Mathematical Modelling and Simulation

JOHANNES KEPLER
UNIVERSITAT
LINZ
Technisch-Naturwissenschaftliche
Fakult
at
Mathematical Modelling and Simulation

of Ion Channels
DISSERTATION
zur Erlangung des akademischen Grades
Doktorin
im Doktoratsstudium der
Technischen Wissenschaften
Eingereicht von:
Dipl.-Math.techn. Kattrin Arning

Angefertigt am:
Radon Institute for Computational and Applied Mathematics

Beurteilung:
Univ. Prof. Dipl. Ing. Dr. Martin Burger (Betreuung)

Univ. Prof. Dipl. Ing. Dr. Christoph Romanin
Linz, Oktober 2009
JKU
Die Mathematik ist das Alphabet,

mit dem Gott die Welt geschrieben hat.
Galileo Galilei
Abstract
This work is concerned with the mathematical modelling and simulation of ion channels.
Ion channels are of major interest and form an area of intensive research in the fields of
biophysics and medicine, since they control many vital physiological functions. As certain
aspects with respect to ion channel structure and function are hard or impossible to address
in experimental investigations, mathematical models form a useful completion and alternative to these studies.
This thesis will mainly deal with two aspects of the channel behaviour, namely ion conduction and gating.
The first part is dedicated to the description of ion transport across single open channels, focusing on a macroscopic model composed of a system of coupled nonlinear partial differential
equations (PDEs), known as the Poisson-Nernst-Planck (PNP) system in biological context.
A one-dimensional approximation of this PDE system is derived by introducing additional
potentials to account for the channel protein geometry, and furthermore a computationally
efficient way to include size-exclusion effects, which become important in narrow geometries,
is developed.
Since for most ion channels the structure of the selectivity filter (the region where the specificity of the ion channel is determined) cannot be resolved in experiments yet, the PNP
model is subsequently used to address questions from the field of inverse problems. It is
investigated if electrophysiological measurements like current-voltage curves can be used to
characterise the underlying channel structure. A special focus is put on the employment of
surrogate models in the identification procedure.
The second part of the thesis deals with the opening and closing of ion channels, a process
known as gating. Different modelling approaches that can be used to simulate the behaviour
of voltage-gated ion channels are presented, and a model of Fokker-Planck type is derived to
describe the gating currents and open probabilities on a macroscopic, i.e. whole cell, level.
This model is then used to analyse certain characteristic features arising in gating current
data, like the existence of a rising phase under certain conditions.
As above in the case of ion conduction, the derived gating model is subsequently employed
to address inverse problems from the field of parameter identification. Macroscopic current
data are used to investigate what can be inferred about the underlying physical system.
iii
iv
Zusammenfassung
Die vorliegende Arbeit beschaftigt sich mit der mathematischen Modellierung und Simulation von Ionenkan
alen. Ionenkan
ale sind von groer Bedeutung im Bereich der Biophysik
und Medizin und Gegenstand intensiver Forschung, da sie viele lebenswichtige Funktionen
steuern und kontrollieren. Da gewisse Aspekte bez
uglich ihrer Proteinstruktur und Funktionsweise mit den heutigen experimentellen Methoden noch gar nicht oder nur sehr schwer
untersucht werden konnen, stellen mathematische Modelle eine hilfreiche Erg
anzung und
Alternative dar.
Die Arbeit konzentriert sich vornehmlich auf zwei Aspekte der Kanalfunktion, zum einen der
Ionentransport durch einzelne Kanalproteine und zum anderen das Offnen

und Schlieen der
Kanale, ein Vorgang, der auch als Gating bezeichnet wird.
Der erste Teil beschaftigt sich mit der Modellierung des Ionentransports durch einzelne geoffnete Kanale. Hauptaugenmerk liegt dabei auf einem makroskopischen Modell bestehend
aus gekoppelten nichtlinearen partiellen Differentialgleichungen (PDEs), das im biologischen
Zusammenhang auch als Poisson-Nernst-Planck (PNP) -Modell bekannt ist. Beruhend auf
zusatzlichen Potentialen zur Ber
ucksichtigung der Proteingeometrie wird eine eindimensionale Approximation des PNP-Systems hergeleitet, und ein effizienter Weg zur Berechnung
zusatzlicher lokaler Interaktionen zwischen den einzelnen Ionen wird entwickelt. Diese Interaktionen gewinnen besonders in der engen Geometrie des Kanalfilters an Bedeutung.
Da f
ur die meisten Ionenkan
ale bisher keine kristallisierte Struktur ihrer Filterregion vorliegt, wird das PNP-Modell im Folgenden benutzt, um Fragen aus dem Bereich der Inversen
Probleme zu adressieren. Es wird untersucht, ob, basierend auf elektrophysiologischen Daten
wie Strom-Spannungs-Kurven, etwas u
ber die zu Grunde liegende Struktur des Filters ausgesagt werden kann. Ein besonderer Schwerpunkt ist dabei die Untersuchung von SurrogatModellen.
Der zweite Teil der Arbeit befasst sich mit dem Gating von Kanalen. Unterschiedliche Modellierungsansatze zur Simulation spannungsregulierter Kanale werden vorgestellt, und ein
Modell basierend auf einer Fokker-Planck-Gleichung wird entwickelt. Anhand dieses Modells
werden dann im Folgenden gewisse charakteristische Eigenschaften von Gating-Stromen analysiert.
Wie schon im ersten Teil beim Ionentransport wird auch das Gating-Modell im Weiteren
verwendet, um Fragestellungen aus dem Gebiet der Parameteridentifizierung zu adressieren.
Basierend auf makroskopischen Daten wird untersucht, welche Eigenschaften des zu Grunde
liegenden physikalischen Systems identifiziert werden konnen.
vi
Acknowledgments
First of all I would like to thank Prof. Martin Burger for his supervision and the time he
invested into my work. Special thanks also go to Prof. Christoph Romanin for being the
co-referee of my thesis and to Prof. Heinz Engl for introducing me to the PhD program
Molecular Bioanalytics and for the great scientific environment he provides at RICAM.
Furthermore I would like to thank Prof. Peter Pohl and the other organizers and members of the PhD program for creating this great research opportunity in Linz. In particular I
would like to thank Angela Vlad for her friendship and encouragements throughout my work.
I also owe a great deal to Prof. Bob Eisenberg who introduced me to the field of biophysics
and to ion channels in particular. I would like to thank him for all the helpful and lively
discussions throughout the last years.
I am very grateful to my colleagues at RICAM for the friendly environment, especially to
my former office mate Marie-Therese Wolfram and to Clemens Zarzer for all the helpful
discussions about work and beyond. In addition I appreciated very much the help of Rainer
Schindl from the biophysics department who was patiently willing to answer all my questions
concerning ion channels and membranes.
Special thanks go to my husband Markus and my family and friends for all their encouragements and their steady support concerning work and life.
This research was supported as part of the PhD program Molecular Bioanalytics: From
molecular recognition to membrane transport by the Austrian Science Found FWF through
the project grant DK W1201-N13 and the Austrian Academy of Sciences through RICAM.
vii
viii
Contents
1 Introduction
1.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 On this work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
1
3
2 Modelling ion conduction

2.1 The Poisson-Nernst-Planck model . . . . . . . . . . . . . .
2.1.1 Size-exclusion effects . . . . . . . . . . . . . . . . .
2.1.2 Derivation of the 1D-Poisson-Nernst-Planck model
2.1.3 Analysis of the 1D-Poisson-Nernst-Planck model .
2.2 Other modelling approaches . . . . . . . . . . . . . . . . .
2.3 Evaluation of the different models . . . . . . . . . . . . .
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3 Inverse problems with PNP

3.1 Inverse problems - basic setup . . . . . .
3.1.1 Parameter identification . . . . .
3.1.2 Design problems . . . . . . . . .
3.2 The full forward model . . . . . . . . . .
3.3 Surrogate models . . . . . . . . . . . . .
3.3.1 Surrogate model with fixed DFT
3.3.2 Linear surrogate model . . . . .
3.4 Comparison of the models . . . . . . . .
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49
4 Gating of Ion Channels

4.1 Different models of channel gating . . . . . . .
4.1.1 Discrete state Markov models . . . . . .
4.1.2 Fokker-Planck type models . . . . . . .
4.1.3 Statistics from single channel recordings
4.1.4 Comparison of the different models . . .
4.2 Analysis of the gating current . . . . . . . . . .
4.2.1 The general case . . . . . . . . . . . . .
4.2.2 The one-dimensional model . . . . . . .
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5 The Cole-Moore effect

5.1 Cole-Moore and the different gating models . . . . . . . . . . . . . . . . . . .
5.2 A mathematical model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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x
6 Inverse problems related to gating
6.1 Inverse problems - basic setup . . . . . .
6.2 A one-dimensional model . . . . . . . .
6.2.1 Identification of potential . . . .
6.2.2 Combined potential and diffusion
7 Concluding Remarks
CONTENTS
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coefficient
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99
99
101
103
105
109
A Adjoint systems
111
A.1 Adjoint system for full PNP model . . . . . . . . . . . . . . . . . . . . . . . . 111
A.2 Adjoint system for linear surrogate model . . . . . . . . . . . . . . . . . . . . 113
A.3 Adjoint system for the gating model . . . . . . . . . . . . . . . . . . . . . . . 114
Chapter 1
Introduction
1.1
Background
Ion channels are proteins with a hole down their middle - this basic message already
conveys the most important fact about ion channels: They form the passageway for ions
across otherwise impermeable cell membranes. Being present in every living cell of every
living organism, ion channels control many vital functions like e.g. signal transduction,
muscle contraction and regulation of blood pressure. Of course ion channels are more than
just a hole. They regulate the flow of ions into and out of the cell, with different channel
types being permeable to different ion species only.
Already in the 19th century researchers like Sidney Ringer ([92], [93]) and Walther Nernst
([80], [81]) began to investigate and understand the importance of ions for the basic physiological functions. Since then tremendous insights have been gained and experimental techniques
as well as simulation tools for the investigation of ion transport across membranes have been
developed.
Traditionally two different classes of transport mechanisms can be distinguished: the transporters (or carriers) and the channels (or pores) ([47]). The first one is associated with
active transport across the cell membrane, a process requiring energy. A prominent example for a transporter is the Na+ -K+ pump, moving Na+ ions out of the cell and K+ ions into
the cell, thereby establishing a concentration gradient between the inside of the cell and
its surroundings. As both ion species are transported against their concentration gradient
this process uses ATP, i.e. energy. On the other hand ion channels are related to passive
transport across the membrane. They were shown to exhibit the following three fundamental
properties ([70]):
1) Ion channels conduct ions rapidly.
2) Many ion channels are highly selective for certain ion species.
3) Their function is regulated by gating, i.e. turning the ion conduction on and off due
to specific environmental stimuli.
In the 1950s the modern history of ion channels began, when Hodgkin and Huxley performed
their famous experiments on the squid giant axon ([49], [50], [51], [52]). In the sequel electrophysiological methods were used to demonstrate that ions like Na+ and K+ indeed cross the
1
CHAPTER 1. INTRODUCTION
membrane via unique protein pores ([7], [46]). These studies also led to the discrimination of
the basic parts of an ion channel: The selectivity filter in the pore determines which ions can
pass through the channel, e.g. the KcsA potassium channel mainly conducts K+ ions. The
gate is responsible for opening and closing the channel in response to some environmental
stimulus, e.g. a change in membrane voltage, the binding of a specific ligand or some mechanical distortion of the membrane. The sensing device in turn is responsible for detecting
these changes in the environment, conveying this information in some way to the gate. A
prominent example is the voltage sensor in voltage-gated ion channels that reacts to changes
in the membrane voltage.
The invention of the patch clamp technique by Erwin Neher and Bert Sakmann in the 1970s
([76]) made it possible to perform measurements on single channels, and new experimental
approaches and data became available. Developments in the fields of protein expression,
mutational techniques and crystallography allowed to get more and more insights into the
structure of ion channels, culminating in the first high-resolution structure of an ion channel,
namely the potassium channel KcsA, in 2001 ([25], [121]). For this contribution Roderick
MacKinnon was awarded the Nobel prize in Chemistry in 2003, together with Peter Agre
for the discovery of water channels.
Besides these seminal experimental developments and findings, the field of theoretical investigations and mathematical modelling developed in parallel. At the end of the 19th century
the basic equations of electro-diffusion were formulated by Nernst and Planck in the ionic
context ([79], [88]). Following their experiments on the squid giant axon, Hodgkin and
Huxley also proposed a mathematical model describing the potassium and sodium currents
across the membrane. (Together with J. C. Eccles, Hodgkin and Huxley were granted the
Nobel prize in Physiology and Medicine in 1963 for their discoveries concerning the ionic
mechanisms involved in excitation and inhibition in the peripheral and central portions of
the nerve cell membrane.) With the increasing use of computers after the Second World
War, numerical simulations and computer modelling began to emerge as an alternative to
experimental studies. First basic Molecular Dynamics simulations were already carried out
in the late 1950s ([4], [5]).
As was the case with the experimental development, also the theoretical modelling of ion
transport and channel gating underwent great advancements over the past decades, leading
to more and more realistic characterizations. Since nowadays there is a variety of different
modelling approaches, ranging from detailed atomistic descriptions to macroscopic continuum models and kinetic models for channel gating, there is also a controversy about which
models might be adequate and help in the further understanding of the underlying physical
processes.
In this thesis we will mainly focus on the investigation of the electro-diffusion model (also
referred to as Poisson-Nernst-Planck model in the biological context) for the description of
ion transport. We are aware that this model has its limitations (as well as the other modelling approaches), but since we want to turn our attention to questions from the area of
inverse problems it is the best suitable for our needs. Apart from the ion conduction we
are also going to derive models of channel gating and again investigate inverse problems like
parameter identification on the basis of electrophysiological data.
1.2. ON THIS WORK
This work is a further step to investigate how mathematical techniques can be used in order
to get additional insights into ion channel structure and function and hence contribute to a
better knowledge and understanding of their behaviour.
1.2
On this work
After giving the above general introduction into the historical and biophysical background
of this thesis the remainder of this work is organized as follows:
In Chapter 2 we introduce the Poisson-Nernst-Planck (PNP) system as a model to describe
ion transport through single open pores. After stating the general three-dimensional equations a computationally efficient way to introduce size-exclusion effects into the model is
demonstrated, and alternative ways to derive a one-dimensional approximation of the setup
are shown. Finally other modelling approaches for ion conduction are presented and their
individual advantages and disadvantages are discussed.
In Chapter 3 the PNP model is used to address parameter identification problems. Besides
the full model also two different surrogate models are used to carry out the identification
task in an iterated algorithm. Their performance is investiagted and compared to the results
from the full model.
In Chapter 4 we turn from the ion conduction towards the gating behaviour of voltagegated ion channels. Different mathematical models are presented and a continuum model of
Fokker-Planck type is derived. With the help of this model we analyse certain characteristic
features appearing in macroscopic (e.g. whole cell) gating currents.
In Chapter 5 a specific time delay in the macroscopic ionic current under certain experimental conditions, known as the Cole-Moore effect, is considered. We investigate which of
the models introduced in the previous chapter are able to generate such a time delay and
propose a simple two-state Markov model with a newly introduced time-dependence in the
rate constants that is in principle capable of generating the desired delay.
In Chapter 6 we again turn our attention to inverse problems, this time using the FokkerPlanck type gating model derived in Chapter 4 to perform parameter identifications with
respect to the energy landscape of the voltage sensor.
In Chapter 7 we finally end by pointing out some interesting open questions and propects
for future research.
CHAPTER 1. INTRODUCTION
Chapter 2
Modelling of ion conduction on

single-channel basis
As ion channels are of major importance for the function of any living organism, large effort
has been taken to understand and manipulate their behaviour. Besides experimental investigations using electrophysiological methods that gained attention in the 1950s with the
famous studies on squid giant axons performed by Kenneth S. Cole and John W. Moore ([22],
[23]) and by Hodgkin, Huxley and Katz ([49], [50], [53]), and other experimental techniques,
also theoretical approaches became a field of intensive research ([11], [52], [100]). The basic
idea behind those theoretical investigations was (and still is) to find the main components,
i.e. the driving forces and physical laws, that explain the behaviour of ion channels. Several
different approaches can be taken to address this question, ranging from very detailed models
on the atomic level to continuum models describing the average behaviour of the system.
In this work we want to focus on a macroscopic model based on the Poisson-Nernst-Planck
equations. After introducing the general equations in a three-dimensional setup, we will
concentrate on the development of a one-dimensional approximation, since in ion channel
geometry one direction (the axial direction) usually has a much larger extension as compared
to the remaining two (cross-sectional) directions.
Different microscopic modelling approaches such as molecular dynamics will be briefly discussed in the sequel, and we are going to wrap up this chapter with a discussion of the
advantages and disadvantages of the various model types.
2.1
The Poisson-Nernst-Planck model
The macroscopic model based on the Poisson-Nernst-Planck (PNP) equations is used to

describe the transport of charged ions through a single open channel pore. The underlying
assumptions are that the ion movement through the pore is mainly driven by diffusion and
electrostatic interactions among the moving ions, protein charges, and an externally applied
electric field. PNP is a mean field approach, i.e. time averages of the electrostatic field are
computed rather than the fluctuations on atomic time scales. Omitting molecular detail,
the model describes the average charge densities of the ions instead of the movements of
individual ions. (The latter one is done in the molecular dynamics simulations, see Section
2.2.)
5
CHAPTER 2. MODELLING ION CONDUCTION
The PNP equations have been used since decades as a standard model to describe electrodiffusion in various systems. Apart from their application to ion channel transport they were
already used with great success in the simulation of semiconductor devices ([116], [105] and
references therein). Semiconductor systems are not that different from ion channels in their
basic transport characteristics and hence it has been a natural extension to apply the PNP
equations in both the technical and the biological context.
The PNP system in three dimensions consists of a Poisson equation for the electrostatic
potential V and a set of continuity equations for the ion densities k :
div(V ) = e0
m
X
zk k
(2.1a)
k=1
k
= div(Jk )
t
1
Jk =
Dk k k
kB T
0
k = kB T ln(k /scale ) + zk e0 V + ex
k + k
k = 1, ..., m
(2.1b)
k = 1, ..., m
(2.1c)
k = 1, ..., m.
(2.1d)
Here denotes the local dielectric coefficient, kB is the Boltzmann constant, T is the absolute
temperature and e0 is the unit charge. The index k refers to the k-th ion species and m
gives the total number of different ionic species present in the system. In the context of ion
channels we are going to distinguish between two basic types of ion species: the free ions
comprised of the ions in solution (such as K+ , Na+ or Cl ), and the confined species made
up of the charged groups that belong to the channel protein. In the following the m-th
species will always refer to the confined species used to model the charged protein residues
lining the inner channel wall. The valence of each ion species is denoted by zk and the
species-dependent diffusion coefficient by Dk . Generally Dk = Dk (x) is a space-dependent
function. The electrochemical potential k can be decomposed into three parts: the ideal
part constituted by diffusion and mean field electrostatic interactions (the first two terms
on the right-hand side), local short-range electrochemical interactions ex
k and additional
0
externally applied potentials k . A derivation of the PNP system in the ion channel context
can e.g. be found in [104]. A detailed introduction into electro-diffusion systems is also given
by Rubinstein in his book Electro-Diffusion of Ions ([100]).
The main focus is put on modelling the ion transport through the filter region of the channel,
assumed to be the rate limiting step in the transport process across the whole channel.
In the most simplified setup this filter region is modelled as a cylinder attached to two conical
atria that open into the baths on either side of the channel (see Figure 2.1). Modifications of
this simplified geometry can of course be made, e.g. by introducing a larger cavity between
filter region and bath on one side in accordance with the structure of most ion channels.
Let R3 denote the system domain, i.e. the channel plus adjacent baths on either side. In
the baths we model the applied electrostatic potential U and the fixed bath concentrations
k of the free ions on the Dirichlet boundary by conditions of the form
V
= U
on D
k = k
m
= 0
n
on D ,
on D ,
(2.2a)
k = 1, ..., m 1
(2.2b)
(2.2c)
2.1. THE POISSON-NERNST-PLANCK MODEL
denotes the normal derivative and D . Note that the confined species (index
where n
m) is not present in the bath and hence no Dirichlet boundary values are prescribed for this
species. On the insulated part N = \D of the boundary we use homogeneous Neumann
boundary conditions , i.e.
V
= 0
on N
(2.3a)
n
k
= 0
on N , k = 1, ..., m.
(2.3b)
n
The fixed bath concentrations k of the free ion species are constrained by demanding charge
neutrality, i.e.
m1
X
zk k = 0.
k=1
The above system (2.1) together with (2.2) and (2.3) has the same structure as the driftdiffusion equations (another name for the PNP equations frequently used in physics) used
to model semiconductor devices ([71], [105]), but in the ion channel context more species
are included into the system (as compared to only electrons and holes in semiconductor
applications).
PP
P
PP
PP
PP
bath

channel

bath
PP
PP
PP
PP
P
Figure 2.1: Simplified sketch of the two-dimensional system.

For ion channel modelling the above system is supplemented with additional constraints
for the confined species. The confined ions reflect the charged protein residues lining the
selectivity filter of the channel. It is modelled in equilibrium, m = 0, and the number of
protein charges is fixed by
Z
m dx = Nm .
(2.4)
f ilter
Here Nm denotes the total number of confined particles and f ilter describes the region of
confinement (in our case this will usually be the selectivity filter of the channel protein).
Finally the measured current I flowing through the channel from one bath to the other is
given by
m1
X Z
I = e0
zk Jk dn,
i=1
where 0 D constitutes one part of the Dirichlet boundary. Note that only the free ions
contribute to the measured currents, since the confined species is not present in the baths.
The classical PNP approach ignores the short-range interaction terms ex

k and additional
0
external potentials k (compare (2.1d)). However, especially the first one will become important when considering the restricted geometry of the selectivity filter. As space is limited
inside the filter region, crowding effects gain importance for the proper determination of the
particle densities. Ways to include them are by means of density functional theory or a local
density approximation and will be discussed in the next section.
Chemical energy contributions like dehydration energies for the individual ions are not included in the classical PNP equations, which is one of the critical points about the PNP
model for ion transport across membrane channels. The external potentials 0k could be
used to include such additional effects into the model, provided a reasonable assumption for
assigning the corresponding energy barriers is available.
Before going into more detail concerning the size-exclusion effects inside the selectivity filter,
we briefly want to mention the scaling of the equations used for computational purposes and
asymptotics, which renders the system dimensionless.
Scaling of the equations
Appropriate scaling and non-dimensionalization of mathematical models is on the one hand
important from a numerical point of view when the system shall be solved on a computer. On
the other hand the non-dimensionalization and proper scaling might help in the structural
analysis of the system. Thus, due to the scaling, small parameters might appear in front of
certain terms. This allows to consider limiting cases (such as setting the parameter equal to
zero) in analytical considerations and by this means gain some insight into the qualitative
behaviour of the system. Such analytical methods are summarized under the name perturbation theory in the mathematical context. An introduction into this field can be found e.g.
in [55].
For our PNP system the main equations are given by
div(V ) = e0
and
m
X
zk k
k=1

k
1
1
e0
= div Dk (k + zk
k V +
k ex
k 0k ) .
k +
t
kB T
kB T
kB T
The dielectric coefficient (x) = r (x)0 can be decomposed into the relative permittivity r
and the permittivity of free space 0 . Let L, V and denote some typical length, voltage
and density in the system, respectively. With the scaled quantities
xs = x/L,
Vs = V /V ,
k,s = k /
,
we obtain
2
div(r Vs ) =
Dk,s = Dk /D,
m
X
k=1
zk k,s
0,ex
0,ex
k,s = k /(kB T )
(2.5)

and

k,s
0
= div Dk,s (k,s + zk c k,s Vs + k,s ex
k,s + k,s k,s ) ,
ts
with the constants given by
2 =
0 V
,
e0 L2
c=
(2.6)
e0 V
kB T
2 (we are going to omit the subscript s and the subscript

and the scaled time ts = tD/L
r at again in the following). This kind of scaling is also commonly used in semiconductor applications ([71]). For typical ion channel quantities (L = 10nm, V = 100mV and
k = 100mM) the scaling parameter 2 103 and can be considered as a small parameter.
This makes it possible for example to employ methods from perturbation theory to analyse
the mathematical model, as was done e.g. in [37], [110] and [111].
2.1.1
Size-exclusion effects
As was already mentioned in the last section, when modelling the transport through ion
channels we have to keep in mind the restricted space available inside the selectivity filter,
which is small also compared to the ion diameters. Classical Poisson-Nernst-Planck theory
is based on the computation of particle densities and does not deal with the individual ion
as a physical particle. Imagine the ions as little spheres that move around the baths and
eventually pass through the ion channel. As the selectivity filter is a really narrow region,
already a few particles are enough to crowd it (water is also included in the model as an own
uncharged species) and hence alter the behaviour of other particles successively trying to
enter the channel. Put another way, two particles cannot occupy the same space at the same
time. In really narrow channels (like K+ channels) this might even lead to single-filing, where
particles cannot overtake each other while crossing the channel ([112]). However, this effect
is not considered when only dealing with densities. The macroscopic modelling approach
is based on the independent movement of the ions. Partial remedy is found by introducing
short-range interaction terms into the model, denoted by ex
k in the general PNP system
(2.1).
These terms account for hard-sphere and short-range electrostatic interactions among the
particles. Single-filing cannot be modelled by them in their current form, since for this sake
interactions like correlated movement would also have to be included. Thus we should keep
in mind that the PNP approach is best used for relatively large channels like the L-type
Ca2+ channel or the ryanodine receptor ([38], [42]), that have a wider diameter of the selectivity filter as e.g. compared to K+ channels.
In the following we are going to present two different approaches to compute the local
short-range interaction terms. The first one is based on density functional theory (DFT) of
fluids, in the second one we will make use of a local density approximation resulting in a
computationally more efficient way to determine the hard-sphere interactions. The numerical
solution of the resulting equations will be more difficult though.
The short-range interaction terms can be split up into two different contributions: a local
correction to electrostatic interactions (the long-range electrostatic interaction is taken into
account via the mean electrostatic field, i.e. the Poisson equation (2.1a)) and volume exclusion effects (termed hard-sphere interactions). We are going to focus on the latter one
10
in the following. Since the next two subsections will be quite technical, we try to give a
brief summary of the general ideas beforehand: The hard-sphere interactions are based on
the real physical extensions of the ions as individual particles. As PNP only deals with
densities, these effects have to be artificially included via excess potentials. The general idea
is that the distribution of one ion species is influenced by the presence of all other species,
competing for space. To account for these effects, generalized densities are introduced that
arise as convolutions of the densities and weight functions which account for the fundamental
geometrical properties of the ions. The resulting convolution integrals are numerically quite
time consuming to handle. In order to reduce computational effort, in the second part we
use a local expansion of the regular ion densities in order to approximate the convolution
integrals by simple expressions reflecting the ion dimensions.
Density Functional Theory
Density functional theory (DFT) was first introduced by Walter Kohn in collaboration with
Pierre Hohenberg ([54]) and Lu J. Sham ([60]) in the 1960s. About the same time Mermin
([73]) also contributed to the emerging theory of density functionals. It was a computationally feasible approach to deal with many-electron systems based on their density distribution
rather than on the many-electron wavefunction ([59]). The main aim of density functional
theory is to construct a functional for the excess free energy of a system as a functional of the
density distribution ([96]). One approach for classical systems such as hard-sphere mixtures
is based on the fundamental measure theory (FMT) introduced by Yaakov Rosenfeld and
his co-workers ([95], [94]). A modified version of this was used by Gillespie et al. ([40], [41])
to include size-exclusion effects and local electrostatic interactions into the PNP equations.
For a good and detailed introduction into DFT and FMT we refer the reader to [96].
The basic idea is that the grand potential (as a functional of the ion densities) can be
separated into an ideal (id), hard-sphere (HS) and local electrostatic (ES) component,
F({k }) = Fid ({k }) + FHS ({k }) + FES ({k }),
(2.7)
where the ideal part is given by

XZ
XZ

k (x) zk e0 V (x)+0k (x)k (x) dx.
k (x) ln(k (x)/scale )1 dx+
Fid ({k }) = kB T
k
The last integral on the right-hand side accounts for the influence of all external potentials
(electrostatic (V ) and others (0k )).
The excess chemical potentials ex
k that are used to include the short-range particle interaction terms into the PNP system (see (2.1d)) are then derived as variations of the grand
potential components with respect to the densities,
HS
=
k
FHS ({i })
k
and
FES ({i })
,
k
and the excess chemical potentials given by
ES
k =
HS
ES
ex
k = k + k .
11
For a more detailed description and statement of the equations we refer to [40], [82] and [95].
The above approach leads to a numerically intensive procedure that even in the one-dimensional setup requires a fundamental part of the computation time when solving the PNP
system. Especially the ES part of the excess chemical potential needs large computational
effort. As outlined in [119], the inclusion of those terms into two- or three-dimensional
simulations is an even more challenging problem.
In order to compute the HS part of the excess chemical potential, the variations of FHS ({i })
with respect to the densities have to be determined. The HS part of the grand potential can
be expressed via the excess free energy density HS as ([40])
FHS ({i }) = kB T
HS ({n (x )}) dx ,
where the n can be interpreted as weighted or generalized densities. They are given by
n (x) =
m Z
X
k=1
()
k (x )k (x x) dx
(2.8)
for = 0, 1, 2, 3, V 1, V 2 with
(2)
k (r) =
(3)
k (r) = (|r| Rk )
k (r) = (|r| Rk )
(V 2)
(r) =
r
|r| (|r|
Rk )
(0)
1
4Rk2
k (r)
k (r) =
(1)
1
4Rk
k (r)
(V 1)
1
4Rk
(r) =
(2)
(2)
(V 2)
(r).
Here denotes the Dirac delta function and is a unit step function with (x) = 1 for
x 0 and (x) = 0 for x > 0. The excess free energy density HS can be determined from
the weighted densities n :
HS ({n }) = n0 ln(1 n3 ) +
n1 n2 nV 1 nV 2
n32
nV 2 nV 2 3
. (2.9)
+
1
2
1 n3
24(1 n3 )
n22
Note that there are also different versions to put up the excess free energy density ([95],
[97]). To compute HS and in the following its derivatives with respect to the weighted
densities in order to arrive at the excess chemical potentials HS
k , the integrals in (2.8)
have to be evaluated. This can be done numerically using standard integration methods
or analytically by assuming one of the integrand functions (k (x )) to be piecewise linear
(the other one is a polynomial in the integration variable) ([40]). In both cases integration
has to be carried out with care, since the integration domains are from x Rk to x + Rk
(in the one-dimensional setting), where Rk are the radii of the different ion species, and
the end points of the integration domain usually do not correspond to grid points from the
discretization.
To avoid the direct computation of the integrals in (2.8), in the next section we propose
another way to determine the weighted densities n based on a local density approximation
of the densities k .
12
Local Density Approximation

The local density approximation (LDA) ([26]) used in order to determine the weighted densities n makes use of a local expansion of the densities k around a given point x and the
assumption that terms that are not of leading order can be neglected.
We start by making the following basic assumptions:
k C 2 , i.e. the densities are smooth;
the ionic radii Rk are small (Rk << 1);
k Rk3 = O(1), i.e. we have crowding of the ions in the filter;
k
k
D 2 k
k
= O(1) ; |k |Rk3 = O(1);
= O(1) ; |D2 k |Rk3 = O(1)

(here D2 k denotes the second derivative, or Hessian, of k ).
The last two assumptions reflect the fact that we need to assume larger scale variations in
the densities in order for the macroscopic model approach to make sense.
For k we use the local expansion
k (x ) = k (x) + k (k (x, x )) (x x),
which follows from the mean value theorem, or the second order expansion
1
k (x ) = k (x) + k (x) (x x) + (x x)T (D2 k )(k (x, x ))(x x),
2
respectively.
Let BR (x) denote the ball of radius R around x and BR (x) its surface. Then we can
compute the weighted densities as defined in (2.8):
XZ
k (x )(|x x| Rk ) dx
n3 (x) =
=
k
X Z
k (x ) dx
X Z
[k (x) + k (k (x, x )) (x x)] dx
k B (x)
Rk
k B (x)
Rk
X Z
4 X
3
k (k (x, x )) (x x) dx .
k (x) Rk +
3
k
k B (x)
Rk
The last integral is of order O(|k |Rk4 ) = O(Rk ) and can be neglected relative to the first
part which is of order O(1) according to our assumptions. Hence we get
n3 (x)
4 X
k (x)Rk3 .
3
k
(2.10)
13

For n2 we have
n2 (x) =
XZ
k
k (x ) d
1
[k (x) + k (x) (x x) + (x x)T (D2 k )()(x x)] d
2
k B (x)
Rk
k B (x)
Rk
= 4
X
k (x) Rk2
Since
BRk (x) (x
Z
Z

1
+ k (x) (x x) d +
(x x)T (D2 k )()(x x) d .
2
BRk (x)
BRk (x)
x) d = 0, the second term on the right-hand side vanishes. The last
term is again of order O((D2 k )Rk4 ) = O(Rk ) and will be neglected, as the first term is of
order O(Rk1 ). Hence we remain with
n2 (x) 4
k (x)Rk2 .
(2.11)
For n1 we get
n1 (x) =
1
4Rk
1
4Rk
k (x ) d
BRk (x)
X
1
k (x) Rk +
8Rk
X
R3
k (x) Rk + k
8
(x x)T (D2 k )(x)(x x) d
BRk (x)
B1 (0)

T (D2 k )(x) d .
Note that we changed the integration domain to the unit sphere in the last step.
For n0 it follows analogously
n0 (x)
X
k (x) +
Rk2
8
Z
B1 (0)

T (D2 k )(x) d .
Straightforward computations show that

Z
B1 (0)
T d =
4
Id,
3
14
with Id denoting the identity. With this we get that

Z
4
trace((D2 k )(x))
T (D2 k )(x) d =
3
B1 (0)
4
k (x)
3
=
and hence
n1 (x)
and
n0 (x)
k (x) Rk +
1X 3
Rk k (x)
6
(2.12)
k (x) +
1X 2
Rk k (x).
6
(2.13)
The two remaining vector quantities nV 1 and nV 2 can be computed as follows:

XZ
x x
k (x )
nV 2 (x) =
(|x x| Rk ) dx
|x x|
k
X Z
x x
k (x )
=
d
Rk
k B
Rk (x)
Z
X 1 Z
k (x)(x x) d +
(k (x) (x x))(x x) d
Rk
k
1
2
BRk (x)
BRk (x)

(x x)T (D2 k )(x)(x x) (x x) d ,
BRk (x)
where
the first integral on the right-hand side vanishes again due to the fact that
R
BR (x) (x x) d = 0. The second integral can be computed to be

k
1
Rk
(k (x) (x x))(x x) d =
4
k (x)Rk3
3
BRk (x)
and the last term also evaluates to zero. Hence we get

nV 2 (x)
4 X
k (x)Rk3 .
3
(2.14)
1X
k (x)Rk2 .
3
(2.15)
Analogously nV 1 can be computed to be

nV 1 (x)
When inserting these approximated weighted densities into the excess free energy density
(2.9), we realize that n1 n2 is of order O(Rk3 ) and nV 1 nV 2 is of order O(Rk1 ). This
suggests to ignore the term nV 1 nV 2 relative to n1 n2 . A similar conclusion can be drawn
15
V2
. It is of order O(Rk2 ) and therefore negligible compared
when considering the term nV 2nn
2
2
to one. This leaves us with the expression
LDA
HS ({n }) = n0 ln(1 n3 ) +
n32
n1 n2
+
1 n3 24(1 n3 )2
(2.16)
for the excess free energy density in the local density approximation.
Now there are different possibilities in order to proceed to finally compute HS
k . One possibility is to continue as in [40], just with the newly derived excess free energy density LDA
HS .
This would amount to evaluating the following integral,
X Z LDA
()
ex
HS
k = kB T
(x ) k (x x ) dx ,
n
()
again making use of the extension of the k . Another possibility is to determine directly
=
HS
k
LDA
FHS ({i })
HS ({i })
=
,
k
k
which can be computed to be

HS
k
P
P
P
Rk ( i i Ri2 ) + Rk2 ( i i Ri ) + 13 Rk3 ( i i )
4 X
3
= ln(1
i Ri ) + 4
P
3
3
1 4
i i Ri
3
i
P
P
P
16 2 Rk3 ( i i Ri )( i i Ri2 ) + 32 Rk2 ( i i Ri2 )2
+
P
3 2
3
(1 4
i i Ri )
3
P
64 3 Rk3 ( i i Ri2 )3
,
+
P
3 3
9 (1 4
i i Ri )
3
(2.17)
when only the leading order term of each weighted density n is considered. The advantage
of this approach (in the following termed LDA) is that no integrals need to be evaluated and
hence would save a considerable amount of time in a computational process.
The numerical results in the one-dimensional setup are comparable to the DFT approach.
The densities for Ca2+ , Na+ and Cl shown in Figure 2.2 were used to compute the HS
interaction terms on the one hand with the DFT approach and on the other hand with the
LDA approach.
The resulting excess chemical potentials are shown in Figure 2.3(a) (exemplarily for Ca2+ ).
The blue curve is computed with the DFT approach, the red curve results from the local density approximation. The yellow rectangle indicates the filter region. We see that both results
are comparable. In the baths away from the filter region, where we have uniform bulk concentrations, both methods yield the same value. Only inside the narrow filter region we get
HS
HS
slight deviations between the two results. The pointwise relative error (HS
LDA DF T ) / DF T
between the LDA and DFT approach is around 2 3% at most (see Figure 2.3(b) for Ca2+ ).
The relative error in L2 -norm is less than one percent. The DFT approach results in more
broadened potentials as compared to the LDA, which in turn gives the steeper potentials.
16

12
10
1.5
2+
0.8
0.7
Ca
Cl
Na
0.6
8
1
0.5
0.4
0.3
0.5
0.2
2
0.1
0
0.2
0
x
0.2
0.2
0
x
0.2
0.2
0
x
0.2
Figure 2.2: Densities for Ca2+ , Na+ and Cl used to compare DFT and LDA. The yellow
rectangle indicates the filter region.
0.025
5.8
0.02
5.6
0.015
HS
5.2
HS
HS
Ca
[1/(k T)]
HS
(LDADFT)/DFT
5.4
0.01
0.005
0
0.005
4.8
0.01
4.6
4.4
0.015
0.02
0.2
0.1
0
x
0.1
0.2
0.3
0.2
0.1
0.1
0.2
0.3
(a) HS
Ca for DFT and LDA (b) Relative error LDA and
DFT
Figure 2.3: Comparison of DFT and LDA, yellow rectangle indicates the filter region; (a) HS
component of excess chemical potential for Ca2+ for the densities shown in Figure 2.2; blue:
HS
HS
DFT; red: LDA; (b) relative error (HS
LDA DF T ) / DF T between LDA and DFT approach.
While the LDA version leads to a drastical reduction in computation time (from approxiR
6.5 (The
mately 1.8 s for one DFT step to far less than 0.001 s for LDA (with MATLAB
MathWorks, Inc.) on a standard (Windows XP) laptop with a 1.73 GHz Pentium M processor and 512MB RAM), it is numerically highly unstable. Special methods would have
to be employed in order to prevent a destabilization and a blow-up of the excess chemical
potentials ex
k in successive iterations. One possibility to stabilize the computations is the
use of a two-step recursion of the form
k+1
y k+1 = (1 ) y k + yLDA
with the weight [0, 1] chosen small enough. Here y k stands for the HS computed in
k+1
the last iteration step and yLDA
is the exact new value resulting from (2.17). But instead
of taking this exact value for the further computations a weighted average of the new value
and the old value from the previous iteration is chosen.
Other algorithms were not tested during this thesis and remain a field of further investigations. When using the LDA in the PNP system, the resulting equations belong to the class of
nonlinear diffusion equations. Numerical treatment of this type of equations is investigated
in [119].
2.1.2
17
Derivation of the 1D-Poisson-Nernst-Planck model
The full PNP system is a three-dimensional model. Nevertheless, the channel geometry
renders the ion transport an almost one-dimensional process inside the filter, since the crosssection of the filter is generally much smaller than its axial extension. Hence it seems
reasonable to try to approximate the three-dimensional model by a one-dimensional one.
Also from a numerical point of view a one-dimensional model is faster and easier to handle
than the full three-dimensional version. Of course we should keep in mind that more detailed
structure can be put into the three-dimensional model, like spatial distributions of protein
charges. But the one-dimensional approximations used so far showed reasonable agreements
with experimental data ([38], [42]), and hence they seem to be a viable alternative. When it
comes to more detailed structures and channels where the structural information is available,
the use of the three-dimensional model should be considered.
The simplest way of reducing the three-dimensional model to one dimension would be just
to take the one-dimensional versions of the Poisson and Nernst-Planck equations, which are
given by (all derivatives with respect to y and z being zero)
m
X
d dV
(
zk k
) = e0
dx dx
(2.18a)
k=1
dex
d0
k
dk
d
zk e0 dV
1
1
Dk (
=
+
k
+
k k +
k k )
t
dx
dx
kB T dx
kB T
dx
kB T
dx
k = 1, ..., m 1.
(2.18b)
The problem with those equations is that they also treat the bath regions as behaving like
a one-dimensional system. In fact the baths at either side of the channel indeed have a
real three-dimensional extension. The question is how to incorporate this transition from an
essentially one-dimensional filter to a three-dimensional bath into an over-all one-dimensional
model. One idea is to begin with the full three-dimensional model and to reduce it to one
dimension by including some kind of area function or shape function into the reduced model,
that accounts for variations in the cross-sectional area along the axial direction of the whole
system. There are different ways to deduce such a reduced one-dimensional model. One
version proposed by Nonner, Eisenberg and their co-workers ([40], [84]) is based on averaging
the three-dimensional model over equipotential and equiconcentration surfaces, respectively,
i.e. surfaces where the electrostatic potential and the ionic concentrations are constant. A
detailed description of this method is given in [37]. The resulting one-dimensional version of
the PNP system is
m
X
1 d
dV
zk k
(A
) = e0
A dx
dx
(2.19a)
k=1
dex
d0
k
1 d
dk
zk e0 dV
1
1
=
Dk A(
+
k
+
k k +
k k )
t
A dx
dx
kB T dx
kB T
dx
kB T
dx
k = 1, ..., m 1.
(2.19b)
Here A = A(x) denotes the area function that describes the surface area of the equipotential
surfaces. Note that the diffusion coefficient in the equation above has also transformed into
an effective one-dimensional diffusion coefficient. For the simple approximation where the
18
filter is modelled as a cylinder with two conical atria opening into the bath on either side (see
Figure 2.1), the area function can be taken as the cross-section inside the filter region and
as the surface of spherical shells connecting perpendicular to the boundaries of the system
in the remaining part ([40]).
The second method to derive a one-dimensional approximation is based on the assumption
that the channel can be described as a rotational symmetric domain
= {(x, y, z) : 0 < x < 1, y 2 + z 2 < g 2 (x, )},
where g is a smooth function describing the shape of the filter boundary and the parameter
( << 1) gives the maximal channel radius. The axial direction x has been scaled to
the interval [0, 1] for convenience. The one-dimensional PNP system is then derived as the
limiting system for 0 ([67], [68]). Following this approach the 1D-limiting system can
be determined to be
m
X
1 d
2 dV
zk k
(g
) = e0
2
g0 dx 0 dx
(2.20a)
k=1
dex
d0
k
dk
1 d
zk e0 dV
1
1
Dk g02 (
= 2
+
k
+
k k +
k k )
t
dx
kB T dx
kB T
dx
kB T
dx
g0 dx
with g0 (x) =
k = 1, ..., m 1,
(2.20b)
g
(x, 0).
Identifying A(x) with g02 , we see that both approaches lead to the same one-dimensional
PNP system.
In the next section we want to propose a different approach for taking the geometrical
constraints inside the filter into account. It will produce an additional potential into the
Nernst-Planck equations, closely related to the entropic barriers appearing in the Fick-Jacobs
approximation ([56]) and to the 1D system derived in [61]. The Fick-Jacobs approximation
was first derived by Jacobs in [56] and deals with the diffusion of a Brownian particle in a
narrow symmetric tube with varying cross-section A(x). The Fick-Jacobs equation approximates the three-dimensional diffusion process as a one-dimensional process in longitudinal
(i.e. along the channel axis, x) direction. The basic assumption underlying this approximation is that the equilibration in transversal direction (i.e. y, z) is much faster than in
the longitudinal direction. The original equation has been set up for purely diffusive motion
without any external driving forces and a constant diffusion coefficient D0 . It is given by
where C = C(x, t) =
C
1 dA(x)
C
= D0
C ,
t
x x
A(x) dx
A(x) c(x, y, z, t) dy dz
(2.21)
denotes the one-dimensional concentration and
1 dA(x)
A(x) gives the cross-section of the channel at x. The last term, A(x)
dx , can be seen as
an entropic barrier constituted by the varying geometry of the channel. Later this equation
was rederived by Zwanzig [122] in a more general way. He showed that the accuracy of the
Fick-Jacobs approximation is restricted to channels where the cross-section varies smoothly,
19
|R (x)| < 1, with R(x) denoting the channel radius, because otherwise the assumption of
local equilibrium in the transverse direction breaks down. Furthermore, by introducing a
spatially dependent effective diffusion coefficient D(x) dependent on the radial change R (x),
Zwanzig could extend the range of validity of the Fick-Jacobs approximation. Reguera and
Rub ([90]) proposed the following effective diffusion coefficient,
D(x) =
D0
,
(1 + R (x)2 )
with = 1/3 in the two-dimensional case and = 1/2 in three-dimensional case. In [13]
and [91], additionally the effect of a constant external force acting in x-direction along the
channel axis was investigated. Burada et al. ([13]) found out that for large driving forces
along the channel axis the Fick-Jacobs approximation loses validity, since the assumption of
equilibration along the transverse direction fails as the particles tend to crowd along the axis
of the channel. The influence of the entropic barriers generated by the channel geometry
loses importance as the force in x-direction gets larger.
After this short introduction into the Fick-Jacobs approximation, we now turn to the derivation of a one-dimensional approximation of the PNP equations that leads to similar results
in the Nernst-Planck equations.
Geometrical constraints via potentials
To derive a one-dimensional approximation of the PNP equations, we start with the classical
PNP system, neglecting the short-range interaction terms for simplicity. For the sake of
clearness we are going to start with a two-dimensional system and derive a one-dimensional
approximation, but the same analysis can be carried out also for the three-dimensional case.
The general idea of the following derivation is to include the geometry of the membranechannel-baths system via an additional potential acting on the ion densities. This approach
is motivated by the fact that using the channel geometry is actually only an idealization.
Ions crossing the filter will not be constrained because of a real wall blocking their way, but
energetical aspects will hinder them to approach the protein too closely, thereby confining
their movement essentially to the axial direction. Hence the use of potentials instead of the
geometry can even be considered as the more realistic approach.
As the available space for the ions inside the filter is small in the y-direction, we get terms of
different orders of magnitude for the two different directions x and y after a rescaling of the
system. This separation of scales is then used to derive the one-dimensional approximation.
Let the two-dimensional system be given on a rectangular domain containing membrane,
channel and baths (see Figure 2.4).
Let x = [Lx , Lx+ ] denote the range of x and y = [Ly , Ly+ ] the range of y. The whole
domain is then given by = x y . The channel itself shall be located between y = 0 and
y = , i.e. denotes the maximal channel diameter. There is no need to assume the channel
to be cylindrical (of constant cross-section), rather, the cross-section can vary. Furthermore
we assume to be small ( << 1) compared to the channel extension in x-direction. The
boundaries of the system domain now do not correspond to the channel walls anymore as
20

membrane
Ly+
Ly
?

H

H
L L L L LH
H

L L L L L L
L L L L L L
L L L L L L
Lx
bath
Lx+
Figure 2.4: Simplified sketch of the two-dimensional system.

before, instead the domain includes part of the membrane. To get the geometrical constraints
of the channel shape into the model, we introduce a confining potential into the NernstPlanck equations (comparable to 0k in (2.1)). This confining potential can, for example, be
taken as zero in the free space inside the channel and the baths and taking a large value
in the membrane regions where there is a geometrical hindrance. The two-dimensional PNP
equations then read as

e0
e0
1
1
t i = x Di x i +zi
i x V +
i x +y Di y i +zi
i y V +
i y
kB T
kB T
kB T
kB T
for the densities and
m

X
zi i
2 x x V + y y V
=
i=1
for the Poisson equation. The constant contains physical constants and scaling parameters
(see section on scaling of the PNP system) and denotes the space-dependent dielectric
coefficient. For clear arrangement we use the abbreviation z = z

for z = x, y, t. For
simplicity we assume the diffusion coefficients to be solely dependent on x, Di = Di (x). The
boundary conditions can be put into the form
V
= U
k = k
V
= 0
n
Ji n = 0
on x y
on x y
on x y
on x y ,
with the flux Ji given by Ji = Di i + zi keB0T i V +

outward normal vector.
1
kB T i
and n denoting the
The geometrical restrictions are apparently only important inside the channel, which has a
transversal extension of the order of . Hence we introduce the rescaled coordinate y = y/
and derivatives with respect to the second coordinate transform into y = 1 y. Furthermore we introduce the y-dependent quantities
u(x, y, t) = (x, y, t)
V (x, y) = V (x, y)
(x,
y) = (x, y)
(x, y) = (x, y)
21
(we omit the subscript i for the individual ion types for easiness of reading and writing).
With these new variables the Poisson equation becomes
m

X

zi u i .
2 x x V + 2 y yV =
(2.22)
i=1
Since << 1, the leading order in this expression is given by 2 . We expand V and u in
powers of 2 ,
V (x, y) = V0 (x, y) + 2 V1 (x, y) + ...
and
u(x, y, t) = u0 (x, y, t) + 2 u1 (x, y, t) + ... .
With these expansions we get from (2.22)
leading order: 2

y yV0 = 0
yV0 = K(x), where K(x) denotes a (possibly) x-dependent constant with respect to y;
from the homogeneous Neumann boundary condition for V (and hence also for
V0 ) on the y-boundary we get that yV0 = 0 for y y and all x x ;
under the assumption that 6= 0 for all x, y, it follows that also yV0 = 0 for all
y y and all x x ;
V0 = V0 (x) solely depends on x and is independent of the y-coordinate.
next order: 0
P

2 x x V0 + y yV1 = m
i=1 zi u0,i

R
R
R
P
y,
2 x x V0 d
y 2 y yV1 d
y= m
i=1 zi u0,i d
where the second term on the left-hand side vanishes due to the Neumann boundary conditions imposed on V ;
P
R
y,
2 x x V0 = m
i=1 zi u0,i d
since V0 is independent
of
y
and
where we have defined the effective dielectric
R
coefficient (x) = d
y.
Next we turn our attention to the continuity equation, which in the scaled variables and
using the standard abbreviation = kB1T is given by

. (2.23)
+ 2 y D (yu+z e0 u yV + u y)
t u = x D (x u+z e0 u x V + u x )
Again we use the above expansion for u and V and get from (2.23):
22

leading order: 2

=0
y D (yu0 + z e0 u0 yV0 + u0 y)
= K(x), where K(x) denotes a (possibly)
D (yu0 + z e0 u0 yV0 + u0 y)
x-dependent constant with respect to y;
from the no-flux condition on the y-boundary we get that
=0
D (yu0 + z e0 u0 yV0 + u0 y)
for all x x and all y y;
u0 (x, y, t) = v(x, t) e (x,y) ,

where we have used the fact shown above that V0 is independent of y and the
assumption that D(x) 6= 0 for all x; v is a solely x- and t-dependent prefactor.
next order: 0

,
+ y yu1 + z e0 u0 yV1 + u1 y
t u0 = x x u0 + z e0 u0 x V0 + u0 x
where we have used the fact that yV0 = 0;

,
e t v = x e x v+z e0 e v x V0 +y yu1 +z e0 u0 yV1 + u1 y
where we have inserted the above expression for u0 = ve ;

under integration with respect to y the last term on the right-hand side vanishes
again due to the no-flux boundary conditions and we remain with
where a(x) =

a(x) t v = x a(x) x v + z e0 a(x) v x V0 ,
e d
y.
Now we have the one-dimensional quantities

R
(x, t) =
u0 (x, y) d
y
V (x) =
= a(x)v(x, t),
V0 (x),
(x)
= kB T ln(a(x)) = kB T ln( e d
y ),
R
(x) =
d
y,
and finally end up with the following one-dimensional approximation of the PNP system.
The Poisson equation is given by
m
X
zi i
x x V =
2
i=1
(2.24)
23
and the continuity equations are given by

t i = x D (x i + zi

e0
1
.
i x V +
i x )
kB T
kB T
(2.25)
The last term in the continuity equation corresponds to the entropic part in the Fick-Jacobs
approximation (2.21) (see also [91]), as it can be recast into

1
i x kB T ln(a(x))
kB T
1 da(x)
=
i .
a(x) dx
1
=
i x
kB T
2.1.3
Analysis of the 1D-Poisson-Nernst-Planck model
When dealing with partial differential equation systems, natural questions to ask from the
mathematical point of view are concerned with the existence and uniqueness of a solution to
the system. (From the physical point of view a solution to the underlying physical system
naturally exists, since the experiment has an outcome.) In order to be able to make
statements about this, the functions (e.g. the ion densities and the electrostatic potential)
and parameters (e.g. the diffusion coefficients and dielectric coefficient as well as the other
potentials) are usually taken to be in certain (rather abstract) mathematical spaces. These
spaces generally impose special properties on the functions and parameters, like boundedness
and smoothness, that are necessary to prove the existence of a solution. Over the past
decades, analysis of classical PNP systems has been a major subject of research, especially
in the context of semiconductor devices (e.g. [72], [71], [105]). Results cover the stationary
steady state, i.e.
t = 0, as well as the transient system ([33]). In this section we will recall
the major results concerning existence and uniqueness of solutions to the PNP equations
without giving the proves. For more details we refer to the literature.
0
Under certain conditions on the domain , the boundary data and the potentials ex
k , k ,
one can formulate the following result:
Theorem 2.1. The stationary PNP system has a solution (V, 1 , ..., m ) H 1 ()M +1
L ()M +1 .
Here the function spaces are defined as
L2 () := {u |
1
and
u2 dx < },
H () := {u L () | ui L2 ()}
L () := {u | ess sup |u(x)| < }.
x
A list of the necessary assumptions can be found in [119]. For the transient system also
uniqueness of a solution can be shown ([119]).
Note that standard results for classical drift-diffusion systems ([72], [71], [105]) usually do
not include the excess free energy terms ex
k that are included into our PNP system (2.1).
In [15] the existence of a locally unique solution to the system (2.1), (2.2), (2.3), and (2.4)
including the excess terms is shown for small bath concentrations:
24
Theorem 2.2. Let ||k ||H 1/2 (D ) and ||k ||L (D ) be sufficiently small. Then, for each
U H 1/2 (D ) there exists a locally unique solution (V, 1 , ..., m ) H 1 ()M +1 L ()M +1
of the above system.
The space H 1/2 (), being of dimension d 1, can be defined as
||||H 1/2
H 1/2 () := C ()
with C denoting the space of infinitely often continuously differentiable functions and the
norm induced by the inner product
Z Z
Z
(u(x) u(y))(v(x) v(y))
(u, v)H 1/2 () :=
dsx dsy + uv dsx .
|x y|d

Apart from existence and uniqueness issues, also the qualitative behaviour of solutions has
been studied for the classical PNP system ([86]). A prominent approach in this respect is
the use of singular perturbation techniques ([111]). Scaling of the PNP equations leads to
a (generally) small parameter appearing in the Poisson equation in front of the Laplace
operator (see (2.5)). The basic idea of singular perturbation is to consider two solutions
on different time scales (fast time scale for small parameter and slow time scale for the
parameter tending to zero) and match them afterwards ([37], [110] and [111]).
2.2
Other modelling approaches
As was already mentioned in the beginning of this chapter, PNP is by far not the only
approach to model the conduction of ions through membrane channels. In this section we
want to introduce other well-known methods that are considered in the ion channel context.
Maybe the most prominent approach are Molecular Dynamics simulations, based on the
atomic details of a system. Also Monte Carlo methods are frequently used for computational
simulations. A nice introduction into these two methods can e.g. be found in [65].
Molecular Dynamics
Molecular Dynamics (MD) is a method that is based on the atomistic details of a system. As
compared to PNP, where densities and mean fields are used, MD really takes each individual
particle in the system into account. It can thus be seen as the most detailed, but also as the
most complex method for simulation.
The basic idea of MD is that every particle in the system behaves according to Newtons
laws of motion. It is thus a deterministic approach, since for a given initial configuration the
evolution of the system is determined by Newtons law. The aim is to determine the time
evolution of the system, i.e. the positions and velocities of the particles as they change with
time. Hence an MD simulation consists of computing the trajectories of every particle in the
system, which is done by integrating Newtons second law, given by
d2 x
F
= .
2
dt
m
25
2.2. OTHER MODELLING APPROACHES
Here x is the coordinate of the particle, m its mass and F is the force acting on the particle.
One major issue in MD is to appropriately design this force field F . Ideally, all interactions
between all the particles in the system should be included, leading to a strongly coupled
system of equations, since the movement of one particle will influence all the other particles
and vice versa.
First MD simulations based on simple models were already carried out as early as 1957 by
Alder and Wainwright ([4]). Since then, far more accurate and complex fields have been
developed. In the commonly used programs for MD simulations some standard force fields
for different situations are usually implemented and the user can choose which one to take.
Prominent force fields are e.g. AMBER, CHARMM and GROMOS/GROMACS, that differ
in certain parameter settings (see also http://ambermd.org, http://www.charmm.org and
http://www.gromacs.org).
When integrating the equations of motion to compute the trajectories, special care has to be
taken with respect to the time steps used. If too small time steps are used the phase space
(i.e. the space of all possible states of the system, in this case positions and momenta of the
particles) is covered too slowly. Too large timesteps lead to instabilities, since two particles
might have already crashed into each other during the long time step which otherwise would
have collided smoothly. See Figure 2.5 for an illustration. There is no fixed rule for the
uu
uu
u
e
ee
ee
u
e
@
R
@

@
@
A
u
e
u
e
u
e
u
e
Figure 2.5: Effects of different time steps in MD simulations (figure reproduced from [65]);
left: time step too small; middle: time step too large; right: adequate time step
choice of the time steps. In his book Molecular Modelling ([65]) Leach suggests time steps
ranging from 1014 s for atom systems and translational motion to 5 1016 s for flexible
molecules with flexible bonds, when translation, rotation, torsion and vibration are present.
From these numbers we already see that it is difficult to really simulate the ion transport
through membrane channels using MD. To generate a reliable flux, time spans of micro- to
milliseconds have to be simulated, while the range covered by MD simulations is currently
on the time scale of nanoseconds. Nevertheless, with certain simplifications like potential of
mean force approximations of the solvent, MD might be used to get an idea of the detailed
picture e.g. from the protein residues lining the filter wall. However, setting up the force
field required for the simulation can pose several problems, especially in the case of synthetic
nanopores, since the conventional force fields for simulating biomolecular systems do not
include synthetic materials ([2]).
Models where the explicit solvent is replaced by some approximate model, introducing random forces into the system, are also known as Stochastic or Brownian Dynamics. There
Newtons law of motion is replaced by the Langevin equation that includes friction due to
26
the solvent and some random fluctuations.

Another stochastic approach to determine the possible configurations of a system are the
so-called Monte Carlo methods, that we are going to introduce in the next paragraph.
Monte Carlo methods
Monte Carlo (MC) methods allow the simulation of more complex systems including lots of
atoms in reasonable computation time. While the MD simulations described above are a
deterministic approach, i.e. the evolution of the system is known for a fixed initial configuration (and hence several computations starting with the same initial configuration should
yield the same output), MC methods are based on stochastics. Good introductions are e.g.
given in [6] and [32].
Imagine a system consisting of N different particles whose coordinates are denoted by rN .
The probability density of finding the system in configuration rN is given by
R
exp( U(rN ))
,
exp( U(xN )) dxN
where the integral is over the whole configuration space. U in the Boltzmann factor
exp( U(rN )) denotes the energy of the system and = 1/(kB T ).
The main purpose of MC methods is to determine equilibrium properties of the system, e.g.
the equilibrium distribution of ions inside the channel. In order to do this, random changes
to the system configuration are introduced in such a way that the probability of visting a
particular point rN of the configuration space (also termed phase space) is proportional to
the Boltzmann factor exp( U(rN )) ([32]). This procedure is also known as importance
sampling. In contrast, in random sampling the configuration points are distributed randomly over the whole phase space. Thus most of the computational effort is spent on points
where the Boltzmann factor is negligible, which is not the region of interest. The importance
sampling on the other hand focuses on regions of the phase space that have an important
contribution to the ensemble average ([6]). One way to achieve such a behaviour was introduced by Metropolis et al. in [74] and the resulting method is hence called the Metropolis
MC method. It is nowadays widely-used in MC simulations. The method can be summarized
by the following steps (see also [32]):
1) Configuration rN of the system given, compute the energy U(rN );
2) select a particle at random and give it a random displacement r = r + ;
3) compute the resulting energy U(rN );
4) accept the move from rN to rN with probability
pacc = min{ 1, exp( [U(rN ) U(rN )]) }.
The last step implies that a move is always accepted if it does not lead to an increase in
the energy (i.e. U(rN ) U(rN )), since then pacc = 1. For the case that the energy is
increased by the move, i.e. U(rN ) > U(rN ), the usual procedure to determine if the step
27
2.2. OTHER MODELLING APPROACHES
is accepted goes as follows: A random number from a uniform distribution in the interval
[0, 1] is generated. If this random number is less than pacc the move is accepted, otherwise
the move is rejected and the old configuration rN is kept for the next step.
The advantage of this MC method is that it allows the system to get out of local energy
minima again. Also unphysical moves can be performed in MC simulations that would
not be possible in MD simulations, thereby speeding up the sampling of the phase space.
In order to get an efficient algorithm the displacement has to be chosen appropriately.
If it is chosen too large, the moves are rejected too often and little movement through the
phase space is achieved. On the other hand, if the displacement is chosen too small there is
a high acceptance rate for the moves but the phase space is explored slowly anyway.
Barrier models
The next modelling approach we are going to introduce might be summarized under the
name barrier models or - a bit more colloquial - as hopping models. The underlying idea of
these particle-based models is that the channel can be divided into a series of distinct binding
sites, where each site can only be occupied by one particle (see Figure 2.6). The individual

? ? ?
ki,i+1
kout,1

k1,out
kN,out
kout,N
ki+1,i
Figure 2.6: Sketch of channel system for barrier model.

ions can then hop along the channel from one binding site to the next. For a more detailed
introduction we refer the reader to [47]. Equations either describing the probabilities of
finding a particle at a certain binding site ([119]) or describing the probability of finding the
channel in a certain occupation state ([20], [114]), respectively, can be set up which depend
on the hopping rates of the ions. Detailed derivation and stating of the equations can also
be found in [18] and [19]. One standard approach for defining these hopping rates is to use
Arrhenius type rate constants,
kUT
k = k0 e
where U denotes the energy barrier a particle has to cross to jump to the next binding
site. This ansatz for the hopping rates actually also explains the name barrier models for this
approach. The prefactor k0 has been a subject of many discussions over the past decades.
The traditional prefactor used in barrier models, kB T /hP , where hP denotes Plancks
constant, is not species-dependent and has been considered inadequate in [17], since in a
situation with no energy barriers present, all ion species would have the same transition
rates. Instead, Chen and his co-workers ([17]) derive an alternative prefactor depending on
the diffusion coefficient and the potential landscape seen by the ions. In the case of high
barriers it reads as
r
2D
U
|
|,
kB T
d2
28
D being the diffusion coefficient and d the width of the energy barrier. A more general
version of the transition rates (without the assumption of high barriers) can be given as
k=
D
d2
exp(Vappl /kB T )
,
R
d
1
exp(U/k
T
)
dx
B
d 0
Vappl denoting the applied external potential.

Others
Besides PNP there are also other continuum approaches to model ion transport through
channels, e.g. Poisson-Boltzmann (PB) models. In PB theory, the Poisson equation for
the electrostatic potential V is supplemented with the assumption that (at equilibrium) the
distribution of mobile ions can be approximated by the Botzmann factor,
zi
i (x) = zi e0 i e
e0 V (x)
kB T
with i denoting bulk concentration of ion species i. This results in the PB equation
2 ( V ) =
zi
zi e0 i e
e0 V (x)
kB T
+ f ix ,
where f ix stands for some fixed charge distribution in the system. For small potentials V
it is common to linearize this equation and one then speaks of linearized Poisson-Boltzmann
theory. A comparison of PB with Brownian Dynamics simulations in [75] showed that the
PB approximation is inappropriate in the narrow channel geometry.
2.3
Evaluation of the different models
After introducing several different modelling approaches to encounter the subject of ion
transport across membrane channels, in this section we want to discuss the advantages and
disadvantages of the different models (see also [83], [99] for an overview). At first glance the
Molecular Dynamics approach might seem to be the most attractive one, since all atomistic
detail can in principle be put into this model. However, as was already mentioned in the
last section, in MD simulations all the particles in the system, including solvent molecules
like water, have to be modelled explicitly. This leads to a huge amount of particles for
which Newtons equations of motion have to be integrated. As this integration can only be
performed with a small time step, the time range covered by MD simulations is currently
too short to really simulate the transport of several ions across a channel. Furthermore, as
the simulation time increases, numerical errors from the integration process might start to
accumulate and falsify the final result ([65]). Another problem with MD is the question of how
to correctly simulate different bath concentrations of ions. To simulate physically relevant
concentrations of e.g. 100nM intracellular Ca2+ , vast amounts of water particles would
have to be simulated. Besides, in current applications using standard software only periodic
boundary conditions can be employed, which are inadequate for the general ion channel setup.
The standard force fields used in MD simulations, like CHARMM and AMBER, are mainly
based on Lennard-Jones interactions and Coulombic electrostatic interactions with fixed
2.3. EVALUATION OF THE DIFFERENT MODELS
29
atomic partial charges. No polarization effects are included that might play an important
role in ion channel selectivity on the microscopic level. Therefore, since a few years especially
the group around Benoit Roux started to develop force fields that incorporate polarization
effects ([45], [63], [64]). Generally, the setup of an appropriate force field is one of the major
difficulties in MD simulations ([2]).
Due to all these shortcomings of MD with respect to ion channel transport, it is probably
not the best model to choose in this respect. Nevertheless, because of the great microscopic
detail that can be incorporated, MD is a valuable approach to study parts of the process and
of the filter structure, especially for channels where the structure is known to a large extent
(e.g. the KcsA potassium channel) and hence the detailed information needed to set up the
model is available.
The Monte Carlo approach performs better with respect to ion channel transport. It can be
regarded as a coarse-grained particle approach, that includes less detail than MD models,
but nevertheless retains the particle nature of the ions of interest. In this approach solvent,
protein and membrane are usually treated as continuum dielectrics and only the mobile ions
are treated as real particles. This drastically reduces the computational effort and allows
longer simulation times. But since Monte Carlo methods are a stochastic approach, the
outcome in every simulation will be different and a sufficiently large number of trajectories
has to be computed in order to get a reliable average. For applications where a model output
has to be computed over and over again, such as in the area of inverse problems that we are
going to address in the next chapter, MC simulations are inefficient. For such a situation
in fact macroscopic continuum models, like PNP, are the best choice, since with efficient
algorithms they can be solved fast and only one solution has to be determined, i.e. not an
ensemble of possible outcomes has to be determined first in order to arrive at the average.
But although continuum models are the most attractive approach from a computational
point of view, we also have to consider their physical validity and restrictions. As they
represent the most coarse-grained version of the above models they incorporate the least
atomistic detail. As an example, classical PNP is merely based on long-range electrostatic
interactions and uses a mean field approach. It means that not the actual true trajectories
of ions are computed, as would be the case in an MD simulation, but instead an average
distribution is determined. Due to the lack of atomistic details in the continuum models,
e.g. direct ion-protein interactions cannot be investigated in detail. Instead, the continuum
models are based on the assumption that the major effects in ion transport can be produced
by considering the right basic interactions, without incorporating the structural details.
As a consequence, the models can help to understand the basic functions and illustrate
fundamental principles of ion permeation ([99]), but they will not give detailed information
about exact positions and charges of e.g. filter residues or about the molecular basis of certain
diffusion coefficients. But their great advantage lies in their computational feasibility.
Another critical point when dealing with continuum models is their validity in the really
narrow filter geometry. Does it make sense to talk of densities when two ions are basically
enough to crowd the filter? And can one simply ignore the particle nature of ions in such a
confined geometry? It is a fact that certain effects only appear due to the physical presence of
the ions, like crowding effects and single-filing. Hence macroscopic models can be improved
by trying to include such effects, at least to some extent, into the model. This has for example
been done by including volume-exclusion effects and short-range electrostatic interactions
30
into the PNP equations by means of excess chemical potentials (see sections above). For
other situations one has to keep in mind that macroscopic continuum models might just be
inadequate, due to the lack of structural detail, for example when it comes to single-filing.
Additional terms would have to be included and the models would have to be refined in
order to match such situations.
Nevertheless, PNP has been shown to reproduce experimental data in several channels fairly
well, as for example in the porin OmpF ([115]) and in the Ryanodine receptor RyR ([38],
[42]).
Probably the most disputed and discussed model class over the decades are the barrier models
(see e.g. [83] and references therein). The critical point is the assignment of transition rates.
They should in some way depend on the energy landscape in the system. What is frequently
done in the classical barrier models is that a fixed energy landscape U is taken and the
transition rates are assumed to be of Arrhenius type (see above). The problem with this
approach is that the energy landscape seen by the ions is not fixed, but it will depend on the
positions of other ions in the system (ion-ion interaction). Hence the barrier seen by an ion
trying to enter the channel will be different when the second channel site is occupied by an ion
with likewise charge as compared to a solely water-filled channel. Thus the energy landscape
should depend on the occupation state of the channel and hence should also change over time
as the state of the channel changes. In other words we could say that the energy landscape
needs to be computed self-consistently and should not be taken as a fixed input parameter
of the model. The following terms could for example be included in the computation of the
field acting on an individual ion at a specific site:
Electrostatic forces due to an external applied voltage,
electrostatic interaction between the ion and the (fixed) protein charges,
electrostatic interaction between the ion and other mobile ions in the system,
volume exclusion effects between particles,
hydration: an ion in the filter is an energetically more favourable state if the protein
charges tend to solvate it, mimicking the water hydration shell.
These computations would have to be carried out for all possible occupancies of the channel.
Another critical point in the barrier models is the choice of an appropriate prefactor, that
was already mentioned above. The prefactor might be taken as a fitting parameter in order
to adjust the model output to data, but then the physical meaning of this parameter gets
unclear. The traditional prefactor kB T /hP can be regarded as inappropriate ([48]).
Furthermore, for the hopping models one has to decide under which circumstances an ion
might jump to the next binding site. Can one ion move only if the neighbouring site is not
occupied by another ion or can an ion push the neigbouring particle away from the site? This
question relates to the process of concerted movement inside ion channels, since in reality
the channel will never be empty, but solvent molecules like water will fill the gaps between
charged particles.
Nevertheless, barrier models might be useful in determining whether a particular mechanism
can account for a particular phenomenon, e.g. a single-site channel compared to a multi-ion
2.3. EVALUATION OF THE DIFFERENT MODELS
31
channel ([10]).
When deciding on the type of model to address ion transport, one also has to define what is
the intention of the modelling and which prerequisites are given. If we are looking for some
detailed structural information (e.g. the exact position of a charged side chain) a macroscopic model might not yield the desired information. On the other hand, if little is known
about the structure of the channel under consideration, a detailed atomistic approach does
not make sense, since the required information to set up the model is not available.
From the above considerations we see that each modelling approach has its benefits and
shortcomings. As a conclusion we could say that actually a combination of the above models
would be best to account for ion channel transport. A coupling of a detailed, particle-based
approach to describe the situation inside the constrained region of the channel filter, where
a continuum model has its limitations, to a coarse-grained continuum model to describe
the situation in the baths. This would allow to carry out detailed simulations inside the
filter and at the same time account for sufficiently large baths and a good way to deal with
different ion concentrations in the baths, without drastically increasing the computation time
(as would be the case with an all-particle-based model). To couple a discrete model to a
continuum model also poses interesting mathematical questions, for example how to define
the boundary conditions at the crossover and how to transfer macroscopic quantities into
parameters suitable for atomistic description and vice versa. This will be a field of intensive
research for the future.
For now, we are going to turn our attention again to the PNP approach in the following. As
we will address questions dealing with the inverse identification of parameters in the next
chapter, a continuum approach is the best currently available, due to the relatively short
computation times.
32
Chapter 3
Inverse problems with

Poisson-Nernst-Planck
In this chapter we are going to use the one-dimensional Poisson-Nernst-Planck model we
discussed in the previous chapter to study questions from the field of inverse problems. We
will start by giving a general introduction into the topic of inverse problems, pointing out
the two major classes of them, namely parameter identification and design problems. In the
subsequent sections we are first going to investigate parameter identification with the full
forward model, but the main focus will be on the use of surrogate models for the solution of
the inverse problem. This approach is motivated by the relatively high numerical complexity
when solving the full PNP system including the short-range interaction terms. Faster and
easier-to-solve surrogate models can improve the performance in this respect.
3.1
Inverse problems - basic setup
The mathematical field of inverse problems gained tremendous importance over the past
three decades. The needs of various applications in other scientific disciplines and industry
led to a fast development of the mathematical tools related to inverse problems. Good
introductions into the topic can be found e.g. in [27], [44], [69] and many others. The
notion of inverse problems naturally implies that there is also something like a direct problem
involved. These two problems are closely related and while the direct problem in physical
applications usually describes the future development of a system from a known present
state (including all parameters and state variables), inverse problems are concerned with
determining causes for a desired or an observed effect ([27]). To find causes for an observed
effect is frequently referred to as identification or reconstruction, while determining causes
for a desired effect can be summarized under the name design or control problems. In order
to be able to address these kind of questions, one first needs a forward operator describing
the direct problem. This is usually created in a modelling process based on physical laws
and assumptions and can consist e.g. in solving a system of partial differential equations.
Let F denote such a forward operator. Then we can state the
direct problem: Input x given, compute output y via
y = F (x),
33
34
CHAPTER 3. INVERSE PROBLEMS WITH PNP

inverse problem: Output y given, determine input x such that
F (x) = y.
In other words we can say that in the inverse problem we are looking for an inversion of the
operator F .
Inverse problems are closely related to the notion of ill-posed problems. A problem is called
ill-posed in the sense of Hadamard, if one of the following conditions is not fulfilled:
For all admissible data a solution exists.
The solution is unique.
The solution depends continuously on the data.
Especially violation of the last point leads to serious problems when trying to recover parameters from given data. Very small variations in the data might lead to huge variations in the
recovered parameter and thus the identification is unstable. As in real-life applications data
are usually obtained from measurements, e.g. current flow measurements, they are generally
noisy and can vary due to measurement errors. Hence one needs to take special care in
order to obtain meaningful results in an identification process despite the instability inherent in the problem. The use of regularization methods is one way to deal with such situations.
As noisy data y will generally not be in the range of the forward operator F , one usually
tries to approximate it by trying to minimize ||F (x) y ||2 + R(x), where the first term
represents the data fit and the second one is a regularization term to stabilize the problem.
The regularization parameter thereby is used to balance between stability and quality of
the data fit.
After giving this general introduction we would now like to come back to the special case of
ion channels and possible inverse problems that might arise in this context. Mathematical
models can be extremely helpful when the parameters of interest are not directly accesible in
experiments. For example in many channel types it has not yet been possible to resolve the
structure of the selectivity filter, which in turn is a key aspect when trying to understand the
functioning of ion conduction. Apart from the basic understanding of the processes it can
also be of great importance, e.g. in medical applications, to learn how to alter the behaviour
of an ion channel or how to design an artificial ion-conducting pore that has certain attributes
(e.g. with respect to selectivity). We are going to focus on inverse problems concerned with
the structure of the selectivity filter (like length, radius and charge distribution) of single
ion channels, but also other questions are possible. For example, in [31] and [30] French
and his co-workers investigate the spatial distribution of ion channels based on temporal
measurements of transmembrane current.
3.1.1
Parameter identification
In order to get deeper insights into the channel behaviour and conductance properties of
single ion channels, the structure and composition of the selectivity filter are of great importance. In our one-dimensional PNP model (2.19), introduced in detail in Chapter 2, the
35
3.1. INVERSE PROBLEMS - BASIC SETUP
geometrical aspects of the channel structure (radius, length, shape of the selectivity filter) enter the forward model via the area function A, while the protein charges lining the selectivity
filter are modelled as an own species restricted to the filter region. The structural information concerning these protein charges is parametrized by Nm , the number of fixed charges
(compare (2.4)), and some confining potential c . This confining potential is an example for
an externally applied potential 0k that is included in the equations as a possibility to account
for additional factors (see Equation (2.1d)), i.e. 0m = c . The information conveyed in the
confining potential is related to the distribution of the protein charges. Although in our
PNP model these charges are moving according to the electrostatic field and the interactions
with the other species in the system, with the confining potential it is possible to restrict
their range of movement to certain areas in the filter. Instead of assuming a completely rigid
channel structure, this procedure allows a certain flexibility for the charged residues, which
is also most likely the case in real ion channels. Hence the confining potential encodes part
of the channel structure that is related to the distribution of the charged filter residues.
An alternative approach would be to consider the protein charges as fixed, thus eliminating
the equation for the confined species from the PNP system. The density of the confined
species would then merely appear as a parameter on the right-hand side of the Poisson equation (2.19a). It could then directly be sought as an output in a parameter identification
process. In the former approach the confining potential c is the parameter of interest.
The data available for the reconstruction process is composed of current-voltage curves for
various bath concentrations of the free ion species. In fact, quite a large number of data sets
can be acquired this way by varying the bath concentrations of the free ions. Identification
problems have also been studied in the semiconductor context, but there on the contrary it
is not possible to alter the electron and hole concentrations on the boundary, but only the
applied voltage can be varied. As larger data sets lead to better reconstruction results in
general, in ion channels the assembly of sufficiently many data is not an issue, but can be
accomplished once the experimental setup (e.g. a patch clamp stand) has been established.
The recorded data can then be used for the identification of the above mentioned system
parameters, i.e. the channel structure and channel geometry.
Let q denote the parameter to be identified (e.g. q = c or q = channel radius) and I
the (noisy) data measurable in experiments (i.e. current-voltage curves for different bath
concentrations). The forward operator F for our PNP model then consists of solving the
one-dimensional steady-state version of the PNP system (2.1)-(2.3) for a fixed parameter
value q and afterwards mapping the outcome to the current flow via
I = e0
m1
X
zi Ji .
i=1
Since I = F (q) depends implicitly on the sought parameter, the resulting optimization
problem can be written as
Q(q) min
q
with
Q(q) =
1
||F (q) I ||2 .
2
36
To stabilize and/or to incorporate some a priori knowledge about the parameter q, a penalty
term can be added and the final optimization problem reads as
J (q) := Q(q) + R(q) min .
q
The regularization parameter is used to balance between data fit (first term) and stability
(second term). The penalty functional can e.g. be taken as R(q) = ||q q ||2 , where q
denotes some ideal solution or incorporates some additional knowledge about the parameter.
Apart from the parameter identification problem, it might also be of importance to alter
the channel behaviour in a certain desired way. This brings us to the second class of inverse
problems, the design issue.
3.1.2
Design problems
While in parameter identification we try to recover the underlying causes that produce a given
data set, in the design problem we would like to generate system parameters that lead to a
desired output. Hence in the design problem no measured data are involved as was the case in
the parameter identification problem. There the noisy data could lead to instabilities in the
reconstruction process and this factor can be omitted in the design problem. Nevertheless,
instabilities of a different kind might arise, e.g. robustness with respect to applied voltages
might not be given. Slight variations in the applied voltage might yield a completely different
parameter design, which is not meaningful from a practicle point of view.
In ion channels one desirable goal could e.g. be to increase the selectivity for one ion species
over others. In order to formulate the design problem in this case in a mathematical way, we
first need to define a selectivity measure Sk that allows us to quantify the selectivity with
respect to species k. Examples for such selectivity measures are e.g. the conductance or
the flux of species k. For more details see [39]. If S1 and S2 are the selectivity measures
of species 1 and 2, respectively, and the aim is to increase the selectivity for species 1 over
species 2, the design problem can also be formulated as a minimization problem:
Q(q) min
q
with
Q(q) =
S1 (q)
S2 (q)
or
Q(q) = S1 (q) + S2 (q).
As above, the design parameter enters the minimization functional via the PNP model, whose
output is needed to compute the selectivity measures. And also as in the case of parameter
identification, an additional penalty term can be added to prevent a blow-up of the design
parameter and to favour a reasonable design (e.g. one that is easy to realize in practice). In
[14] and [15] such design problems have been addressed, e.g. for the confining potential c .
The benefit of an additional regularization term to generate a reasonable confining potential
has been demonstrated there.
37
3.2. THE FULL FORWARD MODEL
In the following we are going to focus on parameter identification problems. After considering
the full forward model for this issue, the main emphasis will be put on the development of
so-called surrogate models to perform the identification task.
3.2
Parameter identification with the full forward model
As introduced before, mathematical models can be a tool to learn something about the
underlying physical system and to reconstruct quantities that cannot be measured directly
in an experiment. The general procedure for parameter identification has been outlined
above. In this section we want to present some results for the reconstruction of the confining
potential c (or more precisely exp(c )), using the full PNP system with hard-sphere
particle interactions included. The data we are going to consider consist of current-voltage
curves for different bath concentrations of the free ions. The optimization functional we want
to minimize with respect to the parameter q = exp(c ) reads
1
Q(q) = ||F (q) I ||2 ,
2
where I denotes the (possibly noisy) data and F (q) is our forward operator. It is given by
F : q 7 (V, i , ex
i ) 7 I,
i.e. first mapping the parameter q to the solution of the PNP PDE system and subsequently
computing the current I from this solution. The current is given by
I = e0
m1
X
zi Ji .
i=1
Recall that the m-th species refers to the protein charges inside the filter and thus does
not contribute to the measured current. From the steady-state continuity equations for
the densities i , i = 1, ..., m 1, together with the boundary conditions i (L) = i and
i (L) = i+ (here L and L denote the left and right boundary of our one-dimensional
system, respectively) the fluxes Ji can be computed to be
Ji =
+
ex
i exp(zi c V (L) + ex
i (L)) i exp(zi c V (L) + i (L))
, k = 1, ..., m 1. (3.1)
RL
1
ex
L Di A exp(zi c V + i ) dx
The fluxes do not depend explicitly on the optimization paramter q but on the solutions V
and ex
i of the PNP system, which in turn depend on q.
In order to minimize Q with respect to q we employ an iterative gradient method of the form
qn+1 = qn n Q (qn )
(n denoting the step size) to compute the next iterate, starting with some initial guess q0 .
Since we are trying to identify a whole function and not just a single scalar, finite difference methods to compute the derivative Q are very inefficient. Instead we use the adjoint
approach for its determination (see [36] for an introduction into this topic). This results in
38
an adjoint PDE system to be solved and the gradient can be computed by solving a single
(adjoint) system. For the derivation of the resulting equations we refer to the appendix.
The data for the numerical tests are generated by solving the forward model with the exact
parameter value. To mimic more realistic experimental setups artificial noise of different
levels can be added afterwards.
For the results shown in Figures 3.1 and 3.2 we used twelve different current-voltage curves,
each consisting of three different applied voltages. Around 4% noise was added to the data
before performing the reconstruction in the case of the more complex confining potential in
Figure 3.2.
4
1
3.5
3
2.5
residual
exp(c)
0.8
0.6
2
1.5
0.4
0.2
0.5
0
0.1
0.05
0
x
0.05
(a) Parameter reconstruction
0.1
10
12
14
16
no. of iterations
(b) Data residual
Figure 3.1: Reconstruction results for identification of confining potential c with the full
model including hard-sphere interaction terms (no noise added to data). (a) Reconstruction
results as exp(c ); blue: exact value; red: reconstruction; green: initial guess; (b) data
residual during iteration.
The first example gives the reconstruction result for a rather simple confining potential that
restricts the charged residues to the central filter region. It has been recovered really good as
can be seen in Figure 3.1(a). The blue curve gives the exact value, red is the reconstruction.
The green line at one indicates the initial guess with which the iteration was started. This
initial guess assumes no restrictions on the movement of the charged residues inside the filter
(i.e. c 0). The right part of Figure 3.1 demonstrates the decrease in the data residual Q.
In the second example (Figure 3.2) a more complex confining potential has been used to
generate the data and 4% noise was added to the data before performing the reconstruction.
The blue curve in Figure 3.2(a) gives the true parameter value used for the data generation,
the red curve is the reconstruction at the end of the iteration process. The green line gives
the initial guess with which the iteration was started. Again the initial guess assumes no
restrictions for the protein charges inside the filter, i.e. theoretically they could be anywhere
inside the filter (c 0). Also for this more complex confining potential a reasonable reconstruction could be achieved under the presence of data noise. The iteration was stopped
when the residual approached the noise level.
Parameter identification problems with respect to the total charge Nm and the charge distribution using the full model have also been addressed in [15].
39
3.3. SURROGATE MODELS

3
2.8
2.6
0.8
2.2
residual
exp(c)
2.4
0.6
2
1.8
0.4
1.6
1.4
0.2
1.2
0
0.1
0.05
0.05
0.1
10
12
14
no. of iterations
16
18
20
22
(b) Data residual
Figure 3.2: Reconstruction results for identification of confining potential c with the full
model including hard-sphere interaction terms (4% noise added to data). (a) Reconstruction
results as exp(c ); blue: exact value; red: reconstruction; green: initial guess; (b) data
residual during iteration.
Due to the fact that the forward operator has to be solved repeatedly during the iterative
reconstruction procedure, the identification process is quite time-consuming when considering the full PNP system with self-consistently computed short-range particle interactions. In
the next section we are thus going to investigate if, instead of only the full model, some kind
of surrogate models can be used in the identification process to speed up the computations.
3.3
Parameter identification with surrogate models
The general motivation for using surrogate or replacement models usually lies in the computational complexity of the full model. In the PNP case the full forward model consists
of solving the coupled nonlinear PNP system including the short-range particle interactions.
This is computationally quite expensive and in a parameter identification process the forward model has to be solved repeatedly. Furthermore we should keep in mind that in every
iteration step the coupled PDE system has to be solved for every combination of bath ion
concentrations and applied voltages. Since larger data sets generally yield better reconstruction results, the idea is to simplify the computations for the single data record rather than
to decrease the amount of data.
The surrogate models still depend in some way on the original full model (otherwise we
would not speak of a surrogate model but we would just use a different model describing the
process). Let F denote the original model, S a surrogate model and q the parameter to be
identified. Furthermore let p = p(q) denote the output of the original model that is relevant
for the surrogate model. I refers to the measured data. With this notation we propose the
following iterated algorithm that combines the full forward model with the simpler surrogate
model (Figure 3.3): We start with an initial guess qold = q0 for the parameter of interest
and use this together with the experimental boundary conditions BC (like ion bath concentrations and applied voltages) as an input for the original model F . Solving this full model
once for the fixed parameter value qold generates the quantities p that are needed as an input
for the surrogate model S. As we are going to see later on, in the PNP case these quantities
can e.g. be the ion densities and electrostatic potential at a specific applied voltage or the
short-range particle interaction terms.
40
qold
BC
qold = qnew
qnew
'?
&
p(qold ),
I(qold )
?
yes
STOP
full model F
||F (qold ) I || ?
no
optimize with
surrogate model S
6
surrogate model S
Figure 3.3: The iterated algorithm for parameter identification with a surrogate model.
If the data are not described sufficiently well already, the update procedure for the parameter
q is then carried out only with the surrogate model S (depending on the fixed quantities
p) in what we call the inner iteration. This avoids complex computations with the original F . (As the surrogate model is only an approximation to the full model, there is no
need to perform a full minimization in the inner iteration. It should be stopped when the
variation of the optimization parameter q from the old value qold is larger than some threshold, since then the reference quantities p should be updated.) The resulting new parameter
value qnew is then fed into the original model to update the quantities p in what we call the
outer iteration. These nested iterations are repeated until some stopping criterion is reached.
Next we want to discuss which prerequisites a surrogate model should fulfil in order to be a
reasonable alternative in the iteration procedure. The following points should be taken into
consideration:
1) Since the drawback of the original model is its computational complexity, the surrogate
model should reduce the computational effort.
2) The surrogate model has to represent the measurements, i.e. it must have the measurable quantities as output.
3) Since it is used to identify a system parameter of the original system, the surrogate
model must in some way depend on the parameters of interest.
According to these points we are going to investigate two different surrogate models. The
first one stems from computational considerations. As the short-range particle interactions
take up the major part of the computation time, it suggests itself to take a PNP system
41
with fixed short-range interaction terms ex

k as a computationally less expensive surrogate
model. Points 2) and 3) from above are naturally given with such a model. In the following
we are going to call this approach the noDFT model, to acknowledge the fact that the shortrange interaction terms are not computed self-consistently in this model (as is the case in
the original PNP model), but merely enter as some fixed parameters.
The second surrogate model under investigation comes more from physical considerations.
When studying the current-voltage curves of several ion channels and for various bath concentrations it turns out that many channels have a rather linear current-voltage characteristic
(either over the full or at least over part of the relevant voltage range). Figure 3.4 shows an
example for such a current-voltage curve measured from the cation channel TRPA1.
Figure 3.4: Current-voltage curve for TRPA1.

Thus another idea is to approximate the measured outcome (the current-voltage curve) by
a linear model of the form
I = g (U U0 ) + I0 .
Here g is generally known as the conductance of the single channel, U0 is some reference
potential, e.g. the reversal potential, and I0 is the current flowing at the reference voltage.
This linear model will be calibrated using the original PNP model, yielding an expression for
the conductance g dependent on the system parameters and thereby establishing the relation
between the surrogate model and the parameter to be identified (compare point 3) above).
Let us start by considering the noDFT model. All minimizations with respect to the system
parameter q in the inner iterations have been carried out using the iterative gradient method,
qn+1 = qn n Q (qn ),
n denoting the stepsize and the derivative is computed via the adjoint approach. For
an exemplary derivation and statement of the resulting equations in the case of the linear
surrogate model we refer to the appendix.
3.3.1
Surrogate model with fixed DFT
In this subsection we are going to investigate the performance of the noDFT surrogate
model with respect to the identification of the confining potential c . The noDFT model
consists of the PNP system equations including the short-range particle interactions ex
k
42
in the continuity equations as fixed input parameters. On the contrary to this surrogate
approach, in the original PNP model these short-range interaction terms have to be computed
self-consistently in every step when solving the PDE system. Hence using the notation from
Figure 3.3, we have
F PNP with DFT
p ex
k , k = 1, ..., m
S PNP noDFT
q c .
From the equilibrium assumption m = 0 for the confined species (here m denotes the
electrochemical potential of the confined species) it follows in the one-dimensional scaled
version that
ex
c
m = K ezm cV m ,
(3.2)
where the constant K can be determined with the help of the normalization condition (2.4).
c
Hence we see that the term actually acting on the confined species is e , which could be
taken as the optimization parameter instead of c . Since the confining potential has some
large value where the charged residues are not supposed to be and is basically zero where
c
the residues are allowed to move around freely, the expression q = e will be between 0
and one, q (0, 1]. Thus in an iterative procedure we can project the parameter q onto this
interval (or rather onto [, 1] with small) to stay within the admissible set.
The forward operator F and the surrogate model S can be decomposed into two parts,
the first one mapping the parameter q to the solution of the PDE system and the second
one mapping the solution of the PDE system to the current output, denoted by I in the
following. Let w := (V, k ) denote the solution of the full PNP system (including selfconsistent computation of short-range interaction terms) and M := (ex
k ) the short-range
interaction terms. Both quantities depend on the parameter q, i.e. w = w(q) and M = M (q).
Then we can write the forward operator F as
A
q 7 w 7 I.
Let u := (V, k ) denote the solution of the noDFT model with fixed short-range interaction
terms, i.e. u = u(q, M ). The surrogate model S can then be split up into
B
M
M
I.
q 7
u 7
In this case the operators mapping the parameter to the solution of the PDE system (AM )
and mapping the PDE solution to the current (BM ) depend on the fixed quantities M . The
functional to be minimized with respect to q in the inner iteration is given by
1
QM (q) = ||BM (AM (q)) I ||2 ,
2
and the iteration process can be put as
outer iteration (index i):
wi = w(q i )
M i = M (q i ),
43

inner iteration (index n):
q0i = q i ,
M i fixed
i
qn+1
= qni n q QM i (qni ),
i
i
with a subsequent projection of qn+1
onto the admissible set and q i+1 = qn+1
at the
end of the inner iteration.
Figure 3.5 shows the reconstruction result for a rather simple confining potential. Twelve
different bath concentrations and three different voltages for each bath combination have
been used for the reconstructions, resulting in 36 data points in total (no noise added to
data, short-range particle interactions restricted to hard-sphere part). The exact confining
potential (given in blue in Figure 3.5(a)) is recovered very accurately (red curve), starting
from an initial guess (green curve) that assumes no restrictions on the residue movement
inside the filter. Figure 3.5(b) demonstrates the decrease of the optimization functional.
4
1
3.5
3
0.8
residual
exp(c)
2.5
0.6
2
1.5
0.4
0.2
0.5
0
0.1
0.05
0
x
0.05
0.1
0
1
no. of outer iterations
(b) Data residual
Figure 3.5: Reconstruction results for identification of confining potential c with noDFT
surrogate model (no noise added to data). (a) Reconstruction results as exp(c ); blue:
exact value; red: reconstruction; green: initial guess; (b) residual in outer iteration.
We performed the same computations for a more complex confining potential (see Figure
3.6(a), blue curve), this time adding around 4% noise to the data and again starting with
the same initial guess as before. Also in this case the reconstruction (red curve) gives a
qualitatively right result, leading to a considerable decrease in the data error (Figure 3.6(b)).
The surrogate model with the fixed short-range particle interactions performs quite good
in the numerical examples considered here, but nevertheless one inner iteration step still
involves the solution of a nonlinear coupled PDE system. In the next section we are going
to explore a linear surrogate model that has a larger potential for time savings as compared
to the noDFT model.
3.3.2
Linear surrogate model
In this section we are going to investigate a linear surrogate model that comes from experimental considerations. In the first part we will derive the model in detail and afterwards
investigate its performance in the parameter identification.
44

4
1
3.5
0.8
residual
exp( )
0.6
2.5
0.4
2
0.2
0
0.1
1.5
0.05
0.05
0.1
10
12
14
16
18
20
(b) Data residual
Figure 3.6: Reconstruction results for identification of confining potential c with noDFT
surrogate model (4% noise added to data). (a) Reconstruction results as exp(c ); blue:
As in many ion channels the current-voltage curve is almost linear (at least in parts of the
voltage range), we use the following approach:
I = g (U U0 ) + I0
(3.3)
with U0 denoting some reference voltage and I0 the corresponding current. The conductance g determines the slope of the curve. In order to establish the relationship between
the underlying system parameters like channel geometry and charge distribution and this
surrogate model, we use the PNP model to calibrate the linear one. The current in the
original one-dimensional PNP model depending on the applied membrane voltage U is given
by
m1
X
zk Jk (U ),
(3.4)
I(U ) = e0
k=1
with e0 denoting the unit charge, zk the valence of species k and Jk its flux. Remember that
the m-th index refers to the protein charges that do not contribute to the measured ionic
current. In order to get a linear relation between current I and applied membrane voltage U
of the form (3.3) we perform a linearization of (3.4) around the reference potential U0 . This
results in
I(U ) = e0
e0
m1
X
k=1
m1
X
k=1
zk Jk (U )
m1
X

dJk
zk
zk Jk (U0 ) + e0
(U0 ) (U U0 ),
dU
k=1
which is of the form (3.3) for setting

g = e0
m1
X
k=1
and
I0 = e0
m1
X
k=1
zk

dJk
(U0 )
dU

zk Jk (U0 ) .
45
For ease of reading and writing in the sequel we define the following quantities to express
the derivatives with respect to voltage:
dV (x)
|U 0 ,
dU
v(x) =
rk (x) =
dk (x)
|U 0 ,
dU
jk =
dJk
|U .
dU 0
Then the conductance can be written as

g = e0
m1
X
zk jk .
k=1
To determine the quantities jk , the full PNP system is also linearized around the reference
voltage U0 . Recall that the full steady-state PNP system is given by
m
X
1 d
dV
zk k ,
(A
)=
A dx
dx
k=1
Jk = Dk A
dJk
= 0,
dx
dex
dV
dk
+ z k c k
+ k k
dx
dx
dx
k = 1, ..., m 1,

d
c
ln(m ) + zm c V + ex
= 0,
m +
dx
Z
A m dx = Nm ,
f ilter
(omitting additional external potentials 0k for the free ion species). Using the expansions
V (x, U ) = V (x, U0 ) + v(x)(U U0 ) + O((U U0 )2 )
and
k (x, U ) = k (x, U0 ) + rk (x)(U U0 ) + O((U U0 )2 )
and neglecting terms of order O((U U0 )2 ) leads to the following linear PDE system to be
solved for v and rk :
m
X
1 d
dv
zk rk
(A ) =
A dx
dx
jk = Dk A
(3.6a)
k=1
m
X
dex

ex
drk
dV0
dv
k,0
k
+ z k c rk
+ zk c k,0
+ rk
+ k,0 (
|U 0 r i )
dx
dx
dx
dx
i
i=1
(3.6b)
k = 1, ..., m 1
djk
=0
dx
(3.6c)
m
X ex

d rm
m
+ zm c v +
|U 0 r i = 0
dx m,0
i
i=1
(3.6d)
46

Z
A rm dx = 0.
(3.6e)
f ilter
Here V0 , k,0 and ex

k,0 denote the electrostatic potential, densities and short-range interaction terms at the reference voltage U0 , i.e. V0 (x) = V (x, U0 ), k,0 (x) = k (x, U0 ) and
ex
ex
k,0 (x) = k (x, U0 ). For simplicity we are going to ignore the last term in the linearized
flux equation (3.6b) and in (3.6d), i.e. the voltage dependence of the short-range interaction
terms.
In order to introduce the optimization parameter q = c into the linearized system we use
ex
c
(3.2) to express m,0 = K ezm c V0 m,0 in the above system.
Let L and L denote the left and right system boundary, respectively. Since the boundary
values for the original PNP system are given by
k = k (L, U ) k (L, U0 ) + rk (L)(U U0 ) = k + rk (L)(U U0 )
and
U = V (L, U ) V (L, U0 ) + v(L)(U U0 ) = U0 + v(L)(U U0 )
(for membrane voltage applied at right side), it follows that the boundary values of the
linearized system have to fulfil
rk (L) = 0,
v(L) = 0,
rk (L) = 0,
v(L) = 1
or
k = 1, ..., m 1
v(L) = 1,
v(L) = 0
(3.7a)
(3.7b)
for membrane voltage applied at the right or left side, respectively.

From (3.6b) together with the boundary conditions (3.7a) the quantity jk can be computed
to be
RL
dv
exp(zk c V0 + ex
k,0 ) k,0 dx dx
jk = zk c L
,
RL 1
ex ) dx
exp(z
c
V
+
0
k
k,0
L Dk A
and the surrogate model mapping the parameter q to the conductance g can be expressed as
S(q) = e0
m1
X
k=1
zk2 c
RL
dv
ex
L exp(zk c V0 + k,0 ) k,0 dx (q) dx
.
RL 1
ex ) dx
exp(z
c
V
+
0
k
k,0
L Dk A
(3.8)
Note that in this expression the reference components V0 , k,0 and ex

k,0 are fixed quantities
coming from the original PNP system and hence are not changed during the optimization
with the surrogate model.
As before we can split up the operators and write the forward operator F as
A
q 7 w 7 g,
with w := (V, k ) denoting the solution of the full PNP system and g the conductance
corresponding to the currents.
Let u := (v, rk ) denote the solution of the linearized PNP system (3.6). In this case the
solution u depends not only on the parameter q and the short-range interaction terms M
47
but also on the fixed reference quantities V0 and k,0 , k = 1, ..., m 1, i.e. u = u(q, w0 , M0 ).
Hence we can express the surrogate model S as
Aw
Bw
,M
,M
q 70 0 u 70 0 g,
with the operators depending on the reference solution of the full PNP system.
Let g denote the measured conductance, then the optimization functional in the inner
iteration can be written as
1
Qw0 ,M0 (q) = ||Bw0 ,M0 (Aw0 ,M0 (q)) g ||2 .
2
The over-all iteration is given by
outer iteration (index i):
qi
w0i = w0 (q i )
M0i = M0 (q i ),
inner iteration (index n):

q0i = q i ,
w0i , M0i fixed
i
= qni n q Qwi ,M i (qni ),
qn+1
0
i
i
with a subsequent projection of qn+1
onto the admissible set and q i+1 = qn+1
at the
end of the inner iteration.
After deriving the linear surrogate model calibrated with the original PNP system, in the
following part we are going to investigate its performance with respect to identification of
the confining potential c .
We will explore two different cases: In a first approximation we are going to ignore the shortrange interaction terms and take the PNP system without ex
k as the full forward model F .
In the second case we are going to include the hard-sphere part of the short-range interaction
terms into F .
Reconstruction results for the first case and the two confining potentials from the last section
are shown in Figures 3.7 and 3.8 (without data noise).
The reconstruction result is very good in this case where the full model does not include the
short-range interaction terms. Nevertheless we have to mention that in some other test cases
the iteration got stuck and no decrease in the optimization functional Q could be achieved,
presumably due to the accumulation of numerical errors (since in the inner iteration no decrease could be achieved).
A difficulty arising from the linear approach becomes apparent when taking a closer look at
the model:
I = g (U U0 ) + I0
with the conductance given by
g = e0
m1
X
k=1
zk jk
48

450
1
400
350
0.8
residual
exp( )
300
0.6
250
200
0.4
150
100
0.2
50
0
0.1
0.05
0.05
0.1
6
8
10
12
14
(b) Data residual
Figure 3.7: Reconstruction results for identification of confining potential c with linear
600
1
500
0.8
residual
exp(c)
400
0.6
300
0.4
200
0.2
100
0
0.1
0.05
0.05
0.1
10
15
20
no. outer iteration
25
30
(b) Data residual
and
I0 = e0
m1
X
k=1

zk Jk (U0 ) .
The jk needed for the computation of the conductance are determined by solving the linear
PDE system (3.6) and thereby depend on the optimization parameter q = c . The reference
current I0 on the other hand enters the surrogate model as a fixed quantity coming from
the full forward model. It is therefore not changed during the inner iteration and only the
conductance will be optimized. It could thus happen that the resulting new parameter value
q i+1 improves the data fit with respect to the slope, but the resulting reference current I0
might even be further away from the true value, i.e. data curve and computed model output
lie further apart than before the iteration step. In order to overcome this problem either
a way to include the direct parameter dependence of I0 into the surrogate model has to
be sought, or an initial guess and data sets where the corresponding reference currents are
already close together should be used, hoping to avoid the above problem.
Next we turn our attention to the second case, where the full forward model F includes the
49
3.4. COMPARISON OF THE MODELS
hard-sphere short-range interactions. For this case we could not perform the optimization
procedure on whole data sets, but some data had to be excluded in order to get a decreasing
residual during the inner iteration. This might be due to some numerical problems that
could not yet be resolved. An example for a reconstruction based on only parts of the data
set are shown in Figure 3.9. There the iteration got stuck after three outer steps since no
further decrease in the outer residual could be achieved.
1
exp( )
0.8
0.6
0.4
0.2
0
0.1
0.05
0.05
0.1
surrogate model (no noise added to data). Reconstruction results as exp(c ); blue: exact
value; red: reconstruction; green: initial guess.
Another difficulty with the linear surrogate model could be that the term actually acting on
the confined species is the combination of c and the short-range interaction ex
m , see (3.2),
ex
m = K em ezm cV .
In the beginning of the iteration process the optimization of the confining potential may
ex
thus try to compensate for the wrong ex
m . The m in the true solution is in fact large
where the confined species will be located. This is the region where c is supposed to be
small. But since in the beginning a wrong ex
m (and additionally wrong reference densities
and electrostatic potential) is used in the linear model, the c might become large in these
regions, trying to mimic the influence of the true ex
m . Hence the iteration might also get
stuck due to this effect.
3.4
Comparison of full model and surrogate models
In this section we are going to compare the different surrogate models from above and their
performance relative to the full forward model. The main motivation behind using surrogate
models for the identification task was to reduce the computational effort. The full PNP
system including the self-consistent computations of the short-range particle interactions is
by far the most time-consuming model due to the self-consistency iteration in every step. The
noDFT model omitts this part, resulting in the solution of a system of nonlinear coupled
PDEs. Due to the nonlinearity the solution of this system has to be computed with an
iterative procedure. For the linear surrogate model finally, only the linear PDE system (3.6)
has to be solved, which can be performed in one single step making an iterative procedure
needless. Hence the linear model is by far the fastest from the computational point of view.
In Figure 3.10(a) a comparison between the identification of the channel radius using only
the full PNP model with hard-sphere interactions included (blue) and using the iterated
50
algorithm with the linear surrogate model (red) is shown. We see that both approaches
recover the exact value of the radius (given by the dotted line) sufficiently good, but the
iterated algorithm performs a lot faster than the full model approach (see Figure 3.10(b)).
9000
0.11
8000
0.105
7000
computation time
radius [nm]
0.1
0.095
6000
5000
4000
3000
0.09
2000
0.085
1000
0.08
1
4
5
Iteration number
0
1
4
Iteration number
(b) Computation time
Figure 3.10: Comparison of full PNP model and iterated algorithm using the linear surrogate
model for reconstruction of the channel radius. (a) Parameter reconstruction; blue: reconstruction with only full model (HS short-range interactions included); red: reconstruction
with linear surrogate model in iterated algorithm; dotted line gives exact parameter value;
(b) computation time for full model reconstruction (blue) and iterated algorithm (red).
Let us compare the noDFT and the linear surrogate model next. When taking the same
number of data sets for reconstructions with the two surrogate models it becomes apparent
that in the noDFT case the amount of data really used for the identification process is larger
as compared to the linear surrogate model. One current-voltage curve from our above examples consisted of three different applied voltages, hence resulting in three different data points
that can be used in the reconstruction process with the noDFT model. But the linear model
has the conductance as an output instead of the currents, and one current-voltage curve only
corresponds to one conductance. E. g. for computations performed on twelve different data
sets (i.e. twelve different bath concentrations) and three different applied voltages for each
set, the reconstruction with the linear model is based on 12 data points (the conductances of
the 12 data sets), while the reconstruction with the noDFT model relies on 36 data points
(three currents for every set). As a consequence, more measurements should be performed
for the linear surrogate model in order to arrive at the same amount of different data points
for the reconstruction.
If we compare the two surrogate models, we see that the linear model is closer related to
the previous outer iteration than the noDFT model. As we have introduced above, the two
surrogate models can be written as
SnoDF T (q) = BM (AM (q))
for the noDFT model and
Slin (q) = Bw0 ,M0 (Aw0 ,M0 (q))
for the linear model. Recall that the short-range particle interactions M and the solution w
of the full PNP system depend on the last iterate from the outer iteration. While SnoDF T
depends only via M on the previous outer iterate, the linear model Slin in addition also
51
3.4. COMPARISON OF THE MODELS
depends on w and is hence coupled more strongly to the previous outer iteration step. Especially in the beginning of the over-all iteration process it could hence be reasonable to
perform only few inner iterations, as the reference components are presumably still quite far
off from their actual true value.
As a conclusion from the performed numerical testings we can say that the linear surrogate
model has the highest potential for time savings, but its robustness in the reconstruction
task is questionable when short-range interaction terms shall be included in the full forward
model. The noDFT model performs much better under these circumstances. Comparing the
reconstruction results from the first part, where only the full model has been used for the reconstructions, and the results from the noDFT surrogate model we see that both approaches
lead to qualitatively right results. The faster performance of the noDFT model makes it a
viable alternative to algorithms using only the full forward model.
After performing the numerical analysis of the surrogate approach above, we want to end this
chapter by posing some open questions related to the mathematical analysis of this approach
in general. The most apparent question concerns the convergence of the iterated surrogate
model approach. Is it possible to find conditions for the involved operators such that the
iteration can be shown to converge to a solution? In [103] Scherzer investigated convergence
criteria for iterative methods based on Landweber iteration. It would be interesting to see if
similar assumptions on the full operator F and the surrogate model S could be used to get
results concerning the convergence of the iterated approach.
The inner iterations performed with the surrogate model could also be considered as using
approximate adjoints. To illustrate this let us consider the following setup: let u denote the
state variables (e.g. the ion densities and electrostatic potential in the channel system) and
q the parameter to be optimized. By B we denote the operator mapping the state u to the
data y, i.e. B(u) = y and we demand that u fulfills some side constraints e(u, q) = 0 (e.g. u
is the solution of a PDE system). The minimization task
1
||B(u) y||2 min
q
2
under the constraints e(u, q) = 0 leads to the following adjoint system ( denoting the
Lagrange parameter):
B (B(u) y) +
e
= 0
u
e
= 0
p
e(u, q) = 0.
If we now assume that the surrogate model changes the side constraints in some way (e.g.
from self-consistently computed short-range interaction terms in the PNP system to fixed
ones), i.e. e(u, q) = 0, an interesting question is under which conditions on the surrogate
model the resulting adjoint is still a good approximation to the original one. Assume for
example that the side constraints can be posed in the form e(u, q) = Au + Du Cq and
52
e(u, q) = Au + Duk Cq (uk denoting the solution from the last iterate). Then we get
B (B(u) y) + A + D = 0
C = 0
Au + Du Cq = 0
for the original system and
B (B(u) y) + A = 0
C = 0
Au + Duk Cq = 0
for the surrogate system.
Chapter 4
Gating of Ion Channels

After discussing the important property of ion conduction through the open pore, we will
now focus on a second fundamental property of ion channels: the gating behaviour. The term
gating refers to the opening and closing of the channels, rendering the channel conductive
or non-conductive, respectively. Since ion channels control, to a large extent, the contents
and behaviour of a cell, they must be able to react to different conditions in their surroundings. A prominent example is the signal transduction along a nerve fibre. When the nerve
membrane is depolarized to a certain extent, formerly closed Na+ channels open, allowing the
influx of Na+ into the cell, thereby increasing the depolarization. In turn voltage-dependent
K+ channels open, bringing (together with the inactivation of the Na+ channels) the membrane back to its resting potential. This generation of an action potential is just one example
where the proper functioning of the gating mechanism is crucial for the correct behaviour of
the cell.
In general, the gating of ion channels can be governed by different mechanisms. One can
roughly distinguish three different types of channels (compare Figure 4.1):
voltage-gated ion channels,
ligand-gated ion channels,
mechanically gated ion channels.
Also a combination of the above mechanisms is possible.
In the voltage-gated type, the channel protein comprises a region generally referred to as
the voltage sensor. With this sensor the channel is able to detect and react to changes in
the membrane potential. Voltage gating will be the mechanism of interest in this thesis and
hence will be discussed in more detail later on. Generally, a change in membrane voltage
is detected at the voltage sensor of the protein, inducing a conformational change. This in
turn leads to the opening of the pore, rendering the channel conductive. For ligand-gated
ion channels, a ligand, e.g. a second messenger, has to bind to (or possibly unbind from) a
specific site at the channel protein. This will induce a conformational change in the protein,
resulting in the opening or closing of the channel. Two prominent classes of ligand-gated
ion channels are the ryanodine receptors (RyR) and the inositol 1,4,5-triphosphate receptors
(IP3 R). Both of them are Ca2+ channels located in intracellular membranes. They mediate
the release of Ca2+ from intracellular stores ([9]).
53
54
CHAPTER 4. GATING OF ION CHANNELS
Figure 4.1: Types of ion channel gating mechanisms (figure taken from [3]).
The third type of channels gates in response to a mechanical stimulus. This can be deformations or strain in the membrane close to the channel protein, e.g. due to a stretching of
the membrane. There exist different families of these mechanosensitive channels, for more
information see e.g. [87] and references therein.
In the following we are going to focus on the class of voltage-gated ion channels only.
Although gating is an important part of the ion channel function, its process is still not
understood in detail. As already mentioned above, the fact that a voltage-gated ion channel
reacts to changes in membrane potential necessarily implies that the channel needs to have
some kind of device to sense those variations. Since a change in membrane potential
actually leads to a change in the electric field across the membrane, right from the beginning
of investigations on channel gating it seemed reasonable to assume that the role of the
voltage sensing device was taken by some charges present in the channel protein. First
studies on the gating behaviour of voltage-sensitive channels began in the early fifties (e.g.
[28], [52]) and since then a large amount of studies have confirmed the existence of a voltagesensing domain in the channel protein. This domain is frequently termed the voltage sensor
of the ion channel.
Voltage-gated ion channels are usually comprised of four homologous domains (in the case of
Na+ and Ca2+ channels) or a tetramer of four identical subunits (in the case of K+ channels)
that together form the central pore for the conduction of ions ([16]). The individual subunits
are made up of six transmembrane domains, labelled S1 to S6, where the segments S5 and
S6 together with a re-entrant P-loop form the ion pore, and the remaining segments, S1-S4,
make up the voltage-sensing domain. As several experimental studies have shown, the S4
segment throughout all voltage-gated channels shows a highly conserved sequence of positively charged amino acids that make this segment predestined to be the major player in the
voltage-sensing machinery. Mutational experiments and electrophysiological measurements
have confirmed the hypothesis that the charges located on the S4 segment contribute a major
part of the measured gating charge when the membrane voltage is changed ([1]).
The movement of the voltage sensor due to a change in the membrane potential induces
some other conformational change in the channel protein which finally leads to the opening
of the pore. This coupling between the motion of the voltage sensor and the actual opening
of the pore is still not quite understood yet and continues to be a field of intensive research.
Over the past decades, besides experimental studies, theoretical models of channel gating
4.1. DIFFERENT MODELS OF CHANNEL GATING
55
have been employed in order to get a better understanding of the underlying processes.
Maybe one of the earliest models taking gating behaviour into account is the famous HodgkinHuxley model (see e.g. [35], [52]). Named after its developers, Alan Lloyd Hodgkin and
Andrew Fielding Huxley, the model describes the total current flowing through the membrane
of a squid giant axon as the sum of potassium current IK , sodium current IN a and a leakage
current IL . The individual currents are given by
IK
= gK n4 (V EK )
IN a = gN a m3 h (V EN a )
IL = gL (V EL )
where gk denotes the maximal conductance with respect to k, V is the applied electrostatic
potential and Ek gives the reversal potential for k. The newly introduced gating variables
n, m and h account for the dynamic behaviour of the channels. They can be interpreted
as fictitious gating particles, n4 signifying the assumption that four activation particles
have to be in a permissive state for the potassium channel to conduct ions (e.g. thinking of
the four subunits of the channel protein). For the more complex behaviour of the sodium
current Hodgkin and Huxley introduced an activation particle m as well as an inactivation
particle h. The functions n(t), m(t) and h(t) are then found as solutions of first-order
ordinary differential equations (see e.g. [58]).
Since then many more models have been developed to describe the gating behaviour of
voltage-gated ion channels. The next section of this chapter will give an introduction into
the different modelling approaches and how the different model types can be related.
4.1
4.1.1
Different models of channel gating

Discrete state Markov models
The most prominent class of models in the context of ion channel gating are the so-called
discrete state Markov models (DSMMs). The underlying assumption for these models is that
the channel system can reside in several well-defined states. The discrete states correspond
to local energy minima of the system. In order to traverse to a different state a certain
energy barrier has to be overcome. These passages among different states are characterized
by transition rates. Hence in general DSMMs are basically composed of two elements: the
number of discrete states and the corresponding transition rates among them. The simplest
DSMM would be a system with only two states and the forward and backward transition
rates between them. A sketch of this system can be seen in Figure 4.2.
The general notation is that the rate kij refers to the transition from state i into state j.
Generally DSMMs can have any number of states and arbitrary connections among those
states. Beginning from a basic sequential setup, where there is only one path to get from the
first state to the last state, there can be circular or even more complex arrangements, where
there are several possibilities for the system to get from one state to another. Circular models
become extremely interesting when not only channel activation is studied, but when de- and
inactivation is also taken into account. Since we are mainly concerned with the activation
process after a voltage step in this thesis, we stick to the sequential Markov models in the
following.
56
k12
1

k21
open

closed
Figure 4.2: Discrete state Markov model with two states.
A crucial point in using DSMMs is always the proper definition of the transition rates. A
common approach taken in this respect is based on Eyring rate theory or Kramers reaction
rate theory. A detailed derivation of the latter can be found in [48].
Based on these theories the transition rates are generally stated in the form
0
exp(
kij = kij
Eij
),
kB T
(4.1)
where kB and T denote Boltzmann constant and absolute temperature, respectively, and
Eij stands for the height of the energy barrier that needs to be overcome when traversing
0 also has to be chosen appropriately.
from state i to state j. The prefactor kij
When applying the above ansatz in the context of the DSMMs for voltage-induced channel
gating, it is generally assumed that the energy barrier Eij can be decomposed into two
parts. One is the protein-intrinsic potential landscape G that does not depend on the applied
membrane voltage, and the second part is contributed by a linear additive term that gives
the influence of the membrane voltage on the overall energy landscape. Hence the rates in
the context of channel gating are often expressed as
kij
zij e0 V
Gij
)
kB T
kB T
zij e0 V
0
= kij
exp(
)
kB T
0
= kij
exp(
(4.2)
(see e.g. [12], [117]).

In these expressions zij denotes the amount of charge moving in the corresponding transition
times the fraction of the field it traverses. V is the electrostatic potential across the membrane
and e0 has the usual meaning of unit charge. The sign in front of the second term in the
exponent is determined by the impact the membrane voltage has on the transition rate.
So-called forward rates, meaning transitions towards an open state of the channel, have a
positive sign in the exponent, reflecting the fact that for large negative voltages V the rate
towards the open state will be small, but will increase for positive potentials V . For the
backward rates, i.e. transitions away from the open state, it is the converse. A negative sign
leads to larger backward transition rates when a negative potential V is applied and vice
versa for positive potentials V .
This choice of signs is only appropriate for channels that tend to open upon depolarization
(which is in fact the case for most of the voltage-gated channels). However, there are exceptions where the channel opens upon hyperpolarization, like several pacemaker channels and
57
the potassium channel Methanococcus jannaschii ([106]). In this case the signs have to be
adapted appropriately.
Once the number of states and the structure of the Markov model under consideration is
fixed, a system of ordinary differential equations (ODEs) can be set up that describes the
time development of the state probabilities. Let N be the number of states in the Markov
model, si (t) denote the probability that the system is in state i at time t and kij be the
transition rates as introduced before. In the general setup the transition rates can also
depend on time t, since they are dependent on the applied voltage V (see (4.2)), which can
change over time.
The probability, that the channel is in state i at time t + dt can then be computed as
si (t + dt) = si (t) +
N
N
X

X
si (t)kij (t)dt ,
sj (t)kji (t)dt
j=1
j6=i
j=1
j6=i
where the second term on the right-hand side describes all the transitions into state i and
the last term accounts for the transitions out of state i. Transition rates among states that
are not connected are set to zero.
Subtracting si (t) on both sides, dividing by dt and taking the limit dt 0 we arrive at the
ODE
N
N
X

X

dsi
(t) =
sj (t)kji (t)
si (t)kij (t)
(4.3)
dt
j=1
j6=i
j=1
j6=i
for the probability that the system is in state i at time t. The above equation holds for all
i = 1, ..., N , and thus we end up with a system of N coupled ODEs. In compact notation
this can be written as
S(t)
= A(t)S(t).
(4.4)
Here the dot denotes the derivative with respect to time and S(t) = [s1 (t)...sN (t)]T is the
vector of all state probabilities. A(t) = [aij (t)]i,j=1,...,N is the system matrix whose entries
are composed of the transition rates via
aij (t) = kji (t),
aii (t) =
N
X
kij (t).
j=1
j6=i
The solution of this system of ODEs is formally given by

Z t
S(t) = exp( A( ) d )S0 ,
t0
where S0 = S(t0 ) represents the probability distribution at initial time t0 . For time independent rates the ODEs simplify to a system with constant coefficient matrix A,
S(t)
= AS(t),
58
and the corresponding solution

S(t) = eA(tt0 ) S0 .
A detailed description of how to deal with the above systems can be found e.g. in [24] and
[102]. In order to learn something about the behaviour of the solution of the ODE system,
we first consider the eigenvalues of the system matrix A in the following lemma:
Lemma 4.1. All eigenvalues of A have non-positive real parts.
Proof. A is a singular matrix, since its rows sum to zero, i.e. one eigenvalue is given by
1 = 0. For the other eigenvalues we use the notion of Gerschgorin circles, which are defined
by
N
X
jj ,
Cj = C(a
|aij |),
j = 1, ..., N,
i=1
i6=j
r) denotes the closed circle with radius r around x. According to Gerschgorins

where C(x,
N
S
theorem, the spectrum of A, and hence its eigenvalues, are a subset of
Cj . Due to the
j=1
definition of our diagonal elements ajj it thus follows that all eigenvalues lie within the left
half of the complex plane and thus have non-positive real parts.
With this lemma it is now easy to show the following behaviour of the ODE solution.
Proposition 4.2. Let A have pairwise different eigenvalues i , i = 1, ..., N . The solution
of the ODE converges towards the equilibrium solution as a sum of N 1 exponentials.
Proof. The matrix A is diagonalizable and can be expressed as
A = V V 1
where = diag(1 , ..., N ) and V = [v1 v2 ... vN ] is composed of eigenvectors. Let vj denote
the jth row of V 1 . The solution of the ODE can be rewritten as
S(t) = V e(tt0 ) V 1 S0
=
N
X
i=1

(vi vi )ei (tt0 ) S0
(4.5)
(note that vi vi is a matrix).

Let 1 = 0, then v1 can be taken as the equilibrium solution S(), since AS() = 0, and
v1 = [1 1 ... 1]. It follows that
(vi vi )S0 = S(),
where we have used the fact that
N
P
Sj (t0 ) = 1. Inserting this expression into (4.5) gives
j=1
S(t) = S() +
N
X
i=2

(vi vi )ei (tt0 ) S0 ,
where the sum of the N 1 exponentials goes to zero as t , since Re(i ) < 0 for
1 = 2, ..., N (since we have assumed pairwise different eigenvalues and from Re() = 0 it
automatically follows that = 0, compare proof of Lemma 4.1).
59
The measured quantities coming from experiments are generally given to be the macroscopic
ionic currents and the gating currents. The macroscopic ionic current Iion is defined by
Iion (t) = Mc s (V (t)) (V (t) Veq ) Popen (t),
(4.6)
under the assumption that there are only identical channels in the membrane patch under
consideration with the single-channel conductance s . Mc denotes the number of channels
and the term (V (t) Veq ) gives the driving force, V (t) being the applied membrane potential
and Veq the equilibrium potential. The open probability Popen (t) can be determined from
the solution of the ODE system (4.4) by summing up all the state probabilities si (t) that
correspond to a conducting state of the channel:
X
Popen (t) =
si (t)
(4.7)
i
with denoting the index set of conducting states. In the simplest case where there is only
one conducting state, e.g. state 1, the open probability is Popen (t) = s1 (t).
The macroscopic gating current Igate can be defined as (see e.g. [117])
X

X

zij kij (t) si (t)
e0 Mc
(4.8)
Igate (t) =
zij kij (t) si (t)
(i,j)F T
(i,j)BT
Here F T refers to the set of all forward transitions, i.e. those transitions contributing a
positive part to the gating current, and BT to the set of all backward transitions, i.e. those
transitions that contribute a negative part to the gating current. Here e0 again is the unit
charge and Mc the number of channels.
For the simpler case of a sequential model (i.e. kij = 0 for |i j| > 1) with N states the
gating current then is given by
N
X

Igate (t) =
zi(i+1) ki(i+1) (t) si (t) z(i+1)i k(i+1)i (t) si+1 (t)
e0 Mc
i=1
when we consider the open states to be associated with higher numbers than the closed
states.
When using Markov models to describe the gating behaviour of ion channels, usually the
transition rates cannot be measured directly in the experiments. Hence they have to be
determined by fitting the model output to the measured data. The data stemming from
experiments is to a large amount made up of macroscopic ionic currents and gating currents,
sometimes supplemented by single-channel currents. The transition rates then represent the
free parameters of the system. It turns out that for certain properties of the measured data
quite a large number of states would have to be included into the model in order to get
a satisfactory result ([117]). (As an example up to 24 states would have to be used for a
simplified sequential model that includes inactivation, see [113].) One such specific data
property for example would be the Cole-Moore shift, a time delay in the development of the
macroscopic ionic current when starting from more hyperpolarized potentials. This effect
was first recognized by Kenneth S. Cole and John W. Moore in the 1950s when they did
their famous experiments on the squid giant axon ([23]). A more detailed description of the
Cole-Moore effect will be given in a later chapter dealing with the analysis of the proposed
models.
60
The introduction of more and more states naturally increases the number of transition rates
needed in order to describe the system. Keeping in mind the rate theory approach (4.2),
each transition rate is determined by two parameters, the prefactor and the effective valence
zij . The number of free parameters in the system consequently increases dramatically when
introducing several new states. With more free parameters to tune the system, it becomes
easier to fit a large range of data satisfactorily. The drawback, however, is that in a large
parameter space there might exist several local or global minimizers and thus different combinations might lead to the desired output. Unique identification of physically meaningful
parameters becomes more unlikely when increasing the number of states. In order to get
usable results out of a fitting procedure, additional constraints have to be imposed on the
rates like assuming equalty of several transitions. Another crucial point to be kept in mind
is the expression of the gating current. The rate theory approach is only valid if large energy
barriers are separating the individual states. In this context large refers to barriers of
several kB T . Ways of expressing transition rates between states that are separated only by
a modest energy barrier is not included in this rate theory approach.
From Markov models to Fokker-Planck
Keeping in mind the necessity to include a sufficiently large number of states into a Markov
model description of channel gating in order to obtain a certain characteristic behaviour,
an attractive approach is to step from a discrete many-state Markov model to a continuous
description. In this section we will start out with a sequential model as can be found e.g.
in [12], and derive a continuum description of this one-dimensional gating process, where
the kinetics are described by diffusion coefficients and some potential landscape, instead of
rate constants. The relation between Markov models and continuous models has also been
presented by Sigg and his coworkers ([109]), where they start with the general Smoluchowski
equation and use it to derive rate constants for a DSMM under the assumption of sufficiently
high barriers. We would like to go the other direction, starting from a discrete Markov
description, and show the natural emergence of a continuous characterization.
For the sake of simplicity we deal just with the case of sequential Markov models. The
treatment could be expanded to different types of Markov models as well, e.g. a model
representing the parallel action of four different voltage sensors (see e.g. [108]). The outcome
would then not be a one-dimensional Fokker-Planck model (as in the case of sequential
DSMMs), but a higher-dimensional version.
The initial model consists of a sequence of N + 1 discrete states as is sketched in Figure 4.3.
We assume the state denoted by 0 to refer to the open state. To each transition a forward
() and a backward () rate constant is assigned, as well as an effective amount of charge (z)
that is associated with this transition (and contributes to the gating charge of the system; in
fact this will correspond to the charge moved in reality times the fraction of the electric field,
since one elementary charge travelling a certain distance in the electric field will produce the
same current in an external circuit as two elementary charges travelling half the distance).
Using the notation introduced in Figure 4.3 and denoting by P (n, t) the probability that
the channel is in state n at time t, a system of ordinary differential equations for the state
probabilities can be derived in the usual manner. This leads to

dP
1
1
1
1
(n, t) = (n + )P (n + 1, t) + (n )P (n 1, t) (n ) + (n + ) P (n, t), (4.9)
dt
2
2
2
2
61
z1
z1+ 1
z2+ 1
zN 3
1+ 1
2+ 1
N 3
N 1
1+ 1
2+ 1
N 3
N 1

2 2
2

r
0
1
2

2

-
zN 1
2

N-1
N

Figure 4.3: Sequential DSM model with N + 1 states.

where the rates at the boundaries (for n = 0, n = N ) are taken as zero. So far this is
equivalent to the general Markov models that we have introduced in the last section. We
just changed the notation a little bit. The basic idea now is to introduce more and more
substates in between the already fixed Markov states, forcing N to become large (in the
limiting case N ). One has to note that by introducing the substates into the system
the assumption that the different states are separated by large energy barriers eventually
breaks down. The states no longer necessarily correspond to clearly defined energy wells,
but can also refer to energy states in between. Thus the Eyring rate theory approach, which
relies on the presence of sufficiently large barriers, is no longer applicable when introducing
a large number of substates. On the contrary, while the transition rates in the original highbarrier Markov case could greatly vary from one state to the next, we now assume that due
to the introduction of enough substates, the transition coefficients tend to vary smoothly
among neighbouring states.
Next we introduce a change in variables and set xi = Ni for i = 0, ..., N , h := N1 and
furthermore define the probability density function
p(x, t) = N P (N x, t).
In a similar fashion we define (x) = (N x) and (x) = (N x). For the sake of simplicity
we are going to omit the bar over and in the following. The use of the variable x scales
our system under consideration to the interval := [0, 1] and inserting additional substates
into the model can visually be interpreted as considering a denser and denser packing of the
interval [0, 1].
Using the new quantities equation (4.9) reads as

p
h
h
h
h
(xi , t) = (xi + )p(xi +h, t)+(xi )p(xi h, t) (xi )+(xi + ) p(xi , t). (4.10)
t
2
2
2
2
Taylor expansion up to second order around xi yields

p
h
h
h
h
(xi , t) = (xi + )p(xi + h, t) + (xi )p(xi h, t) (xi ) + (xi + ) p(xi , t)
t
2
2
2
2
= (xi )p(xi , t) + h(xi )
+
p
h
(xi , t) +
(xi )p(xi , t)
x
2 x
h2
2p
h2
p
h2 2
(xi ) 2 (xi , t) +
(xi ) (xi , t) +
(xi )p(xi , t)
2
x
2 x
x
8 x2
+(xi )p(xi , t) h(xi )
p
h
(xi , t)
(xi )p(xi , t)
x
2 x
62
2p
h2
p
h2 2
h2
(xi ) 2 (xi , t) +
(xi ) (xi , t) +
(xi )p(xi , t)
2
x
2 x
x
8 x2
(xi )p(xi , t) +
h
h2 2
(xi )p(xi , t)
(xi )p(xi , t)
2 x
8 x2
(xi )p(xi , t)
h
h2 2
(xi )p(xi , t)
(xi )p(xi , t) + O(h3 )
2 x
8 x2
= h
h2

p

((xi ) (xi ))p(xi , t) +
((xi ) + (xi )) (xi , t) + O(h3 )
x
2 x
x
2
Defining D(x) = h2 [((x) + (x)] and (x) = h[(x) (x)] yields a Fokker-Planck like
equation for the probability density distribution p for N sufficiently large (neglecting terms
of order O(h3 )):
p
p
=
[p + D ].
(4.11)
t
x
x
Together with the no-flux boundary conditions and initial condition
p
= 0 for
x
p(x, 0) = p0 (x),
p + D
x = 0, x = 1, t
(4.12)
(4.13)
equation (4.11) represents the continuous model for the probability density distribution.
To simplify matters we have assumed the rates in the above treatment to be time-independent.
But the whole procedure outlined above can also be carried out with time-dependent transition rates = (x, t) and = (x, t), leading to the same continuous model stated in
(4.11), now just with time-dependent coefficients and D. The voltage-dependence of the
above model is now hidden in the two coefficient functions and D. It might be reasonable
to assume mainly to be voltage-dependent and D to be voltage-independent, since D as
defined above is composed of the sum of forward and backward transition rates, in which for
a change in membrane voltage one of them decreases while the other increases.
The open probability of the channel corresponds to
Z
p(x, t) dx,
(4.14)
Popen (t) =
I
where I denotes the interval that is associated with the open states. More generally,
the open probability can also be defined as
Z
Popen (t) =
(x)p(x, t) dx,
(4.15)
where the function : [0, 1] is a weighting factor giving the probability that the channel
is open when it is in a certain state. For example (x) = 0 when the channel is definitely
non-conducting and (x) = 1 when the channel is for sure open when being in state x. If
there is a certain chance that the channel might open when being in state x, (x) can be
assigned a value between 0 and 1.
As we have seen in the preceding derivation, the continuous model arises naturally from the
discrete Markov approach, when introducing a large number of substates into the system.
63
Note that no explicit assumptions on the Markovian transition rates had to be made in order
to derive the continuous limit. Hence the treatment is also applicable in cases where no large
energy barriers are involved and the Eyring rate theory approach would break down.
In the following paragraph we are going to consider a more general version of the FokkerPlanck type model, introducing the corresponding expression of the gating current for the
continuous model.
4.1.2
Fokker-Planck type models
In the preceding paragraph we have used the Markov model approach for channel gating
to derive a continuum description of the process and to show the connection between the
two model classes. In this section we are going to formulate a more physical approach to
derive a Fokker-Planck model of channel gating. This approach is based on the Langevin
equations of motion. The underlying assumption is that all relevant particles in the system
behave according to the Langevin equation of motion, a stochastic differential equation that
describes the Brownian motion of a particle in some potential. The Langevin equation in its
most general form is given by
x = H(x, t) + W(t).
The right-hand side describes the force exerted on the particle under consideration. The first
part H(x, t) gives the deterministic contribution and W(t) gives the stochastic contribution
which is independent of the state x. For a technical introduction into stochastic processes see
e.g. [57]. In our case the deterministic part H(x, t) will be made up of the interaction terms
among the particles forming our system (protein charges and free ions) like size exclusion
forces, and electrostatic forces acting on the particles due to the other charges in the system
and external forces like an applied electrostatic potential. Let us assume in the following that
our system is composed of M relevant particles that we want to include into the modelling
process. Each particle has a charge zj e0 , a position vector xj (t) = (xj,1 (t), xj,2 (t), xj,3 (t))T
in the general three-dimensional setup and a velocity vj (t) = (vj,1 (t), vj,2 (t), vj,3 (t))T at time
t. Let x(t) = (xj (t))Tj=1,...,M denote the position vector of all M particles (x R3M ). Then
the deterministic force Hj (x, t) acting on the jth particle can be written as

Hj (x, t) = j (xj ) xj j (x) + zj e0 xj Vj (xj , t) .
(4.16)
j is the mobility of particle j and can vary with the position of the particle. The interaction
potential j (x) depends on the position of all other particles in the system and can for
example be taken as pairwise interaction potentials:
j (x) =
M
X
ij (xi , xj ).
i=1
i6=j
The electrostatic potential Vj is determined by the Poisson equation

(Vj ) =
M
X
i=1
i6=j
zi e0 xi ,
(4.17)
64
where is the dielectric coefficient and x denotes the Dirac delta function centered at x. The
boundary conditions to (4.17) are given by homogeneous Neumann conditions on insulated
parts of the boundary and by the Dirichlet boundary conditions
V =U
on
(4.18)
V =0
on
(4.19)
on the parts where the electrostatic potential is maintained. This means that at 1
the potential U is applied, and the part 2 is grounded to zero. Here R3 denotes
the three-dimensional system domain.
Because of the linearity of the Poisson equation we can split the electrostatic potential V (y)
(y R3 ) generated by all charges in the system into the two contributions
V (y) = u(y) +
M
X
zi e0 G(y, xi ),
i=1
where u satisfies the Laplace problem

(u) = 0
with the Dirichlet boundary conditions
u=U
on
u=0
on
2 ,
and
and G denotes the Greens function for the Laplace problem, i.e. G satisfies
x (x G(x, y)) = y
together with homogeneous boundary conditions.
The stochastic contribution W(t) is modelled as a Brownian motion.
Hence the Langevin equation of motion for the jth particle reads as
M
X

dxj = j (xj ) xj j (x) + zj e0 u(xj ) + zj e0
zi e0 xj G(xj , xi ) dt + j Wj (t).
(4.20)
i=1
i6=j
The corresponding probability density function p(x, t) of the M particles is then given by
the Fokker-Planck equation
M
X

p
xj j (xj ) xj j (x) + zj e0 u(xj )
(x, t) =
t
j=1
+ zj e0
M
X
i=1
i6=j

zi e0 xj G(xj , xi ) p(x, t) + Dj xj p(x, t) . (4.21)
65
A detailed derivation of multivariate Langevin and Fokker-Planck equations can be found,

amongst others, in [43]. Note that p maps from R3M R+ (3M space dimensions plus time)
to R+ . If we now define the probability density flux
M
X

Jj = j (xj ) xj j (x) + zj e0 u(xj ) + zj e0
zi e0 xj G(xj , xi ) p(x, t) + Dj xj p(x, t)
i=1
i6=j
(4.22)
equation (4.21) can be written in the standard continuity form
M
X
p
xj Jj .
(x, t) =
t
(4.23)
j=1
The above partial differential equation for the probability density function is supplemented
with no-flux boundary conditions,
Jj n = 0
on
j = 1, ..., M,
(4.24)
x M .
(4.25)
and initial condition

p(x, 0) = p0 (x),
In order to be able to compare the model with experimental output, the open probability
Popen (t) is defined as before to be
Z
(x)p(x, t) dx
Popen (t) =
M
(see equation (4.15)).

What we are missing so far is an expression for determining the gating current from the
Fokker-Planck model. Since gating currents are readily measurable in many experiments,
every model concerned with gating should in some way be able to include this additional
information. The next paragraph of this section will hence be dedicated to the derivation of
an expression linking the probability density function p to the gating current.
Gating current from Fokker-Planck models
The term gating current refers to the movement of charged particles within the channel
protein when the applied electrostatic potential is changed. In the experimental measurements of gating current using the voltage-clamp setup, the total current flowing between two
electrodes is recorded, while one electrode is held at a fixed potential U and the other is
grounded to zero. With appropriate techniques the current due to ion conduction through
the pore can be eliminated (e.g. using pore blocking), but the current detected at the electrodes is still composed of two different contributions ([85]): the free bath ions entering or
leaving the electrodes and the displacement current due to moving charges between the two
electrodes that do not reach the electrodes (e.g. charged residues moving within the channel protein would change the electric field and consequently induce a charge movement in
the electrodes). The total current flowing through the electrodes is given by the so-called
Ramo-Shockley theorem ([89], [107]). This theorem states that the current measured in the
66
external circuit of the electrodes due to a moving charge in between is given by the product
of the charge ze0 , its velocity v and the electric field generated from a unit potential :
1
I=
ze0 v.
1Volt
The unit potential in this equation is determined by applying 1 Volt across the electrodes
with all charges removed from the system. Just the dielectric geometry ([85]) of the system
is kept. As a consequence, the potential does not depend on the positions or velocities of
the charges moving in the system nor on the actual experimentally applied potential, and
can be kept as a fixed quantity as long as the dielectric geometry is not changed. On the
other hand, the velocity v of the particle does depend on the experimental voltage and the
other charges that are in fact present in the system.
According to the superposititon principle the total current is then given as the sum over all
moving charges in the system:
M
IRS (t) =
1 X
zj e0 (xj ) vj (t).
1Volt
(4.26)
j=1
As we have already done before, we only consider a large number of identical channels to be
located in the membrane patch of interest. Then, due to the law of large numbers, the total
current measured at the electrodes can well be described by
Ig (t) Mc E[IRS ],
the number of channels Mc times the expectation value E[IRS ] of the Ramo-Shockley theorem
for a single-channel system. This expression for the gating current is only an approximation,
since on the one hand the limiting case of infinitely many channels in the membrane patch
will never occur and on the other hand interactions among the individual channels are not
taken into account. Depending on the location and density of the channels in the membrane
patch, the channels would interact via the electric field and hence influence each other. Also
the externally applied electric field will be slightly inhomogeneous for the individual channel
proteins, depending on the relative location of ion channel and electrode.
Nevertheless, assuming these interactions and inhomogeneities in the electric field to be
negligible, for a sufficiently large number of channels Ig (t) = Mc E[IRS ] is an adequate
approximation of the gating current.
The expected value E[IRS ] is determined via
Z Z
Z
E[IRS ] =
. . . p IRS dx1 dx2 . . . dxM
=

M
XZ
j=1
...
1
zj e0 (xj ) vj p dx1 dx2 . . . dxM
1Volt
...
1
zj e0 (xj ) Jj dx1 dx2 . . . dxM
1Volt
M Z Z
X
j=1
and hence the gating current can be computed as

Z
M Z Z
X
1
zj e0 (xj ) Jj dx1 dx2 . . . dxM ,
...
Ig (t) = Mc
1Volt

j=1
(4.27)
67
where the probability flux Jj is given by equation (4.22). Note that Mc stands for the number
of channels in the membrane patch under consideration, while M denotes the number of
particles contributing to a single-channel system. Equations (4.27) and (4.15) now establish
the relation between the measurable quantities and the Fokker-Planck model (4.22)-(4.25)
for the probability density function.
Before using the above model for some analytical investigations with respect to certain
features in data, we would like to mention yet another modelling approach in the context of
channel gating, based on single-channel statistics.
4.1.3
Statistics from single channel recordings
The approach presented in this section is quite different from the other already mentioned
model classes (discrete state Markov models and Fokker-Planck models). While the previous
models were basically starting from a more or less physical description of the gating process
(transitions among several states corresponding to different conformations of the channel
in the DSMM case, or equations of motion for charged parts of the channel protein in the
Fokker-Planck case), the next model will be based on statistical single-channel behaviour.
The starting point for this model is a sufficiently large number of single-channel records. As
we will see in the following, the major quantities in the single-channel based model are the
probability of an opening event occurring at time t and a probability related to the open
duration of the single channel.
The general idea is that the macroscopic current Imac (t) is composed of overlaid singlechannel currents Isc (t). Let Mc denote the number of channels contributing to the macromax the maximal single-channel current (flowing when the channel is open)
scopic current, Isc
given by
max
Isc
= s (V )(V Veq ),
where s denotes the maximal single channel conductance and Veq the equilibrium potential.
Since the macroscopic current Imac (t) is generated by overlying single-channel currents we
have
Imac (t) =
Mc
X
i
Isc
(t)
i=1
= (V (t) Veq )s (V )
Mc
X
si (t).
i=1
Here si (t) is a unit step function, being 1 if the channel is open, 0 if closed, assuming that all
channels contributing to the current are of the same type and thus have the same conductance. Figure 4.4 shows an example of a single channel time course and the corresponding
unit step function.
As in [77], we can express one open period as the difference of two stepfunctions oji (t) and
cji (t), where oji (t) corresponds to the to the jth opening in the ith single channel and cji (t)
to the jth closing in the ith single channel (see Figure 4.5).
Denoting by Ki the number of current pulses in the ith channel, the macroscopic current
68
s
0
single channel current
unit step function
0
Figure 4.4: Single channel current and corresponding unit step function.
jth current pulse in channel i
oji (t)
cji (t)
Figure 4.5: Single current pulse and corresponding step functions.
can thus be expressed as

Imac (t) = (V (t) Veq )s (V )
= (V (t) Veq )s (V )
Ki
Mc X
X
i=1 j=1
T
X
j=1
(oji (t) cji (t))
(oj (t) cj (t)).
After renumbering the opening and closing

P events, T is the total number of opening events
in all channels. Defining O(t) := M1c Tj=1 oj (t), the average of opening events, and
P
C(t) := M1c Tj=1 cj (t), the average of closing events, the macroscopic current can finally be
written as
Imac (t) = (V (t) Veq ) s (V ) Mc (O(t) C(t)).
(4.28)
We assume that all channels start in the closed state, which is a sensible assumption, keeping
in mind that we want to investigate macroscopic currents developing after a voltage step (i.e.
before the voltage is stepped from some holding potential to a certain test pulse, no current
is recorded and thus all channels have to be non-conducting).
O(t) is the proportion of transitions from the closed to the open state before time t and C(t)
is the proportion of transitions from the open to the closed state before time t. We get ([77])
Z t
H(s) ds
O(t) =
0
where H(t)dt defines the probability that an opening event occurs between time t and t + dt.
In order to have a closing event occur before time t, an opening must have occurred at some
69
time < t and the duration of the opening should be d < t . We assume that the Markov
property holds, i.e. the probability does not depend on the history of the channel but only
on the last time step. This implies that the probability for an opening event to occur does
not depend on the duration the channel stayed closed or how often it already opened, but
only if it is closed or open at that instant. We can write
P (opening occurs at for a duration d < t )
= P (opening occurs at ) P (opening duration d < t |channel opened at time )

and we define Q(s, t) as the probability that the channel stays open for a period less than
s given that it opened at time t. This conditional probability is necessary to account for
different distributions of open durations, especially considering the time after a voltage step.
Compared to [77] we keep this more general version of Q(s, t) and abandon the assumption
that the open durations have to be independent of the channel opening time.
Integration over all possible ranges for then yields
Z t
H(s)Q(t s, s) ds.
C(t) =
0
Thus the macroscopic current can be computed as

Z t
H(s)(1 Q(t s, s)) ds.
Imac (t) = (V (t) Veq ) s (V ) Mc
(4.29)
Equivalently the macroscopic open probability Popen (t) can be considered as before, which
is now given by
Z t
H(s)(1 Q(t s, s)) ds.
(4.30)
Popen (t) =
0
As Nekouzadeh and Rudy have shown in [77] and [78], the two statistical properties H, the
number of openings per unit time in a single-channel record, and Q, the density function of
open duration, uniquely determine the shape of the macroscopic ionic current, whereas other
commonly used statistical properties like the probability density function (pdf) of closed
duration, the pdf of latency to first opening or the distribution of the number of openings
per record are not sufficient to uniquely determine the macroscopic current. This means that
two different sets of single-channel sweeps having the same statistical properties mentioned
above can give rise to different kinetical behaviour in the macroscopic ionic current. On the
other hand, single-channel sweeps showing the same statistical properties H and Q will give
rise to the same macroscopic behaviour.
One of the drawbacks of this model is, however, that it is not straight-forward to supplement it with an expression for the gating current. As the statistical properties come from
single-channel measurements, they mainly incorporate information with respect to transitions between open and closed states of the channel. But the major part of gating current
is related with pre-open states, referring to conformational changes among closed states
well before the channel opens. The only information about this period is contained in the
single-channel data sets in the time to first opening after a voltage step has occurred.
The advantage of employing such a statistical approach is the fact that single-channel recordings can be used instead of macroscopic whole-cell recordings. Hence the number of channels
and the single-channel conductance can be explicitly read from measurements. Furthermore,
70
as Aldrich and Yellen point out in [102], Chapter 13, single-channel recordings have some
additional advantages over macroscopic measurements, such as avoiding imperfect current
separation. This means that in macroscopic measurements it is hardly possible to measure
only the current flowing through one specific channel type, eliminating all other possible
current contributions. In single-channel measurements one specific channel can be addressed
directly.
4.1.4
Comparison of the different models
In this section we are going to compare the three different model types introduced above,
namely the Markov approach, the Fokker-Planck approach and the single-channel approach.
Each model has its own parameters and assumptions and we are going to see in which way
the different parameters of the individual models can be related. As we have already seen
above, the Markov approach and the Fokker-Planck type model are somewhat closer related
than the last approach based on single-channel statistics. By increasing the number of states
in the Markov model we have discovered that a Fokker-Planck type equation naturally arises
as the limiting case for the number of states tending to infinity. Table 4.1 gives an overview
about the different parameters involved in the individual model types. In order to be able
to compute the macroscopic ionic and gating currents also the single-channel conductance
s and Mc , the number of channels in the membrane patch, need to be supplied.
Model
Parameters
Markov
transition rates kij

effective charge valence zij
Fokker-Planck
energy landscape
mobilities j
diffusion coefficients Dj
charges zj
open probability weighting function (optional)
single-channel
probability of opening events H(t)

probability of opening duration Q(s, t)
Table 4.1: Summary of the main parameters appearing in the

individual model types for the macroscopic ionic and gating
current.
Remember that the single-channel based model is not supplied with an expression for the
gating current. The optional weighting function introduced in the expression for the macroscopic ionic current based on the Fokker-Planck model (see (4.15)) could also be included
into Markov type models.
71
The macroscopic open probability

Let us start by comparing the expressions for the macroscopic open probability Popen , which
in turn gives rise to the macroscopic ionic current. The single-channel conductance s and an
estimate for the number of channels Mc in the membrane patch of interest are required for
all modelling approaches to finally compute the ionic current from the open probability. As
already mentioned before, the Markov and Fokker-Planck models are quite closely related.
If we compare the expression for the macroscopic open probability we have
Z
(x) p(x, t) dx
for the Fokker-Planck model,
Popen (t) =
M
with denoting the restriction to the subsets that are associated with conducting states,
and
X
Popen (t) =
si (t)
for the Markov model,
i
with denoting the index set of conducting states. We see that the latter one is in fact just
a discrete version of the first description if we take the weighting function to be either
0 (for non-conducting states) or 1 (for conducting states). This insight is not surprising,
keeping in mind the close relation of the two model types.
It should, however, be noted that the Fokker-Planck model, as derived in the next to last
section, incorporates a physical geometry in the domain (recall that R3 is the real
physical domain in which the different charges can move), while the Markov states are an
abstraction of functional states rather than a description of the real physical arrangement
of the system. Hence it might be justified to say that the Fokker-Planck approach bares
the closest resemblance of the underlying physics, while the Markov models (and also the
single-channel approach) work more on an abstract basis concerned with the functionally
distinguishable states of the system.
The transition rates kij in the Markov model form the counterpart to the energy landscape
, the diffusion coefficients Dj and the mobilities j in the Fokker-Planck model. In case that
Einsteins relation can be applied, the mobilities j can be expressed by means of the diffusion
coefficients via D = kB T . As we have done when performing the Taylor expansion of the
multiple-state Markov model, an energy landscape and diffusion coefficients and mobilities
could be defined with the help of the Markov transition rates.
The other way round is the more prominent approach, starting from a given potential landscape and deriving transition rates for a Markov model. This direction might also be seen as
the more reasonable approach, since it starts from the physical basis (the energy landscape)
and goes to the abstract level, while the other one starts from the abstract level and tries to
recover the physical basis for it. Assuming an energy landscape with adequately high barriers (> 5kB T , see [108]) separating local energy minima, transition rates for a corresponding
Markov model can be derived using the so-called mean first passage time. This quantity
describes how long on average it takes the system to pass from one energy minimum to the
next. Imagine a particle moving in a double-well potential as can be seen in Figure 4.6.
If at time t = 0 the particle sits in i, the mean first passage time Tij will give the average
time it takes the particle to cross the barrier to j. It can be computed from the shape of the
potential landscape (see [34] for details). The associated Markov transition rate can then
be approximated as the reciprocal of the mean first passage time, kij = 1/Tij , if the energy
72
Figure 4.6: Double-well potential.

barriers are large enough ([48], [109], [108]).
Next we turn our attention to the model based on single-channel statistics. The parameters
in this model are the two time-dependent functions H(t) and Q(s, t). Recall that H(t)dt
denotes the probability that an opening event occurs in the time interval [t, t + dt], and
Q(s, t) is the probability that the channel stays open for less than s time units given that it
opened at t. The macroscopic open probability is then computed via (compare (4.30))
Z t
H(s)(1 Q(t s, s)) ds.
Popen (t) =
0
Generally this model is derived for measurements performed on the single-channel level, and
the two functions H and Q can be determined from those single-channel data as described in
[77]. The general idea in doing so is to count the number of events occuring over all singlechannel recordings to get an estimate for the average probability in different time intervals.
But relating this statistical approach to the other models, it is also possible to derive the
two quantities H(t) and Q(s, t) from an underlying Markov model. First we are going to
deduce an expression for H(t) based on the transition rates of a Markov model, as outlined
in [77]. Then we are also going to show how the quantity Q(s, t) can be expressed by means
of transition rates.
Let us assume that the underlying Markov model consists of N distinct states, where for
simplicity we assume that the first m states correspond to the conducting states of the
channel and the states m + 1 to N refer to the non-conducting states. The probability of
being in state i at time t shall be denoted by si (t). For a large ensemble this is equivalent to
the fractional number of channels in the state i at time t. The transition rate between state
i and state j is again expressed in its general form as kij (t). In order for an opening to occur
between time t and t + dt the channel should be in one of the closed states and transition
to one of the open states during dt. To arrive at the probability that the channel traverses
from any closed state to any open state during dt, all possible transition paths have to be
summed up:
H(t) =
N
X
m
X
sj (t)kji (t).
(4.31)
j=m+1 i=1
From the section on Markov models we know that S(t) = [s1 (t)...sN (t)]T is the solution of
the system of ordinary differential equations, dS
dt = A(t)S(t), where the system matrix A is
73

composed of the transition rates via aij (t) = kji (t) and aii (t) =
PN
j=1 kij (t).

j6=i
Labelling
with the subscript o all quantities related to open states and with c all quantities related
to closed states, we can decompose S(t) into S(t) = [So (t) ; Sc (t)] and the system matrix A
into

Aoo (t) Aco (t)
A(t) =
.
Aoc (t) Acc (t)
Here the double indices oo and cc refer to transitions only among the open or closed states,
respectively, while co refers to transitions from closed to open and oc to transitions from
open states to closed states. With this notation (4.31) can be written in the compact form
H(t) = hAco (t)Sc (t), 1i,
with 1 = [1...1]T being a vector of length m (number of open states) with all entries equal to
one, and h, i the standard scalar product in Rm . The above expression shows that H(t) is
composed of the sum over all transitions that transfer the channel from a closed to an open
state, as could be expected, since H(t)dt is defined as the probability of an opening event
occurring during dt.
To derive an expression for the probability of opening duration, Q(, t), we need to consider
the following setup: If the channel is in an open state at time t, what is the probability
that it will reach a closed state during the timespan ? (In order to avoid confusion in the
following, we have switched to the timespan instead of s, which will be used to denote state
probabilities coming from the Markov model.) To find the distribution of the lifetime at time
t of the open state, we consider a new absorbing process, i.e. transitions from shut states
are impossible (all transitions from closed states are set to zero). Since we are interested in
the distribution of lifetime at time t, consider the new process starting in the open state at
time t = 0. Denoting by a tilde all quantities related to the new process we can define the
conditional probabilities ([24])
pij ( ) = P (channel is in state j at time | state i at time 0)
and the corresponding matrix P ( ) = [
pij ( )]i,j=1,...,N . This matrix can be decomposed in
an analogous way as we have done before with the matrix A,

Poo ( ) Poc ( )
,
(4.32)
P ( ) =
Pco ( ) Pcc ( )
with the subscripts oo referring to the conditional probabilities starting and ending in an
open state, oc to the conditional probabilities starting in an open and ending up in a closed
state, and co and cc beginning in a closed state and ending up in an open or closed state,
respectively.
The transition rates for the new process are the transition rates of the original process
starting from time t onwards:
kij (s) = kij (t + s).
For time-independent transition rates both are just equal.
Now if we fix a time t the probability that the lifetime of the open state is less than , Q(, t),
is the probability that the channel is in any shut state at time t + given that it is in the
74
open state at time t. Reopenings from closed states are impossible due to the fact that we
are considering an absorbing process. Put in other words,
Q(, t) = P (any shut state at time t + | open state at time t)
= 1 P (open state at time t + | open state at time t)

m
m X
X
pij ( )
si (0).
= 1
j=1 i=1
Here, si (0), i = 1, ..., m, denotes the probability that the channel begins in the open state i
for our new absorbing process. For this process we assume that the channel at time t = 0
is open, but we do not know in which open state the channel resides. Hence we define
si (0) with the help of the state probabilities si (t) coming from the original Markov process
( dS
dt = A(t)S(t)), keeping in mind that the time t in the original process corresponds to the
starting point of the absorbing process. We get
si (0) = si (t)/fopen (t),
stating that the initial distribution of the absorbing process corresponds to the open state distribution of
Pmthe original process scaled by the total fraction of open channels
fopen (t) = i=1 si (t) = hSo (t), 1i. This
Pmscaling ensures that the initial distribution of the
i (0) = 1, which has to be the case since the
absorbing process sums up to unity,
i=1 s
absorbing process starts in open state. Here, m again denotes the number of open states.
Using the decomposition of the state probability vector S(t) = [So (t) ; Sc (t)], that we already
used in the derivation of H(t), we can write
Q(, t) = 1 hPoo ( )T So (0), 1i
hPoo ( )T So (t), 1i
= 1
,
hSo (t), 1i
with 1 = [1...1]T Rm as before. Poo ( )T can be determined as the solution of the ordinary
differential equation (ODE) system
T
dPoo
T
= Aoo Poo
d
with Aoo ( ) = Aoo (t + ) and Poo (0)T = Id, where Id denotes the identity matrix on Rmm .
This ODE system follows from the fact that we are considering an absorbing process where
transitions from a closed to an open state are impossible: For the full system we could set
up the evolution equations for each conditional probability pij ,
N
l=1
l6=j
l=1
l6=j
X
X
d
pij
klj pil ,
kjl pij +
=
d
which in compact notation transform into
dP T
= AP T .
d
75

Aoo Aco
together with the fact that
Aoc Acc
Aco = 0 Rm(N m) (transitions from shut states to open states are impossible), finally
T , with the formal solution
gives us the above ODE system for Poo
Z
T
Aoo () d).
Poo ( ) = exp(
Using the decompositions (4.32) and A =
From the above considerations we see that the parameters of the single-channel based model,
H(t) and Q(s, t), can indeed be related to the parameters showing up in the Markov model,
although we get quite a complicated relation and not a simple one-to-one correspondence for
the general case.
To get a better understanding of what the expressions for H and Q actually mean, we
consider as an example the case of a sequential Markov model with only one open state
(m = 1) and time-independent transition rates. The expressions then simplify to Aoo = k12 ,
Aco = [k21 0 ... 0]T , So (t) = s1 (t) and fopen (t) = s1 (t). This yields the following expressions
for H and Q:
H(t) = k21 s2 (t)
Q(, t) = 1 ek12
and we get for the macroscopic open probability
Z t
H( )(1 Q(t , )) d
Popen (t) =
0
k21 s2 (t) ek12 (t ) d
= s1 (t)
for s1 (0) = 0 (recall that we have used this assumption in the derivation of the singlechannel model). For the special case of k12 = 0, i.e. channels cannot close once they are
open, Q vanishes
R tand the macroscopic open probability is just dependent on the opening
rate, Popen (t) = 0 H( ) d .
What can also be seen from the relations for H and Q is the fact that only the open and
directly neighbouring closed states explicitly enter the expressions for H and Q. Anything
that happens among the closed states far away from the open states only influences the
quantities H and Q indirectly by changing the behaviour of the probability distribution si (t).
The following numerical example nicely demonstrates the above derived relation for H and Q
based on Markov transition rates. For this we have used the 8-state sequential Markov model
introduced by Bezanilla, Perozo and Stefani in [12]. The model contains one open state and
a sequence of 7 closed states with the transition rates given by i = a0i exp(zi xi e0 V /(kB T ))
and i = a0i exp(zi (1 xi )e0 V /(kB T )). The parameters are given in Figure 4.7.
To illustrate the above relations for H and Q we first generate a set of single-channel recordings using this Markov model. Then on the one hand we deduce the statistical quantities H
and Q from this single-channel data as described in [77] and on the other hand compare it to
the analytical expressions based on the transition rates that we have derived above. In order
to mimic single-channel experiments, we simulated a set of 1000 single-channel timecourses,
76
C0 C1 C11 C12 C2 C3 C4 O
zi
xi
0i
[ms1 ]
0
1
2
3
4
1.81
1.24
0.89
3.5
0.35
0.24
0.8
0.75
0.81
0.3
1.55
4.88
0.9
50.0
10
0i
[ms1 ]
0.03
0.45
0.8
0.018
7
Figure 4.7: Eight-state sequential Markov model and parameters for the transition rates
given in [12].
of which the first five can be seen in Figure 4.8. The voltage step from 80 mV to 0 mV
occurs at time t = 0.
1
0.9
from singlechannel data

analytical
0.8
0.7
Popen
0.6
0.5
0.4
0.3
0.2
0.1
4
t [ms]
Figure 4.8: Set of single-channel timecourses.
0
0
4
t [ms]
Figure 4.9: Comparison of the

scopic open probability Popen (t)
from single-channel data (blue)
determined from the Markov
Popen (t) = s1 (t) (red).
macroderived
and as
model,
The macroscopic open probability Popen stemming from the Markov model is shown in Figure
4.9 in red, while the open probability arising as the result of the summed-up single-channel
timecourses is drawn in blue. We see that for 1000 single-channel sets both nicely agree with
each other.
Figures 4.10 and 4.11 show in blue the properties deduced from the single-channel data
directly and in red color the analytical expressions H(t) = k21 s2 (t) and Q(, t) = 1 ek12 .
We see a very good correspondence between the two results, confirming our theoretical
investigations.
77

4.5
4
1
3.5
0.8
2.5
0.6
2
0.4
1.5
1
0.2
0.5
analytic

analytic
0
0
4
t [ms]
0
0
Figure 4.10: Comparison of H derived

from single-channel data (blue) and analytical expression H(t) = k21 s2 (t) (red).
0.2
0.4
0.6
[ms]
0.8
1.2
Figure 4.11: Comparison of Q(, t) derived from single-channel data (blue) and
analytical expression 1 ek12 (red).
Gating current
Next we turn our attention to the gating current and compare the expressions for a sequential
Markov model with a one-dimensional single-particle version of the Fokker-Planck model.
This one-dimensional single-particle Fokker-Planck version is derived in detail in the next
section and hence we just state it here and refer to the next section for explanations. The
gating currents are given by
IgMM (t)
N
X

= Mc e0
zi(i+1) ki(i+1) (t) si (t) z(i+1)i k(i+1)i (t) si+1 (t)
i=1
in the case of the Markov model (N being the number of states and zij the effective valence
transported during the transition from i to j, respectively) and
IgFP (t)
= Mc e0
1
d
z
J dx
1Volt dx
for the Fokker-Planck model. Here, z denotes the valence of the moving particle, is the
unit potential across the system and J denotes the probability density flux. The integration
domain [0, L] gives the region accessible to the moving particle.
Comparing the two expressions, we can relate the discrete version connected to the Markov
model to the continuous Fokker-Planck expression. If we assume that zi(i+1)=
z(i+1)i=: zi+ 1
1
z
and introduce the effective valence z := 1Volt
N
X
i=1
d
dx ,
we get

zi+1/2 ki(i+1) (t) si (t) k(i+1)i (t) si+1 (t) =
zJ dx,
0
where the latter term on the left-hand side corresponds to the probability density flux J on
the right-hand side. To better understand this we take a look at the graphical interpretation
shown in Figure 4.12.
78
ki(i+1)

?
J
i
i+1
6

k(i+1)i
Figure 4.12: Visualisation of probability density fluxes.
Imagine the domain [0, L] to be discretized into little compartments, each in which the
probability density p is constant. The probability density flux J then describes the net
flow across the compartment boundaries from one cell to the next. If we now identify one
cell with the Markov state i and the neighbouring one with the state i + 1, the expression
ki(i+1) (t) si (t) k(i+1)i (t) si+1 (t) in fact also gives the net probability flow from one cell to
the next.
Actually what we have done is nothing more than to use a discretization of the continuous
Fokker-Planck model to come to a discrete description, which is another way to show the
relation between Markov schemes and Fokker-Planck type models.
4.2
Analysis of the gating current
In this section we are going to take a closer look at the properties of the gating current
related to the Fokker-Planck model described in the previous section. We are going to start
with an analysis of the full 3D model in the first part and in the second part investigate a
simplified one-dimensional model.
4.2.1
The general case
Let us state again the system of equations that models the probability density function p(x, t)
for the distribution of M different particles in a three-dimensional domain and the relation
to macroscopic open probability and gating current (see equations (4.22)-(4.25),(4.15) and
(4.27)):
M
X

zi e0 xj G(xj , xi ) p(x, t) + Dj xj p(x, t)
Jj = j (xj ) xj j (x) + zj e0 u(xj ) + zj e0
i=1
i6=j
(4.33)
M
X
p
(x, t) =
xj Jj
t
(4.34)
j=1
Jj n = 0
on
j = 1, ..., M
(4.35)
(4.36)
p(x, 0) = p0 (x),
x
Z
(x)p(x, t) dx
Popen (t) =
M
(4.37)
79
4.2. ANALYSIS OF THE GATING CURRENT
Ig (t) = Mc
M Z Z
X
j=1
...
1
zj e0 (xj ) Jj dx1 dx2 . . . dxM .
1Volt
(4.38)
Again Mc denotes the number of channels and M the number of particles contributing to
one single-channel subsystem.
Throughout the analysis we are going to consider the following setup: The membrane patch
under consideration is held at some applied potential U0 for a sufficiently long time, such that
the system reaches its equilibrium state. Then at time t = 0 the applied potential is changed
from U0 to U1 . In the general case, when U0 corresponds to the resting potential or some other
large hyperpolarized voltage, all channels in the membrane are supposed to be closed. The
change in applied voltage to U1 usually corresponds to a depolarization. If this depolarization
is sufficiently large, the channels will eventually start to open and a macroscopic ionic current
is going to develop. (For simplicity we assume only channels opening upon depolarization,
i.e. closed at large negative voltages and open at positive voltages.) If the depolarization is
not large enough to actually open the channel, nevertheless one expects a gating current to
develop when there is a change in membrane potential towards less negative potentials.
We begin by considering the equilibrium state that the system will eventually move into
when a constant voltage is applied for a sufficiently long time. The general equilibrium state
for an applied potential U is characterized by
Jj = 0,
j = 1, ..., M,
(4.39)
i.e. the probability density flux for each particle vanishes throughout the whole domain .
This leads to the following equation, with peq denoting the equilibrium solution:
M
X

j (xj ) xj j (x) + zj e0 u(xj ) + zj e0
zi e0 xj G(xj , xi ) peq + Dj xj peq = 0
(4.40)
i=1
i6=j
Keeping in mind that the applied electrostatic potential is changed from U0 to U1 at time
t = 0, we can formulate the following lemma:
Lemma 4.3. If at time t = 0 the applied voltage is changed from U0 to U1 , the probability
density flux right after the voltage step satisfies
Jj (0+) = j zj e0
U1 U 0
(xj ) peq,0 .
1Volt
(4.41)
Proof. Let peq,0 denote the equilibrium solution to the applied potential U0 . Right after the
voltage step it holds for the probability density flux
M
X

Jj (0+) = j (xj ) xj j (x) + zj e0 u1 (xj ) + zj e0
zi e0 xj G(xj , xi ) peq,0 + Dj xj peq,0

= j (xj )zj e0 (u1 (xj ) u0 (xj )) peq,0 ,
i=1
i6=j
making use of (4.40). Due to the linearity of the Poisson equation it generally holds that
for homogeneous right-hand side the two solutions u1 and u2 corresponding to the boundary
80
conditions U1 and U2 are related via u1 (x)U2 = u2 (x)U1 . Hence we can express the potentials
u0 and u1 in the above equation by means of the unit potential :
u0 (xj ) =
U0
(xj )
1Volt
u1 (xj ) =
U1
(xj ).
1Volt
This yields
Jj (0+) = j (xj )zj e0
U1 U0
(xj ) peq,0 ,
1Volt
the statement of the lemma.

Making use of the above result, we next turn to the fact that whenever the applied membrane
voltage is changed, there occurs an immediate jump in the gating current. As can be seen
in Figure 4.13, no matter which prepulse is applied, right after the depolarization the jump
in the gating current occurs.
Figure 4.13: (a) Gating currents from a

squid giant axon for prepulses to 50, 70
and 110 mV followed by a depolarization
to 0 mV; (b) shifted gating currents (figure
taken from [113]).
This is different to the behaviour seen in the macroscopic ionic current, where a time delay
arises when starting with more negative electrostatic potentials (see Figure 5.1).
Figure 4.14: (a) Macroscopic sodium currents from

a squid giant axon for prepulses to 50, 70 and
140 mV followed by a depolarization to 0 mV;
(b) shifted ionic currents (figure taken from [113]).
This time delay in the developing macroscopic ionic current is also referred to as the ColeMoore shift, an effect first investigated in the 1950s ([23]). In their experiments on the squid
giant axon membrane, Cole and Moore realized that when applying different hyperpolarizing
prepulses before depolarizing the membrane, the ionic current will show the same kinetic
development but with a certain time delay depending on the amplitude and duration of the
hyperpolarizing prepulse. As can be seen in Figure 4.13, in the case of the gating currents
81
the kinetics are also somewhat shifted, but the onset of the gating current stays the same,
beginning right after the voltage step. This effect can be explained using our above model
of the gating current, and we can formulate the following theorem:
Theorem 4.4. Let at time t = 0 the applied potential be changed from U0 to U1 and peq,0
denote the equilibrium solution to U0 . Then the amplitude of the jump in the gating current
(Ig (0+)) after the voltage step is given by
Ig (0+) = Mc
Z
Z Z
M
U1 U0 X
2
j |(xj )|2 peq,0 dx1 dx2 . . . dxM .
(z
e
)
.
.
.
j 0
2
1Volt j=1
(4.42)
Proof. According to our definition (4.38) of the gating current, right after the voltage step
we have
Ig (0+) = Mc
= Mc
M Z Z
X
j=1
M Z Z
X
j=1
...
...
1
zj e0 (xj ) Jj (0+) dx1 dx2 . . . dxM
1Volt
(zj e0 )2 j
U1 U0
|(xj )|2 peq,0 dx1 dx2 . . . dxM
1Volt2
Z Z
Z
M
U1 U0 X
2
(zj e0 )
. . . j |(xj )|2 peq,0 dx1 dx2 . . . dxM
= Mc
1Volt2 j=1

where the second equality follows from Lemma 4.3.

The statement of Theorem 4.4 can be further simplified if we assume that the unit potential to
leading order varies linearly in the region of interest, which implies that is approximately
constant. This is a reasonable assumption if we consider the fact that most of the electrostatic
potential falls off across the membrane and the major contribution to the gating current
comes from mobile charges moving within the membrane protein. Assigning a uniform
dielectric constant to the protein region leads to a linearly varying electrostatic potential
in this area. Furthermore assuming approximately constant mobilities j , the jump in the
gating current to leading order is given by
Ig (0+) Mc
Z
Z Z
M
X
U 1 U0
2
2
peq,0 dx1 dx2 . . . dxM .
||
.
.
.
(z
e
)
j 0
j
1Volt2

j=1
{z
}
|
(4.43)
=1
Equation (4.43) now tells us that as soon as there are mobile charges present in the system
(j > 0), there will be a current whenever the applied electrostatic potential is changed! Thus
from our theoretical investigations we cannot expect a time delay in the onset of the gating
current, which is confirmed by experimental results (compare Figure 4.13). Furthermore
from equation (4.43) we see that the amplitude of the initial jump in the gating current is
proportional to the absolute change in the applied voltage. The larger the difference between
U0 and U1 , the bigger the initial jump becomes. Interestingly, the precise location of the
individual charges seems not to matter for the existence and amplitude of the initial jump,
as long as the mobilities can be approximated as constant.
82
Also the self-consistent interaction forces among the mobile charges are not of leading order
importance for the initial jump, which implies that the very first instance is dominated by
the change in the external boundary conditions, and only afterwards the interaction forces
gain influence. This appears reasonable when we associate the initial jump with the capacitance current that occurs due to a change in the applied membrane voltage. It is related to a
charging of the membrane and does not reflect a movement of the gating charges inside the
channel protein. In the very beginning the capacitance current overlies gating current due to
protein charge movement, resulting in the initial spike seen in measurements. But since this
charging of the membrane occurs on a much faster time scale than the gating movements,
the capacitance current decays very fast and only the current due to movement of gating
charges (i.e. the informative part of the measurements) remains. Hence it makes sense to
consider the gating current measurements only from some small time > 0 onwards, when
the influence of the capacitance current has ceased and mostly the information related to the
gating process is contained in the data. For experimental investigations there are also certain
procedures to correct for the capacitance current, e.g. so-called P/4 methods ([101]) that
assume a linear behaviour of the capacitance, while the gating charge movement is assumed
to be nonlinear in nature.
Apart from the immediate jump in the current when the applied membrane potential is
changed, another experimentally well-known circumstance is the fact that the decaying phase
of the gating currents can usually be fitted by the sum of several exponentials. As we have
seen in Section 4.1.1 at the beginning of this chapter, using the discrete state Markov model
approach one can prove that the system converges towards its equilibrium state as a sum
of exponentials. The equilibrium distribution corresponds to zero gating current, since no
changes take place any more and thus no charges are moving. In the following paragraph
we will show that also the Fokker-Planck model explains the exponential decay of the gating
current for times t large enough.
The decay kinetics of the gating current are governed by the time-dependent development
of the probability density p(x, t). In order to be able to analyse the long-term behaviour of
p, we need to take a closer look at the Fokker-Planck operator defining the time evolution of
p. For simplicity of writing we introduce the potential Wj (x), an abbreviated notation for
the external and interaction potentials in the Fokker-Planck equation:
Definition 4.5. The over-all drift potential Wj (x) for particle j is defined via
Wj (x) = j (x) + zj e0 u(xj ) + zj e0
M
X
zi e0 G(xj , xi ).
(4.44)
i=1
i6=j
With the above definition we can now write the Fokker-Planck operator in the following
form:
Definition 4.6. Let L denote the Fokker-Planck operator defined as
Lp =
such that
M
X
j=1

xj j (xj )xj Wj (x)p(x, t) + Dj xj p(x, t)
p
= Lp.
t
(4.45)
83

Furthermore we introduce a weighted scalar product:
Definition 4.7. Let h, iw denote the scalar product given by
Z
hp, qiw =
p q w dxM ,
(4.46)
with
w = exp(),
where is defined via the relation
x j =
j
x W j .
Dj j
With the above definitions it follows that

x j w = w
j
x W j ,
Dj j
(4.47)
a fact that we are now going to use to show that L is a symmetric positive-semidefinite
operator in an appropriate scalar product. In the one-dimensional case it turns out that w
exactly corresponds to the inverse of the equilibrium solution of the system.
Proposition 4.8. The operator L defined by (4.45) is symmetric and positive-semidefinite
with respect to the scalar product introduced in (4.46) on the set of functions fulfilling the
no-flux boundary conditions
Jj n = 0
on , j = 1, ..., M.
Proof. For the symmetry of the operator L we need to show that hq, Lpiw = hLq, piw :
Z
q (Lp) w dxM
hq, Lpiw =
M
xj (qw) (j xj Wj p + Dj xj p) dxM
M Z
X
(xj q w + qxj w) (j xj Wj p + Dj xj p) dxM
M Z
X
j=1
j=1

xj [j xj Wj p + Dj xj p] w dxM
j=1
M
X
M
X
j=1
(xj q w + qw
j
x Wj ) (j xj Wj p + Dj xj p) dxM
Dj j
M Z
X
j=1
(Dj xj q + q j xj Wj ) w (
M Z
X
(Dj xj q + q j xj Wj ) (xj (wp)) dxM
j=1
j
x Wj p + xj p) dxM
Dj j
84
M Z
X
j=1
xj (j xj Wj q + Dj xj q) p w dxM
(Lq) p w dxM
= hLq, piw
where we have used Gau theorem twice and the fact of vanishing boundary terms due to
the no-flux conditions imposed on . The positive-semidefiniteness follows along the same
lines,
hp, Lpiw =
=
M Z
X
j=1
M Z
X
j=1
(Dj xj p + p j xj Wj )
w
(j xj Wj p + Dj xj p) dxM
Dj
|Dj xj p + p j xj Wj |2
w
dxM
Dj
0
since Dj > 0 and w > 0 by definition. Note that for p = peq , the equilibrium solution, it
holds that Dj xj p + p j xj Wj = 0 for all j and hence we only get semidefiniteness instead
of definiteness.
Having the above properties of the Fokker-Planck operator we can now consider the timedependent development of the probability density p after a voltage-step.
Theorem 4.9. The probability density p(x, t) governed by the Fokker-Planck equation
p
= Lp,
t
with boundary conditions given by Jj n = 0 on and initial condition p(x, 0) = p0 (x),
decays exponentially to its equilibrium solution as t .
Proof. Let L2w denote the L2 space with the weighted scalar product introduced in (4.46)
and functions fulfilling the no-flux boundary conditions (compare Proposition 4.8), and let
D L2w denote the orthogonal complement to the nullspace D of L. Every solution p of
the Fokker-Planck equation can then be expressed in the form
p(x, t) = peq (x, t) + p(x, t)
with peq D equilibrium solution and p D . We consider the non-equilibrium part p.
L : D L2w is injective and surjective and hence its inverse L1 exists. L1 is compact
and symmetric (compare Proposition 4.8) and with the spectral theorem it follows that p
can be expressed in the form
X
Tk (t) Yk (x)
p(x, t) =
k=1
85
with {Yk } forming an orthonormal system of eigenvectors of L1 , the eigenvalues k of L1

being all positive. Inserting this expression for p into the Fokker-Planck equation leads to
the following ODE for each eigenvalue k ,
1
T (t) = T (t),
k
since
p
t (x, t)
(4.48)
P
Tk (t) Yk (x) and
k=1
Lp(x, t) =
Denoting by k =
1
k
X
k=1
Tk (t) LYk (x) =
Tk (t)
k=1
1
Yk (x).
k
the nonzero eigenvalues of L, the general solution of (4.48) is given by

Tk (t) = ak ek t .
The solution p can hence be expressed as a Fourier series of the form

p(x, t) =
Tk (t) Yk (x) =
ak Yk (x) ek t ,
k=1
k=1
where the coefficients ak are determined from the initial condition, which can also be expanded into a Fourier series with respect to Yk ,
p0 (x) =
p0k Yk (x)
with
p0k :=
k=1
p0 (x)Yk (x)dx,
and thus we get ak = p0k .

The final solution to our original Fokker-Planck equation is then given by
p(x, t) = peq (x) +
p0k Yk (x) ek t
k=1
and consequentially for t we have an exponential decay towards the equilibrium solution.
From the above proof we see that the kinetic behaviour of the probability density p for large
times is dominated by the smallest non-zero eigenvalues of the Fokker-Planck operator L.
So far we have considered the time immediately after a voltage step (the jump in the gating
current) and the long-term behaviour of the gating current. But what we have left out so
far is the intermediate time span. What happens after the immediate effect of the voltage
change has ceased but before the long-term behaviour, namely the exponential decay, sets
in? Several experimental studies concerned with ion channel gating and conduction (e.g.
[8]) have shown that under certain conditions the gating current not necessarily needs to
be monotonically decreasing. It can happen that the gating current exhibits a rising phase
before the multi-exponential decay becomes the dominating kinetics. So we would also like
86
to investigate under what prerequisites and assumptions our Fokker-Planck model is able to
generate a rising phase in the macroscopic gating current. A rising phase in this context
refers to an explicit increase in the gating current visible after the capacitance current has
ceased, i.e. after some small time > 0.
In order to investigate this question, we turn to a simplified one-dimensional model in the
next section.
4.2.2
The one-dimensional model
In this section we are going to consider a simplified one-dimensional model in order to get
some qualitative insights into the system behaviour. We start by making some rigorous
assumptions on the single-channel system underlying the Fokker-Planck equation. Assume
for simplicity that there is basically only one particle moving within our single-channel
subsystem (and hence producing the gating current). This means we are ignoring the fact
that actually inside the voltage sensor we have an interplay between several charged flexible
residues. Furthermore we assume that our single gating particle is only moving in the
direction perpendicular to the membrane, thereby reducing our model from three to one
dimension. For the moment we also ignore the presence of baths (and bath ions) besides
the membrane and consider the electrodes right attached to the protein surface on both
sides. The region between the electrodes is assigned just a single dielectric coefficient , no
dielectric boundaries are present. This simple geometry causes the electrostatic potential to
vary linearly between the two electrodes. For convenience we consider the whole system to
live on the interval [0, L], the voltage is applied at the left side at x = 0, the right-hand side
for the
x = L is grounded to zero. The variable L gives the system dimension (e.g. 10 A)
range of movement of the gating charge. Furthermore we consider the right-hand side of the
system to represent the open state of the channel, meaning that when the channel opens the
probability density will shift towards x = L. Figure 4.15 shows a sketch of the simplified
one-dimensional model.
applied voltage U
HH
inside
HH
H
outside
L
Figure 4.15: Sketch of the simplified 1D setup.

The model equations related to this setup read as
d
dV
p
p + ze0
p +D
=
dx
dx
x
p
J
(x, t) =
t
x
J = 0
for x = 0, x = L
J
p(x, 0) = p0 (x),
x [0, L]
(4.49)
(4.50)
(4.51)
(4.52)
87

Z
(x)p(x, t) dx
Z L
1
d
Ig (t) = Mc
ze0
J dx.
1Volt
dx
0
Popen (t) =
(4.53)
(4.54)
Note that in this case x R is a one-dimensional variable. The potential appearing in

equation (4.49) represents the time-invariant protein structure, assumed to be independent
of the applied voltage U . It can be seen as the protein-intrinsic restrictions on the movement
of the gating particle, generated e.g. by charged residues of the voltage sensor and nearby
channel parts that are not explicitly considered as particles in this simplified model. The
electrostatic potential V is just a linear function in our specified geometry:
V (x) = U (1 x),
where U is the voltage applied at x = 0. The same applies for the unit potential , which is
the electrostatic potential under application of 1 Volt:
(x) = 1Volt (1 x),
Furthermore we assume that Einsteins relation holds, expressing the mobility via the
diffusion coefficient: = D/(kB T ). For convenience we rescale our above model equations
and introduce the following non-dimensionalized quantities. Let L denote the system length
and some typical timescale of the system (e.g. miliseconds). Then we can define the
dimensionless variables
x
= x/L
t = t/
=
U
e0 U
kB T
(
x) =
=
D
D
L2
p(
x, t) = p(L
x, t) L
1Volt
(
x) = (L
x).
(L
x)
kB T
The rescaled system now lives on the unit interval [0, 1] and the corresponding set of equations
reads as

d

+ z dV p + D
p
J = D
d
x
d
x
x
J
p
(
x, t) =
t
J = 0
for x
= 0, x
=1
p(
x, 0) = p0 (
x),
x
[0, 1]
Z 1
Popen (t) =
(
x)
p(
x, t) d
x
0
Ig (t) = Mc
1
0
ze0
1 d
J d
x.
d
x
(4.55)
(4.56)
(4.57)
(4.58)
(4.59)
(4.60)
For simplicity of reading and writing we are going to omit the hat over the scaled quantities
again in the sequel. Note that potentials can now be considered as given in units of kB T
and the applied electrostatic potential U is scaled by the thermal voltage kB T /e0 .
88
Taking into account the linear nature of the electrostatic potentials V and , their spatial
d
derivatives are simply given by dV
dx = U and dx = 1. Insertion of these values into (4.55)
and (4.60) leads to the following expressions for the probability density flux and the gating
current,
d

p
J = D
zU p + D
(4.61)
dx
x
and
Z
1
zJ dx,
Ig (t) = c
(4.62)
where we have set the constant c = Mc e0 / .

For this one-dimensional model we can compute the equilibrium distribution peq (x), when
we assume that the electrostatic potential U has been applied for a sufficiently long time.
From the equilibrium condition J = 0 it follows that
Z x

d
(
peq (x) = c0 exp
zU ) ds
0 dx
and hence
peq (x) = c0 e((x)zU x) .
(4.63)
R1
The constant c0 is determined via the normalization condition 0 p dx = 1, signifying that

the gating particle has to be somewhere between 0 and 1. With this condition it follows
Z 1
1
e((x)zU x) dx .
c0 =
0
Next we are going to use the above stated model to investigate the existence of those certain characteristic features that we already mentioned in the context of the general multidimensional model. Recall that those features with respect to the macroscopic gating current
were
an immediate jump in the gating current when the membrane potential is changed;
the existence of a rising phase in the gating current (under appropriate conditions).
Again we assume that the membrane voltage is stepped from U0 to U1 at time t = 0 and
that the first voltage U0 has been applied long enough for the system to reach its equilibrium
state peq,U0 . The gating current right after the voltage step is then given by
Ig (0+) = c

peq,U0
d
z D
dx
zU1 peq,U0 + D
dx
x
z 2 D (U0 U1 ) peq,U0 dx
Z 1
z 2 D peq,U0 dx
= c (U1 U0 )
= c
= c (U1 U0 ) z 2 D,
where the last equality only holds under the assumption of a constant diffusion coefficient D
and constant charge of the gating particle throughout the whole domain. As expected from
89
the analysis of the general case, in the simplified one-dimensional setup the height of the
jump in the gating current is in fact mainly determined by the absolute change in membrane
voltage. It does not depend on the detailed distribution of peq,U0 before the voltage step and
is not influenced by the shape of the intrinsic potential . This can also be nicely seen in
the numerical examples in Figure 4.16.
15
Ig(0+) = 13.82
gate
[/(M e )]
10
0
0.1
0.1
0.2
0.3
0.4
0.5
t [ms]
0.6
0.7
0.8
0.9
Figure 4.16: Gating currents for different applied electrostatic potentials and two different
protein-intrinsic potentials . The difference in
applied voltage is constant, U=U1U0=80 mV.
The line of the arrow indicates the theoretical
result Ig (0+) = c (U1 U0 ) z 2 D.
blue: quadratic , U0 = 80 mV, U1 = 0 mV;
red: quadratic , U0 = 50 mV, U1 = 30 mV;
cyan: = 0, U0 = 80 mV, U1 = 0 mV;
green: = 0, U0 = 50 mV, U1 = 30 mV.
In these examples we consider two different protein-intrinsic potentials , and for each potential we apply two different initial voltages U0 . In each case the voltage is then increased
by an increment of 80 mV and we see that the initial jump in the gating current is the same
in all tests, although the further development of the gating current differs depending on the
applied voltage and protein-intrinsic potential .
In order to get some insight what happens in the time course of development, we consider
the time derivative of the gating current:
Z 1
dIg
J
z
= c
dx
dt
t
0
Z 1
p
d
p
dx
(4.64)
zU1
+D
z D
= c
dx
t
x t
0
for t (remember that we defined a rising phase as an increase in the gating current after
some small time > 0). We are interested in the question under what circumstances we
find a rising phase in the gating current and which circumstances make it impossible. We
start by considering the most simple case of a constant or linear protein-intrinsic potential
. Furthermore assuming constant diffusion coefficient D as well as charge valence z, the
above equation (4.64) can be rewritten as

Z
Z 1
1 p
dIg
d
p
= c zD
zU1
dx +
dx .
dt
dx
0 t
0 x t
R1
The term 0 p
t dx vanishes for p fulfilling the no-flux boundary conditions and we remain
with
dIg
p
p
= c zD ( (1)
(0)).
dt
t
t
For U1 > U0 the probability density will shift towards x = 1 (under the presumption that
after the voltage step the open state is favoured) and hence we have p
t (1, t) 0 and
90
p
t (0, t)

0, which overall gives
dIg
0.
dt
This means that an at most linear potential landscape will not be able to generate a rising
phase in the gating current. Instead we will not see a change in the gating current as long
p
as p
t (0, t) = 0 and t (1, t) = 0. Put in descriptive terms, when all channels have left x = 0
but have not reached x = 1 yet, the gating current will remain constant.
Doing the above analysis for a nonlinear potential is a bit more involved. We start again
with the time derivative (4.64) of the gating current and consider a quadratic potential
(x) = c1 (x c2 )2 + c3 , with c1 , c2 and c3 some constants.
Z 1
dIg
J
z
= c
dx
dt
t
0
Z 1
d
p
p
z D
= c
zU1
+D
dx
dx
t
x t
0
Z 1
p

p
dx
+D
z D 2c1 (x c2 ) zU1
= c
t
x t
0
Z 1
Z
Z 1

1 p

p
p
x
= c zD 2c1
dx 2c1 c2 + zU1
dx +
dx
t
0
0 t
0 x t
(4.65)
For the last equations we have used, as before, the assumption that D and z are constant. For
p fulfilling the no-flux boundary condition the second term on the right-hand side vanishes
and we remain with
Z 1

dIg
p
p
p
x
= c zD 2c1
dx + ( (1, t)
(0, t)) .
dt
t
t
t
0
The difference of the boundary values of the time-derivative for the probability density
p
distribution can again be considered as positive (see above), p
t (1, t) t (0, t) 0, and
hence the existence of a rising phase strongly depends on the sign and amplitude of the
other term on the right-hand side,
Z 1
p
x
2 c1
dx.
t
0
The integral can be considered as the change of the expectation value for x with time:
Z 1
Z 1
p
x
x p dx
dx =
t
t 0
0
=
E[x].
t
In order to get a rising phase, the weighted rate of change of the expectation value has to
be smaller than the difference of the boundary terms,
2 c1
p
p
E[x] <
(0, t)
(1, t),
t
t
t
91
which says that for c1 > 0 the change in the expectation value for x has to be negative (under
the presumption that after the voltage step the system moves from the closest state (x = 0)
towards the open state (x = 1)). This means that the expectation value for x has to shift to
the left, which is in contradiction to the assumption that the system tends to move towards
x = 1 after the voltage step (which would correspond to a shift of the expectation value in
the direction of x = 1). Hence also a convex quadratic potential (open to the top) will never
produce a rising phase. Figures 4.17 and 4.18 illsutrate the behaviour of the expectation
value.
6
6
5
5
p(x,t)
p(x,t)
3
2
1
2
0
1
0.8
0.05
t [ms]
0.1
0.6
0.08
0.06
0.4
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.1
0.9
0.04
0.2
0.02
0
t [ms]
Figure 4.17: Development of the probability density function p(x, t) for a convex quadratic
potential and a voltage step from U0 = 80 mV to U1 = 30 mV (seen from two different
rotational angles).
0.8
0.7
0.6
E[x]
0.5
0.4
0.3
U1
U
1
U
1
U1
0.2
0.1
0
0.2
0.4
0.6
0.8
1
t [ms]
1.2
1.4
1.6
=
=
=
=
0 mV
10 mV
20 mV
30 mV
1.8
Figure 4.18: Shift of expectation value E[x] with time (for a convex quadratic potential ).
Voltages are stepped from U0 = 80 mV to U1 = 0 mV (blue), U1 = 10 mV (red), U1 = 20 mV
(green) and U1 = 30 mV (cyan).
The first one shows the development of the probability density function p(x, t) for a convex
quadratic protein-intrinsic potential , when the voltage is stepped from U0 = 80 mV to
U1 = 30 mV. It can be seen that the maximum of p(, t) shifts towards larger values of x
for increasing time, starting with a peak at x = 0 for t = 0. The corresponding shift in the
expectation value for x, E[x], is shown in Figure 4.18 in light-blue colour. The other curves
in this figure demonstrate the shift of the expectation value for different applied voltages
92
U1 . They all show qualitatively the same behaviour, constantly increasing from an initial
expectation value close to zero to the final value depending on the applied potential U1 .
As we have seen above, a convex quadratic potential will not generate a rising phase in the
gating current. But how about a concave quadratic potential, i.e. c1 < 0? In this case it has
to hold
p
p
2 |c1 | E[x] >
(1, t)
(0, t)
t
t
t
in order for a rising phase to exist. Note that for our standard assumption that the system
moves away from x = 0 towards x = 1, the right-hand side of the above equation is greater
or equal to zero. Hence the change in the expectation value definitely also has to be greater
than zero, which complies with a system shift from x = 0 towards x = 1. For |c1 | large
enough the left side of the above inequality is indeed larger than the right side and the
gating current exhibits a rising phase, as can also be seen in numerical examples (see Figure
4.19). Note that the display starts at time t = 0.05 ms.
12
Igate [/(Mc e0)]
10
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
t [ms]
Figure 4.19: Gating current for a concave quadratic potential showing a rising phase
( = 0.05 ms).
We should mention that we solely performed qualitative investigations with our model and
did not attempt to fit real experimental data. Hence by adjusting the model parameters
(e.g. the diffusion coefficient) different time scales for the kinetics could also be achieved.
Due to the complexity of the system, the analytical investigations performed above are only
feasible for relatively simple potential landscapes . More realistic assumptions concerning
the shape of the energy landscape governing the behaviour of the gating charges will definitely
involve more complex potentials, having several local minima and maxima. They can be
investigated using numerical analysis.
Chapter 5
The Cole-Moore effect

5.1
Cole-Moore and the different gating models
After analysing the gating current in great detail in the last chapter, we would now like to
consider the phenomenon of the time-shift in the macroscopic ionic current a bit more detailed. In the 1950s Kenneth S. Cole and John W. Moore performed a series of experiments
on the squid giant axon [23] using a voltage clamp technique. The experimental details are
described in [22]. Among other things, they investigated the development of macroscopic
ionic currents after stepping the membrane voltage from different hyperpolarizing prepulses
to some activation voltages. They found out that when more negative prepulses are applied,
the ionic current will show a very similar kinetic development but with a certain time delay. The size of this delay depends on the duration and amplitude of the hyperpolarizing
prepulses. An example for these time shifts can be seen in Figure ??, reproduced by Taylor
and Bezanilla in [113].
Figure 5.1: (a) Macroscopic sodium currents from

a squid giant axon for prepulses to 50, 70 and
140 mV followed by a depolarization to 0 mV;
(b) shifted ionic currents (figure taken from [113]).
This characteristic behaviour is nowadays often referred to as the Cole-Moore (CM) effect
after its two discoverers.
The famous Hodgkin & Huxley (HH) model, which has been deveolped in the early 1950s
([52]) has been shown to be inadequate for describing the potassium current IK in squid
giant axons [21]. It assumes that IK is proportional to the fourth power of some time- and
voltage-dependent rate parameter n, IK n4 (V, t). This dependence can be interpreted as a
representation of the four subunits of the K+ channel, which each have to switch conformation
93
94
CHAPTER 5. THE COLE-MOORE EFFECT
for the channel to become conductive. The time-dependence of n is given by

dn
= (V )(1 n) (V )n.
dt
Increasing the power of n significantly leads to better results in describing IK , but the physical interpretation with respect to the four subunits gets lost.
We would like to use the different gating models introduced in the first part of Chapter 4 to
investigate which models are in fact able to produce such a time delay in the macroscopic
gating current.
The models we are going to consider are (compare Chapter 4):
1) the Fokker-Planck type model, where the macroscopic open probability is given by
Popen (t) =
(x)p(x, t) dx
with p fulfilling the Fokker-Planck equation

p
J
=
t
x
with
J =0
for
x = 0, x = L
p(x, 0) = p0 (x),
x [0, L];
and
2) a sequential Markov model with five closed and one open state with the parameters as
given in [113]. The open probability is given by
Popen (t) = s1 (t)
where the probability S(t) = (s1 (t), ..., s6 (t)) of being in the open or closed states
fulfills the ODE system
S(t)
= AS(t)
with A incorporating the transition rates;
3) the statistics from single channel measurements with the open probability given by
Popen (t) =
H(s)(1 Q(t s, s)) ds
and the functions H and Q determined from the above Markov model;
4) a two-state Markov model with only one open and one closed state.
95
5.2. A MATHEMATICAL MODEL

60
40
20
U [mV]
0
20
40
60
80
100
0.2
0.1
0
t [ms]
0.1
0.2
0.3
Figure 5.2: Voltage protocol for investigation of Cole-Moore shift. Voltage was stepped from
100, 80 and 60 mV to 50 mV.
The voltage protocol used for all computations is illustrated in Figure 5.2. Holding potentials
were taken as 100, 80 and 60 mV, at time t = 0 the voltage was stepped to 50 mV.
In Figure 5.3 the resulting open probabilities for the above four models are shown.
We see that all models apart from the two-state Markov model (right lower corner) are able
to produce a Cole-Moore shift. Note that size of the shift and shape of the curves can be
altered by changing the model parameters, i.e. the transition rates in the Markov model and
diffusion coefficient and energy landscape in the Fokker-Planck model. Just two states in a
Markov model with conventional transition rates of the form
ze0
0
kij = kij
exp(
V ),
kB T
i.e. depending only on the actual applied voltage, are not enough to produce a Cole-Moore
shift. Several closed states have to be included in a series to provide a basis for the time
delay. Depending on the choice of parameters, up to 14 closed states ([120]) might have to
be included in order to get the desired time shifts.
In the subsequent part we want to introduce a relatively simple mathematical model that
reduces the number of states to be considered and that is in principle capable of reproducing
the Cole-Moore shift.
5.2
A mathematical model
The model we want to propose in this section is similar to the idea presented in [21]. Instead of
considering Markov models with lots of closed states and solely voltage-dependent transition
rates kij (V ), we limit the number of states (e.g. just one open and one closed state) and
investigate voltage- and time-dependent rates. Usually, transition rates between states i and
j are posed in the form
ze0
0
V ),
kij = kij
exp(
kB T
with V denoting the applied electrostatic potential, ze0 the charged moved during the tran0 some constant prefactor. This formulation indicates that the transition rates
sition and kij
immediately change their value when the membrane potential is stepped to another voltage.
We introduce a continuous change from the old transition rate to its new value. For simplicity we use the notation that at time t = 0 the applied membrane voltage is stepped from
V0 to V1 . In order to define the time-dependent transition rates that gradually change from
96
1
0.9
0.8
0.8
0.7
0.7
0.6
0.6
open
1
0.9
0.5
0.5
open
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0
0
0.1
0.05
0.1
0.15
0.2
0.25
0.3
0
0
t [ms]
0.15
0.2
0.25
0.3
(b) 6-state Markov model

1
0.9
0.9
0.8
0.8
0.7
0.7
0.6
0.6
Popen
open
(a) Fokker-Planck model
0.1
t [ms]
0.5
0.5
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0.1
0
0
0.05
0.05
0.1
0.15
t [ms]
0.2
0.25
0.3
(c) Statistics model
0
0
0.05
0.1
0.15
t [ms]
0.2
0.25
0.3
(d) 2-state Markov model
Figure 5.3: Open probabilities (normalized to one); in all figures blue corresponds to holding
potential of 100 mV, red to 80 mV and green to 60 mV. Potential is stepped to 50 mV
in all cases. (a) Fokker-Planck model; (b) 6-state Markov model; (c) statistics model; (d)
2-state Markov model.
k(V0 ) to k(V1 ), we introduce an effective electrostatic potential W (t), that changes from V0
to V1 . Its time-dependence is given by
dW
V1 W
=
dt
and W (0) = V0 . The time constant describes how fast the effective potential approaches
its final value. The model transition rates are then defined in analogy to the above as
0
kij (t) = kij
exp(
ze0
W (t)).
kB T
With such a relatively simple approach it is indeed possible to reproduce a time delay in
the corresponding current. Figure 5.4 shows a model output corresponding to the voltage
protocol in Figure 5.2.
We see that when introducing continuous time-dependent transition rates into a Markov
model, two states are in fact enough in principle to produce a time delay for more hyperpolarizing prepulses. If such a model is also capable of reproducing the appropriate kinetics
remains to be investigated.
Although the above approach might produce the right effects, it still needs to be supplied
with a physical basis. One possibility might be that the voltage sensor does not immediately
see the actual applied voltage, but that it is somehow shielded by other charges (e.g.
97
5.2. A MATHEMATICAL MODEL

1
0.9
0.8
0.7
open
0.6
0.5
0.4
0.3
0.2
0.1
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
t [ms]
Figure 5.4: Open probabilities (normalized to one) for the delayed voltage model; blue
corresponds to holding potential of 100 mV, red to 80 mV and green to 60 mV. Potential
is stepped to 50 mV in all cases.
polarization charges) in the protein that need some time to adjust to the new voltage. It
might thus be that at the location of the voltage sensor a continuous change in the local
electric field arises, making the above time-continuous transition rates reasonable.
98
Chapter 6
Inverse problems related to gating

In this chapter we are going to address some inverse questions with respect to the gating
mechanism. The general idea is the same as already discussed in Chapter 3. Since most of
the quantities determining the gating behaviour of voltage-gated ion channels are not directly
accessible and measureable in experiments, an attractive approach is to use those quantities
that are readily measurable to learn something about the underlying structures. In the case of
ion channel gating the data we are going to consider are comprised of the electrophysiological
measurements, i.e. the macroscopic ionic current and the macroscopic gating current. The
aim is to learn about the underlying features such as the energy landscape of the channel
protein.
6.1
Inverse problems - basic setup
In order to address an inverse problem we first need to define what the direct or forward
problem is. If we are interested in some quantity q of our system under consideration, we
need to have a model relating the quantity q to the output y that would also be measurable
in the experimental setup. Let F denote such a model, mapping between the spaces X and
Y,
F : X Y
q
y.
The parameter space X is made up of all input possibilities and space Y contains all possible
outputs. To give a concrete example, in the case of channel gating the quantity q could be
the energy landscape (or rather its derivative d
dx ) and the output y would be made up of
the pair y = (ionic current, gating current).
Hence the forward problem in this case would be to determine the macroscopic gating and
ionic currents for a given potential landscape . The corresponding inverse problem can be
formulated as: Given pairs of macroscopic gating and ionic currents, how does the energy
landscape generating these currents look like?
In other words, we are looking for the underlying cause of the currents, a problem that can
be referred to as parameter identification in mathematical terminology. An illustration of
the setup can be seen in Figure 6.1. In physical applications the process of identifying a
certain parameter that gives rise to some measured behaviour is also frequently denoted as
data fitting.
99
100
CHAPTER 6. INVERSE PROBLEMS RELATED TO GATING
Forward problem:
model F
channel properties
experimental boundary
conditions
currents Igate, Iion
Inverse problem:
?
channel properties
currents Igate, Iion

experimental boundary
conditions
Figure 6.1: Forward and inverse problem in channel gating.

It should be kept in mind that when dealing with real experimental data the measured
quantities are not the ideal solution y that is computed with the forward model. Instead,
due to measurement errors and noise only the quantity y with
||y y || <
will be measured and often special care has to be taken when using such noisy data for
the identification of underlying system properties and parameters. Slight variations in the
measured data can give rise to huge variations in the identified parameters, a fact referred
to as ill-posedness in the mathematical field of inverse problems. Regularization techniques
have to be employed in this case in order to get a sensible result.
Which system parameters might be identified depends on the model used for the forward
problem. In the case of a discrete state Markov model, the tunable parameters are the transition rates and the number of states. For the Fokker-Planck model the diffusion coefficients,
mobilities and energy landscape are the major quantities determining the system behaviour.
A large number of adjustable parameters increases the flexibility of the model, making it
more likely to fit a large class of data. However, with an increasing number of free parameters,
their identifiability and uniqueness becomes questionable. Several combinations of different
parameters might generate the same output and additional information would be needed to
decide on one specific parameter set. In [29] the question of identifiability and uniqueness in
the case of Markov models is addressed.
Usually the identification becomes better the larger the variety of data that are used in the
identification process. In the case of channel gating the amount of data can be increased e.g.
by using different voltages (holding potentials, test potentials) and different pulse durations.
Ideally one would hope to find those parameters that predict the right currents for all possible boundary conditions.
101
6.2. A ONE-DIMENSIONAL MODEL
In the next section we are going to use the Fokker-Planck type model derived in the last chapter to investigate inverse problems with respect to the energy landscape that determines
the gating behaviour.
6.2
Parameter identification with a one-dimensional model
We are going to consider the one-dimensional version of the Fokker-Planck type model to
study identifiability of model parameters such as the energy landscape and the diffusion
coefficient D, based on macroscopic gating currents and macroscopic open probability. In
other words, we want to find those model parameters that describe both the gating currents
and the macroscopic open probability at the same time.
In the following we denote the measured open probability over time by y (t) and the measured
gating current by u (t). The final time until which the data are considered is denoted by
T . The optimization functional, i.e. the functional we want to minimize with respect to the
model parameter of interest, then reads as
Z
Z
1 T
1 T
2
Q=
|Popen (t) y (t)| dt +
|Ig (t) u (t)|2 dt.
(6.1)
2 0
2 0
The two constants and are weighting factors, allowing to put different emphases on the
two data sets. This might be useful since the measured time course of the channel open
probability, y , will contain more information related with the close to open states of the
channel, and might not contribute enough information in order to identify the parameters
far away from the open state. On the other hand the gating current u conveys information
about the whole system, since especially for large negative initial potentials, the gating
current reflects what happens among the closed states far from open. The quantities Popen (t)
and Ig (t) are the model output, depending on the model parameters to be optimized. In our
one-dimensional model they are given by (see (4.59), (4.62))
Z 1
(x)p(x, t) dx,
Popen (t) =
0
with (x) being the weighting function for the pore to be conducting when the gating particle
is in a certain state, and
Z 1
d

p
z D
Ig (t) = c
dx,
zU p + D
dx
x
0
where c = Mc e0 / is related to the total number of channels Mc and some characteristic
time of the system (compare the section on scaling of the equations in the last chapter).
Let q denote the parameter (or set of parameters) to be identified in the inverse problem.
For example q can be chosen as the derivative of the energy landscape, d
dx , or the diffusion
d
coefficient D or as the pair of them, q = ( dx , D). Note that we will not be able to identify the
absolute energy landscape , since the model only involves its spatial derivative d
dx . Hence
energy landscapes equal up to an additive constant will always yield the same model output.
102
In order to determine a q describing the available data set, the optimization functional (6.1)
has to be minimized with respect to the parameter q, i.e. we want to solve
Q(q) min .
qX
A prominent way to perform this minimization procedure is the use of gradient methods.
Beginning with an initial guess q0 for the parameter in question, an update is determined by
computing the gradient q Q of Q with respect to q. This results in the iterative scheme
qk+1 = qk k q Q(qk ),
(6.2)
which is carried out until some stopping criterion is reached. The parameter k gives the
stepsize of the iteration process. Since the gradient of Q needs to be computed in every
iteration step, an efficient way of doing so is required. Especially for the case when the
sought parameter is a function and not just a scalar, the use of finite differences to compute
the gradient becomes quite time consuming and more convenient methods are needed. In
our one-dimensional model case we employ adjoint techniques for the computation of the
gradient. An introduction into the adjoint approach can be found e.g. in [36].
In fact, we would like to minimize Q with respect to q under the constraint that the probability density distribution p fulfills the Fokker-Planck equation

p
d
p
(x, t) =
D
zU p + D
.
t
x
dx
x
The associated Lagrange functional is then given by
Z 1Z T
p
d
p
L(p, q, ) = Q(p, q) +
D(
zU )p + D
dt dx,
t
x
dx
x
0
0
(6.3)
where = (x, t) denotes the Lagrange parameter. The adjoint approach now consists of
L
L
subsequently solving the equations L
= 0, p = 0 and evaluating q to determine the
derivative of the optimization functional.
From L
p = 0 we get the following adjoint system to be solved backward in time for :
(D ) + D(
zU )
= R
t
x x
dx
x
(6.4)
with the right-hand side R given by a weighted sum of the residuals,

d
zU ) Ig (t) u (t) .
R(x, t) = (x) Popen (t) y (t) + c (zD) czD(
x
dx
Initial and boundary conditions are given by
(x, T ) = 0
and
(6.5)
(0, t) = c z D (Ig (t) u (t))

x
(6.6)
(1, t) = c z D (Ig (t) u (t)).

x
(6.7)
as well as
103
For a detailed computation of the partial derivatives of L and the adjoint system we refer to
the Appendix.
The gradient of the minimization functional with respect to the parameter q can then be
evaluated to be
L
,
q Q(q) =
q
according to the adjoint method. In the case of q =
Q( ) =
6.2.1
d
dx ,
this becomes (see Appendix)

D p c z D p (Ig (t) u (t)) dt.
x
Identification of potential
In this section we are going to investigate the performance of our approach for identifying
the shape of the energy landscape, i.e. d
dx , under the assumption that we have a fixed
constant diffusion coefficient D. The next section will deal with the case that both the energy
landscape and the diffusion coefficient are unknown. The optimiziation is carried out as
described above, using the adjoint approach to determine the gradient of the optimization
functional (6.1).
The data used in the following tests are generated by solving the forward model with the
exact parameter. Then artificial noise at different noise levels is added to these data in order
to mimic a more realistic experimental situation. For the tests we consider four different
holding potentials and three test pulses for each holding potential, resulting in 24 time
course measurements in total (12 ionic currents and 12 gating current measurements). The
applied membrane potentials and parameter settings are given in Table 6.1.
U0 [mV ]
U1 [mV ]
D = 0.27
-100
z=4
-80
20
(x 0.8) = 1
-60
40
= 10
-40
=1
Table 6.1: Applied membrane potentials and

scaled model parameters. U0 denotes the holding potential, U1 denotes the test pulse potential. The weighting function for the probability that the channel is open when the gating
particle is in a certain state, with (x 0.8) = 1
and (x < 0.8) = 0 has been smoothed for computational purposes.
The first example deals with an energy landscape that has a single maximum. The reconstruction of the open probability and the gating currents are shown exemplarily in Figure
6.2 for the first holding potential. 7% artificial noise has been added to the exact data before
starting the reconstruction.
As we can see from Figure 6.2, the data sets (given in blue) are recovered very well, and
the same holds for the other holding potentials (not shown). The red curves correspond
to the data at the end of the reconstruction and cyan gives the data corresponding to the
initial guess. But we also want to use this example to illustrate the instability inherent in
the problem. Although the data error (i.e. Q form (6.1)) constantly decreases, the error
in the reconstructed parameter d
dx starts to increase after a few iterations (see Figure 6.3).
Hence, without any precautions the parameter reconstruction gets worse if we iterate too
104

1
30
0.9
25
0.8
0.7
[/(M e )]
20
0
c
0.5
15
gate
open
0.6
0.4
10
0.3
0.2
0.1
0
0
0.5
1.5
t [ms]
2.5
0
0
(a) Open probabilities
0.5
1.5
t [ms]
2.5
(b) Gating currents
Figure 6.2: (a) Time courses of open probabilities for a holding potential of 100 mV and test
pulses to 0, 20 and 40 mV; blue: data used for reconstruction, red: data after reconstruction,
cyan: data corresponding to initial guess; (b) time courses of gating currents; colour coding
as in (a).
long. Performing the iteration with a smaller stepsize k (see (6.2)) leads to a slower increase
in the parameter error.
3
5.5
5
2.8
4.5
2.6
|| exact ||
3.5
3
2.5
2
2.4
2.2
2
1.8
1.5
1.6
1
0.5
0
100
200
300
no. of iterations
(a) Residual Q
400
500
1.4
0
100
200
300
400
500
no. of iterations
(b) Error in parameter
Figure 6.3: (a) Data residual Q; (b) error in parameter
d
dx .
A regularization technique like the Landweber method with an appropriate stopping criterion
like Morozovs dicrepancy principle can be a remedy for this problem. Morozovs discrepancy
principle states that the iteration is stopped as soon as the data error is smaller than a
multiple of the data noise,
Q < ,
with e.g. = 2 and denoting the noise level. With such a stopping criterion the optimization procedure in the above example would have already stopped after the first few
iterations. The reconstructed parameter would be much closer to the exact value without losing much accuracy with respect to the data fit (compare Figure 6.3). The energy landscape
corresponding to the parameter reconstruction is shown in Figure 6.4.
Here blue denotes the exact potential that has been used to generate the data, red is the
reconstruction after 500 iterations and green is the reconstruction if the above stopping criterion would have been applied. We see that the green curve qualitatively gives the right
result, reflecting the existence of one single maximum. The unregularized red solution is
not too far off from the exact result reconstructing the main energy maximum, but it gives
105

1.5
[1/kBT]
0.5
0.5
1
0
0.2
0.4
0.6
0.8
Figure 6.4: Reconstruction of energy landscape; blue: exact value; red: reconstruction after
500 iterations; green: reconstruction after 4 iterations; cyan: initial guess.
wrong additional energy minima. The cyan curve gives the initial guess for the reconstruction.
In the second example we want to show the results for a more complex energy landscape
having two maxima. In this case only 2% noise has been added to the exact data, the other
settings are as given in Table 6.1. Also for this more complex case the reconstruction works
well, the results are shown in Figure 6.5. In particular the energy minima and maxima are
well reconstructed.
As the above reconstructions have been carried out with the exact value for the diffusion
coefficient D, we also want to investigate how robust the reconstruction is with respect to
variations in D. For this issue we fix a deviating diffusion coefficient and try to reconstruct
the energy landscape under these terms. It turns out that the reconstructions still give
qualitatively right results as long as the deviation of D from its true value is not too large.
Figure 6.6 shows an example for reconstructions with a diffusion coefficient 11% larger (D1 )
and 11% smaller (D2 ) than the exact value (no data noise).
For larger deviations in D, e.g. 25%, no reliable reconstruction of the energy landscape could
be achieved (see Figure 6.7).
Hence, in the next section we address the question what happens if the diffusion coefficient
D is not taken as a fixed quantity, but is also included as an optimization parameter.
6.2.2
Combined potential and diffusion coefficient
As we would like to reconstruct the energy landscape (more precisely its derivative d
dx ) and
the diffusion coefficient D simultaneously, our optimization variable is given by q = ( d
dx , D).
As before we want to solve
Q(q) min
qX
with Q given by (see (6.1))

1
Q=
2
T
0
1
2
|Ig (t) u (t)|2 dt.
106

0.9
25
0.8
20
0.7
15
0.5
gate
0.4
open
[/(M e )]
0.6
10
0.3
0.2
0.1
0
0
0.5
1.5
t [ms]
2.5
0
0
0.5
(a) Open probabilities
1.5
t [ms]
2.5
(b) Gating currents
0.8
1.5
0.6
0.4
1
[1/kBT]
0.2
0
0.2
0.5
0.4
0.6
0.8
0
0.2
0.4
0.6
0.8
0
0
50
100
(c) Parameter reconstruction
150
200
250
no. of iterations
300
350
400
(d) Residual Q
Figure 6.5: (a) Time courses of open probabilities for a holding potential of 100 mV and test
pulses to 0, 20 and 40 mV; blue: data used for reconstruction, red: data after reconstruction,
cyan: data corresponding to initial guess; (b) time courses of gating currents (colour coding
as in (a)); (c) reconstruction of energy landscape; blue: exact value; red: reconstruction;
cyan: initial guess; (d) data residual Q.
Both quantities d
dx and D are updated simultaneously. Again we use the adjoint approach
to compute the update direction q Q for the iterative scheme
qk+1 = qk k q Q(qk ).
For a statement of the involved equations we refer to the Appendix. The adjoint PDE system
to be solved for the Langrange parameter remains the same as in the previous identification
problem, see (6.4)-(6.7), just the computation of the update has to be modified.
Assuming a scalar diffusion coefficient, i.e. D independent of x, the simultaneous identification of energy landscape shape d
dx and diffusion coefficient D yields reasonable results. The
final reconstruction result for the hat-shaped energy profile is shown in Figure 6.8 together
with the development of the diffusion coefficient D during the iteration. The corresponding
open probabilities and gating currents for the first holding potential can be seen in Figure
6.9.
The right part of Figure 6.8 shows the evolution of the diffusion coefficient during the iteration
for two different starting values. The exact value of the diffusion coefficient has been scaled
to one for illustrative purposes. We see that in both cases, for an initial guess that is too large
and one that is too small, the exact value is approximated rather good. The corresponding
energy landscape is also nicely recovered. If we compare these results with the ones in Figure
6.7, we see that for a combined identification process we get definitively better results than
107

0.9
1.4
0.8
1.2
0.7
0.6
Popen
1.6
[1/kBT]
0.8
0.5
0.6
0.4
0.4
0.3
0.2
0.2
0.1
0.2
0
0.2
0.4
0.6
0.8
0
0
0.5
1.5
2.5
t [ms]
(a) Parameter reconstruction D1
(b) Open probabilities D1

0.9
1.5
0.8
0.7
0.6
[1/kBT]
Popen
0.5
0.5
0.4
0
0.3
0.2
0.5
0.1
1
0
0.2
0.4
0.6
0.8
(c) Parameter reconstruction D2
0
0
0.5
1.5
2.5
t [ms]
(d) Open probabilities D2
Figure 6.6: (a) Reconstruction of energy landscape for (D1 Dexact )/Dexact = 0.11; blue:
exact value; red: reconstruction; cyan: initial guess; (b) corresponding time courses of open
probabilities for a holding potential of 100 mV and test pulses to 0, 20 and 40 mV; blue:
data used for reconstruction, red: data after reconstruction, cyan: data corresponding to
initial guess; (c) reconstruction of energy landscape for (D2 Dexact )/Dexact = 0.11; (d)
corresponding time courses of open probabilities.
for the energy optimization with a fixed wrong diffusion coefficient. This holds true also for
large deviations of the diffusion coefficient, where we could not recover the right potential
shape at all in the last section.
108

0.9
1.5
0.8
1
0.7
0.6
Popen
[1/kBT]
0.5
0.5
0.4
0.3
0.5
0.2
1
0.1
1.5
0
0.2
0.4
0.6
0.8
0
0
0.5
1.5
2.5
t [ms]
(b) Open probabilities
Figure 6.7: (a) Reconstruction of energy landscape for 25% deviation in D; blue: exact value;
red: reconstruction; cyan: initial guess; (b) time courses of open probabilities for a holding
potential of 100 mV and test pulses to 0, 20 and 40 mV; blue: data used for reconstruction,
red: data after reconstruction, cyan: data corresponding to initial guess.
1.6
1.6
1.4
1.4
1.2
1.2
1
0.8
[1/kBT]
1
0.6
0.8
0.4
0.2
0.6
0.4
0.2
0.4
0
0.2
0.4
0.6
0.8
0.2
0
10
20
30
no. of iterations
40
50
(b) Diffusion coefficient
Figure 6.8: Reconstruction results for simultaneous identification of d

dx and D. (a) Reconstruction of energy landscape; blue: exact value; red: reconstruction; cyan: initial guess;
(b) development of the diffusion coefficient with exact value normalized to one; blue: exact
value, red and green: two different initial guesses for D.
0.9
25
0.8
20
0.7
Igate [/(Mc e0)]
Popen
0.6
0.5
0.4
15
10
0.3
0.2
0.1
0
0
0.5
1.5
2.5
t [ms]
0
0
0.5
1.5
2.5
t [ms]
(b) Diffusion coefficient
Figure 6.9: Data sets for simultaneous identification of d

dx and D for a holding potential of
100 mV and test pulses to 0, 20 and 40 mV; blue: data used for reconstruction, red: data
after reconstruction, cyan: data corresponding to initial guess. (a) Time courses of open
probabilities; (b) time courses of gating currents.
Chapter 7
Concluding Remarks
This thesis was dedicated to theoretical investigations regarding transport through ion channels and their gating behaviour. Mathematical models are a helpful tool to get more insights
into biophysical systems and can form a beneficial completion to experimental investigations. We have demonstrated that the presented models can in principle be used to address
questions of inverse parameter identification both in the case of ion conduction as well as regarding voltage gating. The results presented in this thesis are based on artificially generated
data to investigate the possibilities and the performance of the algorithms. The next step
is naturally the application of the developed tools to real experimental data. To be able to
do this the models, especially the gating model, need to be validated, i.e. one needs to show
that the models indeed capture the main aspects of the channel behaviour. (The PNP model
has already been successfully applied e.g. to the ryanodine receptor ([42]).) Validation can
be accomplished by checking if the model can fit a sufficiently large class of experimental
data by adjusting the current model parameters. Once a parameter set has been established,
a further step of validation is to use this parameter set to predict data that have not been
involved in the fitting procedure.
We started some investigations with respect to the cation channel TRPA1, a subfamily of
the transient receptor potential channels. A survey about these channels can be found e.g.
in [62]. Detailed structural and geometrical information is not known in the case of TRPA1
and the introduced mathematical models could help to get more insights e.g. with respect
to channel radius and the essential charged residues that are responsible for the selectivity
and conductance properties of the channel. Several mutational studies performed on the
pore region of TRPA1 ([118]) and other TRP channels ([66]) showed that the conductance
properties can be substantially altered by changing some key residues. The executed mutations either changed the charge or the size of the residues, resulting in shifts of the reversal
potential in whole cell recordings. First tests with the PNP model could qualitatively reproduce these shifts, but calibration of the model and further refinements still need to be
done. If this is accomplished and the experimental results can be reproduced satisfactorily,
one can try to address the inverse problem to get some information about the underlying
system properties or to make predictions that could suggest other interesting mutations to
be performed in the experiments.
Apart from the combination of experimental techniques and mathematical models the com109
110
CHAPTER 7. CONCLUDING REMARKS
bination of existing model types to generate more accurate and efficient schemes for the
description of ion transport is a field of major research. As we pointed out in the thesis,
every modelling approach has its advantages and drawbacks. Hence an ideal answer would
be a model that combines all the advantages from the different model classes, providing a
detailed description of the channel structure and at the same time being computationally so
efficient that e.g. inverse problems could be addressed with it. As the experimental techniques and prospects become better, allowing a more and more detailed resolution of channel
structure and composition, also efficient models that can incorporate detailed structures are
needed. The general idea would be to combine a detailed atomistic model describing the
filter region with a macroscopic description of the attached baths and a reasonable model
for the channel protein and the surrounding membrane. Apart from physical considerations
such as which regions need to be modelled in detail and which interactions have to be regarded, the coupling of discrete microscopic and macroscopic continuum models also poses
some interesting mathematical questions. Suitable transition conditions have to be defined
at the interface of the two descriptions and macroscopic quantities need to be transformed
into microscopic ones and vice versa.
Theoretical investigations of ion channel gating up to now have been restricted either to abstract models like discrete state Markov models or to models solely focussing on the voltage
sensor. The usual assumption is that if the voltage sensor is in a certain state/position the
pore opens and the channel becomes conductive. But to our knowledge there is no model
that really describes the opening process coupled to the movement of the voltage sensor. One
approach could be to start from the multi-particle Fokker-Planck model that we derived in
Chapter 4, including not only the voltage sensor but also the pore region into the simulation
domain. It would be interesting to see if a sufficiently simple mechanism could be included
that automatically leads to an opening of the pore once the voltage sensor has performed
a certain movement. In order to do this some hypothesis about the voltage sensor-pore
coupling needs to be available (e.g. a mechanical coupling or coupling via electrostatic interactions).
Similar questions could be posed regarding the pore blocking mechanism that disrupts the
ion conduction. Several possible ways have been proposed for this and it would be interesting
to see if conduction models like PNP could be supplemented with a mechanism generating
such a pore block under certain conditions. One idea put forward was e.g. the formation of
a gas bubble inside the filter that blocks the ion pathway ([98]).
Until experimental procedures are available to prove or disprove such hypotheses, mathematical models can also be a helpful tool to investigate the plausibility and feasibility of
different theories.
Appendix A
Adjoint systems
A.1
Adjoint system for full PNP model
In this section we will derive the adjoint system for optimizations with the full one-dimensional
PNP model.
The current output of the forward operator F is given by
I = e0
m1
X
zi Ji
i=1
with
Ji =
+
ex
i exp(zi c V (L) + ex
i (L)) i exp(zi c V (L) + i (L))
,
RL
1
ex ) dx
exp(z
c
V
+
i
i
L Di A
i = 1, ..., m 1
(see (3.1)).
The minimization functional reads as
1
Q(q) = ||I I ||2
2
and we want to solve
Q(q) min
q
under the constraint that V , i , i = 1, ..., m, solve the steady-state PNP system. We take
q = exp(c ). The associated Lagrange functional L = L(V, i , q, v , i ) is given by
L = Q(q) +
+
m1
XZ
i=1
f ilter
v [2
X
d
dV
zi Ai ] dx
(A
)
dx
dx
i=1
d
di
dV
dex
[Di A(
+ zi ci
+ i i )] dx
dx
dx
dx
dx
m [m R
Nm q exp(zm c V ex
m)
] dx.
q A exp(zm c V ex
m ) ds
f ilter
111
112
APPENDIX A. ADJOINT SYSTEMS
Here V = V (x) and i = i (x) denote the Lagrange parameters and the integrals are over
the system domain (i.e. from L to L) unless stated otherwise.
Computing the partial derivatives of L and setting them equal to zero,
L
V = 0
V
L
i = 0
i
L
i = 0
i
for all V
for all i , i = 1, ..., m
for all i , i = 1, ..., m, v
leads to the following PDE system to be solved for the Lagrange parameters (for fixed V ,
i , ex
i and given q):
m1
X d
d
dv
di
( A
)+
(Di A zi c i
) + FT
dx
dx
dx
dx
2
= RHS
i=1
zi A v +
d
di
dV
dex di
(Di A
) Di A (zi c
+ i )
dx
dx
dx
dx dx
= 0, i = 1, ..., m 1
zm A v + m = 0
in filter region,
with the filter term F T (only added in filter region) given by

F T = N m zm c
m q exp(zm c V ex
m)
A q exp(zm c V ex
m ) ds
f ilter
f ilter
f ilter
m q exp(zm c V ex
m ) ds
2
A q exp(zm c V ex
m ) ds)

A q exp(zm c V ex
m)
and the right-hand side

RHS = (I I ) e0
m1
X
i=1
2 i exp(zi c V (L) + ex
(L)) i+ exp(zi c V (L) + ex
i (L))
R 1 i
zi c
ex
2
( Di A exp(zi c V + i ) dx)

1
exp(zi c V + ex
i ) .
Di A
The boundary conditions to the above system are given by

i (L) = i (L) = 0,
i = 1, ..., m 1, v.
The gradient q Q is then determined by evaluating L

q , which can be computed to be
R
m q exp(zm c V ex
L
m ) dx
A exp(zm c V ex
= Nm R
m)
ex
q
( A q exp(zm c V m ) dx)2
R

m exp(zm c V ex
m)
,
ex
A q exp(zm c V m ) dx
where in this case all integrals are over the filter region.
A.2. ADJOINT SYSTEM FOR LINEAR SURROGATE MODEL
A.2
113
Adjoint system for linear surrogate model
As we used surrogate models for the identification process in Chapter 3, we will derive the
adjoint system for the linear surrogate functional in the following, which has been used in
the inner iteration in the iterated algorithm.
The aim is to minimize the following objective functional
1
Q(q) = ||S(q) g ||2
2
(A.1)
with respect to the parameter q to be identified taken as q = exp(c ). Here g stands for
the measured conductance.
The operator S describes the parameter-to-output map for the conductance g. It can be
written as
S : q 7 g(q)
with
m1
X
zi ji
i=1
m1
X
zi2 c
k
i=1
S(q) = k
RL
dv
ex
L exp(zi c V + i )i dx dx
RL 1
ex
L Di A exp(zi c V + i )dx
where k denotes a scaling constant and V , i , i and v denote the solution of the full and
linearized PDE system, depending on the parameter q.
The associated Lagrange functional L = L(v, ri , q, i ) then reads as
L = Q(q) +
m1
XZ
X
dv
d
v [
(A )
zi Ari ] dx
dx
dx
2
i=1
dri
dV
dv
dex
d
[Di A (
+ z i c ri
+ z i c i
+ ri i )] dx
dx
dx
dx
dx
dx
i=1
R
Z
ex
A q ezm c V m v ds
v
zm c V ex
m
R
)] dx
+ m [rm + zm c N q e
(R
m ds
m ds)2
A q ezm c V ex
( A q ezm c V ex
+
with i = i (x) denoting the Lagrange parameters.

Computing the partial derivatives of L and setting them equal to zero,
L
v = 0
v
L
ri = 0
ri
L
i = 0
i
for all v
for all ri , i = 0, ..., m
for all i , i = 0, ..., m, v
leads to the following PDE system to be solved for the Lagrange parameters (for fixed V ,
i , ex
i and given q):
114
m1
X d
dv
di
d
( A
)+
(Di A zi c i
) + FT
dx
dx
dx
dx
zi A v +
= RHS
i=1
d
di
dV
dex
di
i
(Di A
) Di A (zi c
+
)
dx
dx
dx
dx dx
= 0, i = 1, ..., m 1
zm A v + m = 0,
with the filter term F T given by
m zm c q exp(zm c V ex
m)
F T = Nm R
ex
A q exp(zm c V m ) dx
R

m zm c q exp(zm c V ex
m ) dx
R
A q exp(zm c V ex
m)
ex
2
( A q exp(zm c V m ) dx)
and the right-hand side
RHS = (S(q) g ) k
m1
X
i=1
zi2 c
1
Di A
ex
ezi c V +i
d zi c V +ex
i )
(e
i
ds dx
The boundary conditions are given by

i (L) = i (L) = 0,
The update is then computed by evaluating
i = 1, ..., m 1, v.
L
q :
R
ex

A q ezm c V m v ds
L
v
zm c V ex
m
R
)
= zm c N m e
(R
m ds
m ds)2
q
A q ezm c V ex
( A q ezm c V ex
R
ex
m q ezm c V m v ds zm c V ex
m
R
Ae
m ds)2
( A q ezm c V ex
R
ex
m q ezm c V m ds
ex
Aezm c V m v
R
ex
z
c
V
2
m
m ds)
( Aqe
+2
A.3
R
ex
ex

m q ezm c V m ds A q ezm c V m v ds zm c V ex
m .
R
Ae
ex
z
c
V
3
m
m ds)
( Aqe
Adjoint system for the gating model
Here we present a detailed derivation of the adjoint system for the one-dimensional FokkerPlanck like gating model.
The Lagrange functional is given by
L(p, q, ) = Q(p, q) +
1Z T
0
p
d
p
D(
dt dx,
z U) p + D
t
x
dx
x
115
A.3. ADJOINT SYSTEM FOR THE GATING MODEL
and the corresponding partial derivatives can be computed as in the following. We start by
determining the partial derivatives of the optimization functional
1
Q=
2
1
2
with
Popen (t) =
and
Ig (t) = c
|Ig (t) u (t)|2 dt
(A.2)
(x) p(x, t) dx,

0
d

p
z D
dx.
zU p + D
dx
x
It is
Q
p =
p
T
0
c
Z
1
0
T
(Popen (t) y (t)) (x) p(x, t) dx dt

Z
1
d
[z D (
zU )
(z D)] p dx
(Ig (t) u (t))
dx
x
0

+z [D(1) p(1, t) D(0) p(0, t)] dt
(Popen (t) y (t)) (x) p(x, t) dx dt

Z Z 1
d
(Ig (t) u (t)) [z D (

c
zU )
(z D)] p dx dt
dx
x
0
0
Z T

(Ig (t) u (t)) z D(1) p(1, t) D(0) p(0, t) dt.
c
0
T
Next we turn our attention to

L
p =
p
L
p :
Z 1Z T

Q
p +
+
D(
zU )
(D ) p dt dx
p
t
x
dx
x x
0
0
Z 1

(x, T ) p(x, T ) (x, 0)
p(x, 0) dx
+
0
Z T

D(1)
+
(1, t) p(1, t) D(0)
(0, t) p(0, t) dt.
x
x
0
(A.3)
= 0 has to hold for all p the resulting adjoint partial differential equation for the
Since L
p p
Lagrange parameter is given by
+
D(
zU )
(D ) = R,
t
x
dx
x x
with R given by
R(x, t) = (x) (Popen (t) y (t)) + [c
d
(z D) c z D (
zU )] (Ig (t) u (t)).
x
dx
116
The adjoint system will be solved backward in time and the appropriate initial and boundary
conditions for are determined by demanding that the boundary terms in (A.3) vanish. Since
p(x, 0) = 0 as p(x, 0) = p0 (x) is fixed, this yields
(x, T ) = 0
and
(1, t) = c z (Ig (t) u (t))

x
as well as
(0, t) = c z (Ig (t) u (t))

x
(assuming D(1) 6= 0, D(0) 6= 0).
As the Fokker-Planck model actually depends solely on the derivative = d
dx of the energy
landscape and not on its absolute value , it makes more sense to consider q = instead of
q = . For the optimization functional we get
Q b
= c
1Z T
0
z D p (Ig (t) u (t)) dt b dx
and the partial derivative of the Lagrange functional
is then given by
Z 1Z T
Q b
+
D p b dt dx
0 x
0
Z 1Z T

D p c z D p (Ig (t) u (t)) b dt dx,
=
x
0
0
L b
=
making use of the no-flux boundary conditions on p.

It might also be necessary to consider the diffusion coefficient D as the optimization parameter, q = D. The derivatives in this case are given by
Q
D = c
D
1Z T
0
d
p
dx
(Ig (t) u (t)) z (
dt D
zU )p +
dx
x
and
Z 1Z T
d
Q
p
(
D dt dx
D +
zU )p +
D
dx
x
0
0 x
Z 1Z T
d
p
p
d
dx.
(
c (Ig (t) u (t)) z (
dt D
zU )p +
zU )p +
=
dx
x
dx
x
0 x
0
L
D =
D
Note that
terms arising from the partial integration vanish since the flux
the boundary
p
J = D ( d
zU
)p
+
dx
x vanishes at the boundaries.
In the case that both parameters and D should be optimized at the same time, the partial
L
L L
derivative L
q for q = ( , D) is given by q = ( , D ).
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Eidesstattliche Erkl
arung
Ich, Kattrin Arning, erklare an Eides statt, dass ich die vorliegende Dissertation selbstandig
und ohne fremde Hilfe verfasst, andere als die angegebenen Quellen und Hilfsmittel nicht
benutzt bzw. die w
ortlich oder sinngema entnommenen Stellen als solche kenntlich gemacht
habe.
Linz, Oktober 2009
Kattrin Arning
Curriculum Vitae
Personal Data
Name:
Date of birth:
Place of birth:
Nationality:
Family status:
Kattrin Arning
08.04.1982
Bremen, Germany
German
married
Education
1988-1998:
1998-2001:
2001-2006:
since 2006:
Grundschule Arsten (elementary school)

Bilinguales Gymnasium Habenhausen (grammar school), Bremen
bilinguale Oberstufe (highschool), Bremen
Technomathematik with minor subject physics
at the University of Bremen, Germany
PhD studies in the DK Molecular Bioanalytics
at the University of Linz, Austria
Career
since 2006:
research assistant at the Radon Institute

for Computational and Applied Mathematics (RICAM),
Austrian Academy of Sciences

Mathematical Modelling and Simulation

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Mathematical Modelling and Simulation

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JOHANNES KEPLER

Mathematical Modelling and Simulation

Dipl.-Math.techn. Kattrin Arning

Radon Institute for Computational and Applied Mathematics

Univ. Prof. Dipl. Ing. Dr. Martin Burger (Betreuung)

Linz, Oktober 2009

Die Mathematik ist das Alphabet,

Ionentransport durch einzelne Kanalproteine und zum anderen das Offnen

2 Modelling ion conduction

3 Inverse problems with PNP

4 Gating of Ion Channels

5 The Cole-Moore effect

1.2. ON THIS WORK

Modelling of ion conduction on

The Poisson-Nernst-Planck model

The macroscopic model based on the Poisson-Nernst-Planck (PNP) equations is used to

CHAPTER 2. MODELLING ION CONDUCTION

2.1. THE POISSON-NERNST-PLANCK MODEL

Figure 2.1: Simplified sketch of the two-dimensional system.

CHAPTER 2. MODELLING ION CONDUCTION

The classical PNP approach ignores the short-range interaction terms ex

2.1. THE POISSON-NERNST-PLANCK MODEL

2 (we are going to omit the subscript s and the subscript

CHAPTER 2. MODELLING ION CONDUCTION

where the ideal part is given by

2.1. THE POISSON-NERNST-PLANCK MODEL

CHAPTER 2. MODELLING ION CONDUCTION

Local Density Approximation

= O(1) ; |k |Rk3 = O(1);

= O(1) ; |D2 k |Rk3 = O(1)

[k (x) + k (k (x, x )) (x x)] dx

2.1. THE POISSON-NERNST-PLANCK MODEL

x) d = 0, the second term on the right-hand side vanishes. The last

(x x)T (D2 k )(x)(x x) d

Straightforward computations show that

CHAPTER 2. MODELLING ION CONDUCTION

with Id denoting the identity. With this we get that

The two remaining vector quantities nV 1 and nV 2 can be computed as follows:

BR (x) (x x) d = 0. The second integral can be computed to be

and the last term also evaluates to zero. Hence we get

Analogously nV 1 can be computed to be

2.1. THE POISSON-NERNST-PLANCK MODEL

which can be computed to be

CHAPTER 2. MODELLING ION CONDUCTION

2.1. THE POISSON-NERNST-PLANCK MODEL

Derivation of the 1D-Poisson-Nernst-Planck model

CHAPTER 2. MODELLING ION CONDUCTION

denotes the one-dimensional concentration and

2.1. THE POISSON-NERNST-PLANCK MODEL

CHAPTER 2. MODELLING ION CONDUCTION

Figure 2.4: Simplified sketch of the two-dimensional system.

coefficient. For clear arrangement we use the abbreviation z = z

with the flux Ji given by Ji = Di i + zi keB0T i V +

and n denoting the

2.1. THE POISSON-NERNST-PLANCK MODEL

CHAPTER 2. MODELLING ION CONDUCTION

u0 (x, y, t) = v(x, t) e (x,y) ,

where we have inserted the above expression for u0 = ve ;

Now we have the one-dimensional quantities

2.1. THE POISSON-NERNST-PLANCK MODEL

and the continuity equations are given by

Analysis of the 1D-Poisson-Nernst-Planck model

CHAPTER 2. MODELLING ION CONDUCTION

Other modelling approaches