Synopsis
This lecture covers the basic physics of
diffusion. I cover the random walk as a conceptual model of diffusion as well
as a tool for simulations. The relation for the mean square displacement is
derived, and scenarios leading to time-dependent diffusivities are described,
along with their universal short and long time regimes. A central quantity, the
propagator, is introduced, and the diffusion equation describing its evolution
derived. Examples of solutions are given, and the cumulant expansion as a
general framework to describe diffusion in complex media is presented. The
connection to the diffusion MR signal is outlined.
Target audience
Scientists
interested in the basic physics of diffusion in biological tissueOutcome/objectives
To gain a fundamental understanding of the
physics of particles diffusing in complex media, supporting the ability of the
participants to interpret and critically appraise diffusion MRI measurements. Highlights
-
Due
to thermal kinetic energy, water molecules move erratically on the micrometer
scale – diffusion.
-
The
random walk is used for Monte Carlo simulation of diffusion
-
The
propagator encapsulates the statistics of diffusion and governs the diffusion
MR signal
-
The
propagator is governed by the diffusion equation and is sensitive to
microstructure
-
The
central limit theorem guarantees that the propagator is almost always Gaussian
at long diffusion times
-
The
diffusion coefficient describes the width of the propagator (the mean square
displacement), and depends in general on time
Methods
Diffusion is the random motion of molecules, a
kinetic manifestation of the thermal energy at any non-vanishing temperature. A
basic understanding of its properties can be obtained by the picture of a
”random walk”, from which e.g. the relation $$$\left\langle \delta {{r}^{2}}
\right\rangle =2dDt$$$ for the mean square displacement $$$\left\langle \delta
{{r}^{2}} \right\rangle $$$ of molecules
(in $$$d$$$ dimensions) during the time interval $$$t$$$ can be derived (1-3). The diffusion coefficient, $$$D$$$
in the equation, is a fundamental property of the medium, and is about 3 $$$\mu$$$m2/ms
for pure water at 37°C. This means that during e.g. 50 ms, a diffusion time
relevant for MRI, molecules sample distances on the order of 10 $$$\mu$$$m of
their environment, roughly the scale of individual cells. This property
underlies the potential of diffusion to be used as a sensitive probe tissue
microstructure (4,5). The random walk is also the
conceptual basis of Monte Carlo simulations of diffusion.
A central quantity for understanding diffusion,
is the so-called propagator $$$P(r,{{r}_{0}};t)$$$, whose magnitude gives the probability for a molecule initially at $$${{r}_{0}}$$$ to be found
at $$$r$$$ after a time $$$t$$$ (3,6). As such, the propagator embodies
the basic statistics of the diffusion process, and can be used to compute the
MRI signal (7). Finding the diffusion propagator
usually entails following the diffusion equation (also known as Fick’s 2nd law)
(6)
$$\frac{d}{dt}P(r,{{r}_{0}};t)=\nabla
\cdot \text{D}\nabla P(r,{{r}_{0}};t)$$
which follows from the basic principle of mass
conservation as well as Ficks first law, relating particle current to
probability gradients. In this equation, we generalized from the diffusion
constant $$$D$$$ to the 2nd rank diffusion tensor D, allowing for
diffusion anisotropy. The solutions to the diffusion equation depend critically
on boundary conditions, i.e. specification of the propagator or the current at
e.g. tissue boundaries and interfaces. This is how the structure of the medium
enters the formalism, and plays a crucial role in the appearance of the
propagator (6,8). The most simple case of free
diffusion, corresponding to a vanishing propagator at infinite distances,
corresponds to the fundamental Gaussian expression (in $$$d=1$$$, $$$r\to x$$$)
$$P(x,x_0;t)=\frac{1}{\sqrt{4\pi
Dt}}{{e}^{-{{(x-{{x}_{0}})}^{2}}/(4Dt)}}$$
This solution is a component of many
biophysical models of diffusion in tissue (9-12), specifically multiple gaussian
compartments models, which can report on compartment volume fractions and
diffusivities (4,13,14). The diffusion equation can be
solved exactly only for a handful of other cases, such as diffusion between
parallel plates, or inside spheres or cylinders, and these solutions also
appear in biophysical diffusion models. Alternatively, the diffusion equation
can be solved numerically using methods for partial differential equations such
as finite elements. In general, the solution is not a Gaussian, although it can
remain an arbitrarily good approximation on certain spatiotemporal scales. This
explains the usefulness of the cumulant expansion (underlying e.g. diffusion
kurtosis imaging) (5,15-18), which is essentially an expansion
around a Gaussian distribution, each term accounting for finer and finer
deviations from Gaussianity. Technically, the cumulant expansion is an
expansion of the so-called characteristic function(15), the Fourier transform of the
propagator, which is closely related to the MR diffusion signal(7).
A full solution for the propagator in complex
media such as biological tissue is not possible in general. A number of results
exists for e.g. the time-dependent diffusivity nevertheless. For example, at
short diffusion times, the so-called Mitra limit (19) applies
$$D(t)={{D}_{0}}\left(
1-\frac{4}{3\sqrt{\pi }\,d}\frac{S}{V}\sqrt{{{D}_{0}}t}+\mathcal{O}(t) \right)$$
where $$$D_0$$$ is the microscopic
diffusivity ($$$D(t\to 0$$$)) facilitating
in principle a measurement of S/V, the surface to volume ratio of reflecting
interfaces. In the opposite limit of long diffusion times
$$D(t)\sim{\
}{{D}_{\infty }}+c{{t}^{-\tilde{\upsilon} }}$$
where $$$\tilde{\upsilon}$$$ is an exponent
determined by the characteristics (correlation) of obstacles to the diffusing
particles (20,21). In the tortuosity limit $$$t=\infty$$$,
$$$D=D_\infty=D_0/\lambda^2$$$, where the tortuosity $$$\lambda$$$ reflects how
much obstacles on average increase the distance of the shortest path between
any two points. This equation implies a finite $$$D_\infty$$$, in agreement
with measurements of diffusion in tissue. Note that this contradicts so-called
anomalous diffusion and stretched exponentials, which imply that $$$D_\infty =
0$$$ or $$$D_\infty = \infty$$$ (even $$$D(t)
= \infty$$$ for all $$$t$$$, for the latter case) (14). The finite $$$D_\infty$$$ is a consequence of the
central limit theorem, which gives very broad conditions for the approach of
sums of random variables (the random walk) to a Gaussian distribution (1). The time-dependent diffusivity can
equivalently be studied in terms of frequency dependency of the velocity
autocorrelation function, the Fourier transform of $$$\mathcal{D}(t)\equiv
\theta (t)\left\langle v({{t}_{0}})v(t+{{t}_{0}}) \right\rangle $$$ (22,23).Acknowledgements
The author acknowledges
support from the Dagmar Marshall foundation.References
1. Bouchaud JP, Georges A. Anomalous
Diffusion in Disordered Media - Statistical Mechanisms, Models and Physical
Applications. Phys Rep 1990;195(4-5):127-293.
2. Haus JW, Kehr KW.
Diffusion in Regular and Disordered Lattices. Phys Rep 1987;150(5-6):263-406.
3. Chaikin PM,
Lubensky TC. Principles of condensed matter physics. Cambridge: Cambridge
University Press; 1995.
4. Novikov DS,
Jespersen SN, Kiselev VG, Fieremans E. Quantifying brain microstructure with
diffusion MRI: Theory and parameter estimation. ArXiv e-prints. Volume
arXiv:1612.02059 [physics.bio-ph]2016.
5. Kiselev VG.
Fundamentals of diffusion MRI physics. NMR Biomed 2017;30(3):e3602-n/a.
6. Crank J. The
mathematics of diffusion. Oxford, Eng: Clarendon Press; 1975. viii, 414 p. p.
7. Callaghan PT.
Translational dynamics and magnetic resonance : principles of pulsed gradient
spin echo NMR. Oxford ; New York: Oxford University Press; 2011. xvii, 547 p.
p.
8. Grebenkov DS. NMR
survey of reflected Brownian motion. Rev Mod Phys 2007;79(3):1077-1137.
9. Jespersen SN,
Bjarkam CR, Nielsen T, Hansen B, Vestergaard-Poulsen P. Dendrite density from
magnetic resonance diffusion measurements: comparison with histology. 2007;
Berlin, Germany.
10. Kroenke CD,
Ackerman JJ, Yablonskiy DA. On the nature of the NAA diffusion attenuated MR
signal in the central nervous system. Magn Reson Med 2004;52(5):1052-1059.
11. Yablonskiy DA,
Sukstanskii AL. Theoretical models of the diffusion weighted MR signal. NMR
Biomed 2010;23(7):661-681.
12. Fieremans E, Jensen
JH, Helpern JA. White matter characterization with diffusional kurtosis
imaging. Neuroimage 2011;58(1):177-188.
13. Nilsson M, van
Westen D, Stahlberg F, Sundgren PC, Latt J. The role of tissue microstructure
and water exchange in biophysical modelling of diffusion in white matter. Magma 2013;26(4):345-370.
14. Novikov
DS, Kiselev VG, Jespersen SN. On modeling. Magn Reson Med 2018;79(6):3172-3193.
15. Kampen NGv.
Stochastic processes in physics and chemistry. Amsterdam ; Boston: Elsevier;
2007. xvi, 463 p. p.
16. Risken H. The
Fokker-Planck equation: methods of solution and applications. Berlin:
Springer-Verlag; 1984.
17. Jensen JH, Helpern
JA. MRI quantification of non-Gaussian water diffusion by kurtosis analysis.
NMR Biomed 2010;23(7):698-710.
18. Jensen JH, Helpern
JA, Ramani A, Lu HZ, Kaczynski K. Diffusional kurtosis imaging: The
quantification of non-Gaussian water diffusion by means of magnetic resonance
imaging. Magnetic Resonance in Medicine 2005;53(6):1432-1440.
19. Mitra PP, Sen PN,
Schwartz LM, Le Doussal P. Diffusion propagator as a probe of the structure of
porous media. Phys Rev Lett 1992;68(24):3555-3558.
20. Novikov DS, Jensen
JH, Helpern JA, Fieremans E. Revealing mesoscopic structural universality with
diffusion. Proceedings of the National Academy of Sciences 2014.
21. Novikov DS,
Kiselev VG. Effective medium theory of a diffusion-weighted signal. NMR Biomed
2010;23(7):682-697.
22. Novikov DS,
Kiselev VG. Surface-to-volume ratio with oscillating gradients. J Magn Reson 2011;210(1):141-145.
23. Does MD, Parsons
EC, Gore JC. Oscillating gradient measurements of water diffusion in normal and
globally ischemic rat brain. Magn Reson Med 2003;49(2):206-215.