Locally and globally optimal configurations of N particles on the sphere with applications in the narrow escape and narrow capture problems.

Determination of optimal arrangements of N particles on a sphere is a well-known problem in physics. A famous example of such is the Thomson problem of finding equilibrium configurations of electrical charges on a sphere. More recently, however, similar problems involving other potentials and nonspherical domains have arisen in biophysical systems. Many optimal configurations have previously been computed, especially for the Thomson problem; however, few results exist for potentials that correspond to more applied problems. Here we numerically compute optimal configurations corresponding to the narrow escape and narrow capture problems in biophysics. We provide comprehensive tables of global energy minima for N≤120 and local energy minima for N≤65, and we exclude all saddle points. Local minima up to N=120 are available online.

Asymptotic analysis of narrow escape problems in nonspherical three-dimensional domains.

Narrow escape problems consider the calculation of the mean first passage time (MFPT) for a particle undergoing Brownian motion in a domain with a boundary that is everywhere reflecting except for at finitely many small holes. Asymptotic methods for solving these problems involve finding approximations for the MFPT and average MFPT that increase in accuracy with decreasing hole sizes. While relatively much is known for the two-dimensional case, the results available for general three-dimensional domains are rather limited. This paper addresses the problem of finding the average MFPT for a class of three-dimensional domains bounded by the level surface of an orthogonal coordinate system. In particular, this class includes spheroids and other solids of revolution. The primary result presented is a two-term asymptotic expansion for the average MFPT of such domains containing an arbitrary number of holes. Steps are taken towards finding higher-order asymptotic expansions for both the average MFPT and the MFPT in these domains. The results for the average MFPT are compared to full numerical calculations performed with the comsol Multiphysics finite element solver for three distinct domains: prolate and oblate spheroids and biconcave disks. This comparison shows good agreement with the proposed two-term expansion of the average MFPT in the three domains.

Narrow-escape problem for the unit sphere: homogenization limit, optimal arrangements of large numbers of traps, and the N(2) conjecture.

A narrow-escape problem is considered to calculate the mean first passage time (MFPT) needed for a Brownian particle to leave a unit sphere through one of its N small boundary windows (traps). A procedure is established to calculate optimal arrangements of N>>1 equal small boundary traps that minimize the asymptotic MFPT. Based on observed characteristics of such arrangements, a remarkable property is discovered, that is, the sum of squared pairwise distances between optimally arranged N traps on a unit sphere is integer, equal to N(2). It is observed for 2≤N≤1004 with high precision. It is conjectured that this is the case for such optimal arrangements for all N. A dilute trap limit of homogenization theory when N→∞ can be used to replace the strongly heterogeneous Dirichlet-Neumann MFPT problem with a spherically symmetric Robin problem for which an exact solution is readily found. Parameters of the Robin homogenization problem are computed that capture the first four terms of the asymptotic MFPT. Close agreement of asymptotic and homogenization MFPT values is demonstrated. The homogenization approach provides a radically faster way to estimate the MFPT since it is given by a simple formula and does not involve expensive global optimization to determine locations of N>>1 boundary traps.

Mathematical modeling and numerical computation of narrow escape problems.

The narrow escape problem refers to the problem of calculating the mean first passage time (MFPT) needed for an average Brownian particle to leave a domain with an insulating boundary containing N small well-separated absorbing windows, or traps. This mean first passage time satisfies the Poisson partial differential equation subject to a mixed Dirichlet-Neumann boundary condition on the domain boundary, with the Dirichlet condition corresponding to absorbing traps. In the limit of small total trap size, a common asymptotic theory is presented to calculate the MFPT in two-dimensional domains and in the unit sphere. The asymptotic MFPT formulas depend on mutual trap locations, allowing for global optimization of trap locations. Although the asymptotic theory for the MFPT was developed in the limit of asymptotically small trap radii, and under the assumption that the traps are well-separated, a comprehensive study involving comparison with full numerical simulations shows that the full numerical and asymptotic results for the MFPT are within 1% accuracy even when total trap size is only moderately small, and for traps that may be rather close together. This close agreement between asymptotic and numerical results at finite, and not necessarily asymptotically small, values of the trap size clearly illustrates one of the key side benefits of a theory based on a systematic asymptotic analysis. In addition, for the unit sphere, numerical results are given for the optimal configuration of a collection of traps on the surface of a sphere that minimizes the average MFPT. The case of N identical traps and a pattern of traps with two different sizes are considered. The effect of trap fragmentation on the average MFPT is also discussed.

Construction of exact plasma equilibrium solutions with different geometries.

Infinite families of exact isotropic and anisotropic plasma equilibria with and without dynamics can be constructed in different geometries, using the representation of the static MHD equilibrium system in coordinates connected with magnetic surfaces. A sample equilibrium anisotropic model of Earth magnetosheath plasma is given.