Title: Coordinate-dependent diffusion, Ito-process and its significance

Speaker: Prof. Arijit Bhattacharya, IISER Pune

Abstract: Coordinate dependent diffusion is a reality. A Brownian particle near a interface sees its diffusivity to be a function of the distance from the interface. Such situations are ubiquitous in biological systems. The stochastic dynamics of such Brownian motion involves multiplicative noise. The method to handle such multiplicative noise problems has been developed by Kiyosi Ito in early 1940s.

I will show in this talk that the distribution that follows from Ito's method is consistent with Gibbs-distribution. I will also show that, the Ito-distribution, as the equilibrium distribution of such systems, indicates new physics that might substantially augment our existing ideas of structural transitions of macro-molecules which is based on Kramers' theory.