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Estimation of Boundary Properties Using Stochastic Differential Equations and COMSOL

A. Atalla[1], and A. Jeremic[1]
[1]McMaster University, Hamilton, Ontario, Canada

The inverse diffusion problems deal with the estimation of many crucial parameters such as the diffusion coefficient, source properties, and boundary conditions. Such algorithms are widely applied in many design problems in different physical, chemical, and biological fields. Recently, the estimation of the boundary properties, of the diffusion process, have attracted researchers. We first utilize Fokker-planck equation with the corresponding boundary conditions to derive the forward model, at which, we utilize the COMSOL Multiphysics package to solve for the position density function of the particle undergoing diffusion.