open) ion channel
Pumps maintain different inside and outside concentrations of ions Voltage diff (“membrane potential”) between inside and outside of cell Can vary membrane potential experimentally by adding external field Question: At a given Vm, what current flows through the channel?

35 Constant current: Goldman-Hodgkin-Katz model of an (open) ion channel
Pumps maintain different inside and outside concentrations of ions Voltage diff (“membrane potential”) between inside and outside of cell Can vary membrane potential experimentally by adding external field Question: At a given Vm, what current flows through the channel? x=0 x=d x outside inside

36 Constant current: Goldman-Hodgkin-Katz model of an (open) ion channel
Pumps maintain different inside and outside concentrations of ions Voltage diff (“membrane potential”) between inside and outside of cell Can vary membrane potential experimentally by adding external field Question: At a given Vm, what current flows through the channel? x=0 x=d Vout= 0 x outside inside V(x) Vm

37 Constant current: Goldman-Hodgkin-Katz model of an (open) ion channel
Pumps maintain different inside and outside concentrations of ions Voltage diff (“membrane potential”) between inside and outside of cell Can vary membrane potential experimentally by adding external field Question: At a given Vm, what current flows through the channel? x=0 x=d ρout ρin Vout= 0 x outside inside V(x) Vm

38 Constant current: Goldman-Hodgkin-Katz model of an (open) ion channel
Pumps maintain different inside and outside concentrations of ions Voltage diff (“membrane potential”) between inside and outside of cell Can vary membrane potential experimentally by adding external field Question: At a given Vm, what current flows through the channel? x=0 x=d ρout ? ρin Vout= 0 x outside inside V(x) Vm

39 Reversal potential If there is no current, equilibrium
=> ρin/ρout=exp(-βV)

40 Reversal potential If there is no current, equilibrium
=> ρin/ρout=exp(-βV) This defines the reversal potential at which J = 0.

41 Reversal potential If there is no current, equilibrium
=> ρin/ρout=exp(-βV) This defines the reversal potential at which J = 0. For Ca++, ρout>> ρin => Vr >> 0

42 GHK model (2) Vm< 0: both diffusive current and drift current flow in x=0 x=d ρout ? ρin Vout= 0 x outside inside V(x) Vm

43 GHK model (2) Vm< 0: both diffusive current and drift current flow in Vm= 0: diffusive current flows in, no drift current x=0 x=d ρout ? ρin Vout= 0 V(x) x outside inside

44 GHK model (2) Vm< 0: both diffusive current and drift current flow in Vm= 0: diffusive current flows in, no drift current Vm> 0: diffusive current flows in, drift current flows out x=0 x=d ρout ? Vm V(x) ρin Vout= 0 x outside inside

45 GHK model (2) Vm< 0: both diffusive current and drift current flow in Vm= 0: diffusive current flows in, no drift current Vm> 0: diffusive current flows in, drift current flows out At Vm= Vr they cancel x=0 x=d ρout ? Vm V(x) ρin Vout= 0 x outside inside

46 GHK model (2) Vm< 0: both diffusive current and drift current flow in Vm= 0: diffusive current flows in, no drift current Vm> 0: diffusive current flows in, drift current flows out At Vm= Vr they cancel x=0 x=d ρout ? Vm V(x) ρin Vout= 0 x outside inside

47 Steady-state FP equation

48 Steady-state FP equation

49 Steady-state FP equation
Use Einstein relation:

50 Steady-state FP equation
Use Einstein relation:

51 Steady-state FP equation
Use Einstein relation: Solution:

52 Steady-state FP equation
Use Einstein relation: Solution: We are given ρ(0) and ρ(d). Use this to solve for J:

53 Steady-state FP equation
Use Einstein relation: Solution: We are given ρ(0) and ρ(d). Use this to solve for J:

54 Steady-state FP equation
Use Einstein relation: Solution: We are given ρ(0) and ρ(d). Use this to solve for J:

55 Steady-state FP equation
Use Einstein relation: Solution: We are given ρ(0) and ρ(d). Use this to solve for J:

56 Steady-state FP equation
Use Einstein relation: Solution: We are given ρ(0) and ρ(d). Use this to solve for J:

57 GHK current, another way
Start from

58 GHK current, another way
Start from

59 GHK current, another way
Start from

60 GHK current, another way
Start from Note

61 GHK current, another way
Start from Note Integrate from 0 to d:

62 GHK current, another way
Start from Note Integrate from 0 to d:

63 GHK current, another way
Start from Note Integrate from 0 to d:

64 GHK current, another way
Start from Note Integrate from 0 to d:

65 GHK current, another way
Start from Note Integrate from 0 to d: (as before)

66 GHK current, another way
Start from Note Integrate from 0 to d: (as before) Note: J = 0 at Vm= Vr

67 GHK current is nonlinear
(using z, Vr for Ca++) J V

68 GHK current is nonlinear
(using z, Vr for Ca++) J V

69 GHK current is nonlinear
(using z, Vr for Ca++) J V

70 GHK current is nonlinear
(using z, Vr for Ca++) J V

71 GHK current is nonlinear
(using z, Vr for Ca++) J V

72 GHK current is nonlinear
(using z, Vr for Ca++) J V

73 GHK current is nonlinear
(using z, Vr for Ca++) J V

74 Kramers escape Rate of escape from a potential well due to thermal fluctuations P2(x) P1(x) V1(x) V2(x)

75 Kramers escape (2) V(x) a b c

76 Kramers escape (2) V(x) J  a b c

77 Kramers escape (2) Basic assumption: (V(b) – V(a))/T >> 1 V(x)
J  a b c Basic assumption: (V(b) – V(a))/T >> 1

78 Fokker-Planck equation
Conservation (continuity):

79 Fokker-Planck equation
Conservation (continuity):

80 Fokker-Planck equation
Conservation (continuity): Use Einstein relation:

81 Fokker-Planck equation
Conservation (continuity): Use Einstein relation: Current:

82 Fokker-Planck equation
Conservation (continuity): Use Einstein relation: Current: If equilibrium, J = 0,

83 Fokker-Planck equation
Conservation (continuity): Use Einstein relation: Current: If equilibrium, J = 0,

84 Fokker-Planck equation
Conservation (continuity): Use Einstein relation: Current: If equilibrium, J = 0, Here: almost equilibrium, so use this P(x)

85 Calculating the current
(J is constant)

86 Calculating the current
(J is constant) integrate:

87 Calculating the current
(J is constant) (P(c) very small) integrate:

88 Calculating the current
(J is constant) (P(c) very small) integrate:

89 Calculating the current
(J is constant) (P(c) very small) integrate: If p is probability to be in the well, J = pr, where r = escape rate

90 Calculating the current
(J is constant) (P(c) very small) integrate: If p is probability to be in the well, J = pr, where r = escape rate

91 Calculating the current
(J is constant) (P(c) very small) integrate: If p is probability to be in the well, J = pr, where r = escape rate

92 Calculating the current
(J is constant) (P(c) very small) integrate: If p is probability to be in the well, J = pr, where r = escape rate

93 calculating escape rate
In integral integrand is peaked near x = b

94 calculating escape rate
In integral integrand is peaked near x = b

95 calculating escape rate
In integral integrand is peaked near x = b

96 calculating escape rate
In integral integrand is peaked near x = b

97 calculating escape rate
In integral integrand is peaked near x = b

98 calculating escape rate
In integral integrand is peaked near x = b

99 calculating escape rate
In integral integrand is peaked near x = b

100 calculating escape rate
In integral integrand is peaked near x = b ________

101 More about drift current
Notice: If u(x) is not constant, the probability cloud can shrink or spread even if there is no diffusion

102 More about drift current
Notice: If u(x) is not constant, the probability cloud can shrink or spread even if there is no diffusion (like density of cars on a road where the speed limit varies)

103 More about drift current
Notice: If u(x) is not constant, the probability cloud can shrink or spread even if there is no diffusion (like density of cars on a road where the speed limit varies) Demo: initial P: Gaussian centered at x = 2 u(x) = x

104 Derivation from master equation

105 Derivation from master equation
(1st argument of r: starting point; 2nd argument: step size)

106 Derivation from master equation
(1st argument of r: starting point; 2nd argument: step size)

107 Derivation from master equation
(1st argument of r: starting point; 2nd argument: step size)

108 Derivation from master equation
(1st argument of r: starting point; 2nd argument: step size) Small steps assumption: r(x;s) falls rapidly to zero with increasing |s| on the scale on which it varies with x or the scale on which P varies with x.

109 Derivation from master equation
(1st argument of r: starting point; 2nd argument: step size) Small steps assumption: r(x;s) falls rapidly to zero with increasing |s| on the scale on which it varies with x or the scale on which P varies with x. x s

110 Derivation from master equation (2)
expand:

111 Derivation from master equation (2)
expand:

112 Derivation from master equation (2)
expand:

113 Derivation from master equation (2)
expand:

114 Derivation from master equation (2)
expand: Kramers-Moyal expansion

115 Derivation from master equation (2)
expand: Kramers-Moyal expansion Fokker-Planck eqn if drop terms of order >2

116 Derivation from master equation (2)
expand: Kramers-Moyal expansion Fokker-Planck eqn if drop terms of order >2

117 Derivation from master equation (2)
expand: Kramers-Moyal expansion Fokker-Planck eqn if drop terms of order >2 rn(x)Δt = nth moment of distribution of step size in time Δt

118 Derivation from master equation (2)
expand: Kramers-Moyal expansion Fokker-Planck eqn if drop terms of order >2 rn(x)Δt = nth moment of distribution of step size in time Δt


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