arXiv subjects

D. S. Grebenkov

Publications and source records attributed to D. S. Grebenkov.

30 records · Page 2Linked to original sources

arXiv2015

Analytical theory of oxygen transfer in the human placenta

We propose an analytical approach to solving the diffusion-convection equations governing oxygen transport in the human placenta. We show that only two geometrical characteristics of a placental cross-section, villi density and the effective villi radius, are needed to predict fetal oxygen uptake. We also identify two combinations of physiological parameters that determine oxygen uptake in a given placenta: (i) the maximal oxygen inflow of a placentone if there were no tissue blocking the flow, and (ii) the ratio of transit time of maternal blood through the intervillous space to oxygen extraction time. We derive analytical formulas for fast and simple calculation of oxygen uptake and provide two diagrams of efficiency of oxygen transport in an arbitrary placental cross-section. We finally show that artificial perfusion experiments with no-hemoglobin blood tend to give a two-orders-of-magnitude underestimation of the in vivo oxygen uptake and that the optimal geometry for such setup alters significantly. The theory allows one to adjust the results of artificial placenta perfusion experiments to account for oxygen-hemoglobin dissociation. Combined with image analysis techniques, the presented model can give an easy-to-use tool for prediction of the human placenta efficiency.

q-bio.QM↗

arXiv2015

Optimal villi density for maximal oxygen uptake in the human placenta

We present a stream-tube model of oxygen exchange inside a human placenta functional unit (a placentone). The effect of villi density on oxygen transfer efficiency is assessed by numerically solving the diffusion-convection equation in a 2D+1D geometry for a wide range of villi densities. For each set of physiological parameters, we observe the existence of an optimal villi density providing a maximal oxygen uptake as a trade-off between the incoming oxygen flow and the absorbing villus surface. The predicted optimal villi density $0.47\pm0.06$ is compatible to previous experimental measurements. Several other ways to experimentally validate the model are also proposed. The proposed stream-tube model can serve as a basis for analyzing the efficiency of human placentas, detecting possible pathologies and diagnosing placental health risks for newborns by using routine histology sections collected after birth.

q-bio.QM↗

arXiv2014

Exit time distribution in spherically symmetric two-dimensional domains

The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial differential equation of Helmholtz type with mixed Dirichlet- Neumann boundary conditions is solved analytically. We propose both an exact solution relying on a matrix inversion, and an approximate explicit solution. The approximate solution is shown to be exact for an exit of vanishing size and to be accurate even for large exits. For angular sectors, we also derive exact explicit formulas for the moments of the exit time. For annuli and rectangles, the approximate expression of the mean exit time is shown to be very accurate even for large exits. The analysis is also extended to biased diffusion. Since the Helmholtz equation with mixed boundary conditions is encountered in microfluidics, heat propagation, quantum billiards, and acoustics, the developed method can find numerous applications beyond exit processes.

physics.comp-ph↗

arXiv2014

Mean exit time for surface-mediated diffusion: spectral analysis and asymptotic behavior

We consider a model of surface-mediated diffusion with alternating phases of pure bulk and surface diffusion. For this process, we compute the mean exit time from a disk through a hole on the circle. We develop a spectral approach to this escape problem in which the mean exit time is explicitly expressed through the eigenvalues of the related self-adjoint operator. This representation is particularly well suited to investigate the asymptotic behavior of the mean exit time in the limit of large desorption rate $λ$. For a point-like target, we show that the mean exit time diverges as $\sqrtλ$. For extended targets, we establish the asymptotic approach to a finite limit. In both cases, the mean exit time is shown to asymptotically increase as $λ$ tends to infinity. We also revise the optimality regime of surface-mediated diffusion. Although the presentation is limited to the unit disk, the spectral approach can be extended to other domains such as rectangles or spheres.

math-ph↗

arXiv2013

Following a Trend with an Exponential Moving Average: Analytical Results for a Gaussian Model

We investigate how price variations of a stock are transformed into profits and losses (P&Ls) of a trend following strategy. In the frame of a Gaussian model, we derive the probability distribution of P&Ls and analyze its moments (mean, variance, skewness and kurtosis) and asymptotic behavior (quantiles). We show that the asymmetry of the distribution (with often small losses and less frequent but significant profits) is reminiscent to trend following strategies and less dependent on peculiarities of price variations. At short times, trend following strategies admit larger losses than one may anticipate from standard Gaussian estimates, while smaller losses are ensured at longer times. Simple explicit formulas characterizing the distribution of P&Ls illustrate the basic mechanisms of momentum trading, while general matrix representations can be applied to arbitrary Gaussian models. We also compute explicitly annualized risk adjusted P&L and strategy turnover to account for transaction costs. We deduce the trend following optimal timescale and its dependence on both auto-correlation level and transaction costs. Theoretical results are illustrated on the Dow Jones index.

q-fin.ST↗

arXiv2013

Optimal and sub-optimal quadratic forms for non-centered Gaussian processes

Individual random trajectories of stochastic processes are often analyzed by using quadratic forms such as time averaged (TA) mean square displacement (MSD) or velocity auto-correlation function (VACF). The appropriate quadratic form is expected to have a narrow probability distribution in order to reduce statistical uncertainty of a single measurement. We consider the problem of finding the optimal quadratic form that minimizes a chosen cumulant moment (e.g., the variance) of the probability distribution, under the constraint of fixed mean value. For discrete non-centered Gaussian processes, we construct the optimal quadratic form by using the spectral representation of the cumulant moments. Moreover, we obtain a simple explicit formula for the smallest achievable cumulant moment that may serve as a quality benchmark for other quadratic forms. We illustrate the optimality issues by comparing the optimal variance with the variances of the TA MSD and TA VACF of fractional Brownian motion superimposed with a constant drift and independent Gaussian noise.

cond-mat.stat-mech↗

arXiv2012

Exact mean exit time for surface-mediated diffusion

We present an exact expression for the mean exit time through the cap of a confining sphere for particles alternating phases of surface and of bulk diffusion. The present approach is based on an integral equation which can be solved analytically. In contrast to the statement of Berezhkovskii and Barzykin [J. Chem. Phys. 136, 54115 (2012)], we show that the mean exit time can be optimized with respect to the desorption rate, under analytically determined criteria.

cond-mat.stat-mech↗

arXiv2012

Kinetics of active surface-mediated diffusion in spherically symmetric domains

We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on the domain boundary and phases of bulk diffusion. We generalize the results of [J. Stat. Phys. {\bf 142}, 657 (2011)] and consider a biased diffusion in a general annulus with an arbitrary number of regularly spaced targets on a partially reflecting surface. The presented approach is based on an integral equation which can be solved analytically. Numerically validated approximation schemes, which provide more tractable expressions of the mean first-passage time are also proposed. In the framework of this minimal model of surface-mediated reactions, we show analytically that the mean reaction time can be minimized as a function of the desorption rate from the surface.

cond-mat.stat-mech↗

arXiv2011

Mean first-passage time of surface-mediated diffusion in spherical domains

We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on the domain boundary and phases of bulk diffusion. The presented approach is based on an integral equation which can be solved analytically. Numerically validated approximation schemes, which provide more tractable expressions of the mean first-passage time are also proposed. In the framework of this minimal model of surface-mediated reactions, we show analytically that the mean reaction time can be minimized as a function of the desorption rate from the surface.

cond-mat.stat-mech↗

arXiv2002

Explicit Construction of the Brownian Self-Transport Operator

Applying the technique of characteristic functions developped for one-dimensional regular surfaces (curves) with compact support, we obtain the distribution of hitting probabilities for a wide class of finite membranes on square lattice. Then we generalize it to multi-dimensional finite membranes on hypercubic lattice. Basing on these distributions, we explicitly construct the Brownian self-transport operator which governs the Laplacian transfer. In order to verify the accuracy of the distribution of hitting probabilities, numerical analysis is carried out for some particular membranes.

math.PR↗

arXiv2002

Approximate Distribution of Hitting Probabilities for a Regular Surface with Compact Support in 2D

Generalizing the well-known relations on characteristic functions on a plane to the case of a one-dimensional regular surface (curve) with compact support, we establish implicit equations for these functions. Introducing an approximation, we solve the combinatorial problems and reduce these equations to a set of linear equations for a finite number of unknown functions. Imposing natural conditions, we obtain a closed system of linear equations which can be solved for a given surface. Its solutions can be used to calculate the distribution of hitting probabilities for a regular surface with compact support. In order to verify the accuracy of the approximate distribution of hitting probabilities, numerical analysis is being made for a chosen surface.

math.PR↗

arXiv2001

Parametric Equations of the Theory of Formation of Spherical Micelles

Using the notion of aggregation work, we construct a system of differential equations for the aggregation number of micelles which is a function of the parameters of micellization (parametric equations). There are explicit solutions for two important models of spherical micelles. Based on these solutions, we obtain an analytical expression for the equilibrium concentration of surfactant monomers and consequently for the whole spectrum of equilibrium concentrations of molecular aggregates in this framework. Accuracy of these expressions is discussed, and they are applied on an example of micelles formed by sodium dodecyl sulfate.

cond-mat.soft↗