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# Introduction

## Introduction

We are engaged in the physical problems that can be mathematically modelized by the Laplacian transfer problem . These are : the diffusion through semi-permeable membranes and the electrode problem , the heterogeneous catalysis , the NMR in porous environment , etc.

Consider the diffusion of particles from the source (usually supposed planar) to the semi-permeable membrane with rather complex geometry, see Fig. 1a. In the steady-state regime, the concentration of particles $`C`$ obeys the Laplacian equation,

$$\mathrm{\Delta }C=0.$$
(1)
The flux of particles in the bulk obeys Fick’s law, $`𝚽=DC`$, where $`D`$ is the diffusion coefficient. The flux across the surface is given by $`\mathrm{\Phi }_n=WC`$, where $`W`$ is the permeability of the membrane (the probability per unit time, surface, and concentration for a particle to cross the membrane). Equating these two fluxes, we obtain the mixed boundary condition,

$$\frac{C}{n}=\frac{1}{\mathrm{\Lambda }}C,$$
(2)
often called also Fourier or Robin boundary condition. The physical parameter $`\mathrm{\Lambda }=D/W`$ plays an important role in this treatment.

In the electrode problem (see Fig. 1b), there are a planar and an irregular electrodes (with an interface resistivity $`r`$), placed in an electrolyte with a resistivity $`\rho `$. The electric potential $`V`$ obeys the Laplace equation $`\mathrm{\Delta }V=0`$ in the bulk of the electrolyte. The boundary condition (2) is obtained by equating the current from the electrolyte, $`V/\rho `$, to the current $`V/r`$ crossing the electrode surface, with $`\mathrm{\Lambda }=r/\rho `$.

For the heterogeneous catalysis, a catalyst of a complex geometry (with the reactivity $`K`$) is placed in a solution. When a molecule $`A`$ diffusing in the solution, reaches the catalytic surface, it transforms into $`A^{}`$ with reaction rate $`K`$. As above, the concentration of molecules $`A`$ obeys the Laplace equation (1). The boundary condition (2) with $`\mathrm{\Lambda }=D/K`$ is obtained due to the mass conservation.

The same arguments allow to describe the NMR in the porous environment by the Laplace equation under the mixed boundary condition. So, all these different phenomena are described by the same mathematical formalism (see ,  for details).

The Laplacian transfer problem is significantly more complex than the corresponding Dirichlet or Neumann problem. In order to find the solution, Filoche and Sapoval  proposed the following program :

– to choose the appropriate discretization;

– to solve the discrete problem;

– to take the continuous limit.

For these purposes, they introduced the Brownian self-transport operator $`Q`$. This operator controls the properties of the Laplacian transfer and depends only on the geometry of membrane’s boundary. It can be easily defined for a given discrete membrane: $`Q_{k,n}`$ is the probability of first contact with the membrane on the $`n`$-th site if started from the $`k`$-th site (without touching other sites!). This is exactly the problem of the hitting probabilities on the lattice. So, if one can calculate $`Q`$ for any “reasonable” membrane, the Laplacian transfer problem would be solved (except the difficulties related with the continuous limit). In this paper, we construct the Brownian self-transport operator for the membranes with a rather general geometry.

Now we should specify what the term “reasonable membrane” means. For the moment, we confine ourselves to the two-dimensional case (square lattice) in order to clarify the representation of our treatment. When two-dimensional results are obtained, we shall explain how they can be generalized for the multi-dimensional case. On a square lattice, the Laplacian equation (1) becomes

$$4C_{x,y}C_{x+1,y}C_{x1,y}C_{x,y+1}C_{x,y1}=0,$$
(3)
i.e., diffusion can be modelized by simple random walks. We suppose that the membranes are quite regular. It means that one can choose such discretization that the number of singular points is negligible by comparison with the number of regular points (contrariwise to the case of fractal membranes). As we decided to work on the square lattice, we should represent the membrane as a sequence of horizontal and vertical segments. The last difficulty concerns with corners. The problem is that a corner point is connected with two lattice points whereas a regular point is connected with only one lattice point. We would like to be indemnified from these ambiguities222 The other reason to avoid the corner points is related with numerical simulations. Indeed, to verify our analytical results we should solve the problem of Laplacian transfer numerically. And here it is not clear how to treat the corner points.. To avoid the corner points, we use the following rules333 These rules were described, in particular, in . :

– for the internal corner (see Fig. 2a, 2b), we carry the corner point from the boundary to the bulk of membrane.

– for the external corner (see Fig. 2c, 2d), we completely remove the corner point from the lattice. The links from the boundary to these points are also removed. Two other links are closed to each other.

This operation preserves the connectivity of the lattice and eliminates the singularities (corner points).

Section 1 introduces definitions and restrictions which allow us to reach final results. Section 2 is devoted to the technique developped in our previous paper  for one-dimensional regular surfaces with compact support. Note that the actual treatment is partially based on the previous results. The distribution of hitting probabilities for a two-dimensional finite membrane is obtained in Section 3. The generalization of these results for multi-dimensional case is described in Section 4. In Section 5, we explicitly construct the Brownian self-transport operator. Some important generalizations are given in Section 6. Section 7 describes some numerical results in order to verify the method. In the last section we make conclusions.

## 1  Definitions

Consider a square lattice $`𝒵^2`$ on a plane. A path is a sequence (finite or infinite) of points $`\{A_n\}𝒵^2`$ such that $`n|A_nA_{n1}|=1`$, where $`|AB|`$ denotes the distance between two points $`A`$ and $`B`$.

The sequence of points $`𝒮=\{(x_m,y_m)𝒵^2:m𝒵\}`$ is called membrane’s boundary if it obeys the following conditions :

1. Bijection: Index $`m`$ enumerates the points $`(x_m,y_m)`$, i.e., there is one-to-one correspondance (bijection) between the set of integer numbers $`𝒵`$ and the set of boundary points $`𝒮`$.

2. Boundary: $`𝒮`$ separates the lattice $`𝒵^2`$ in two disjoint444 I.e., there is no path from one set to another which does not pass through a point in $`𝒮`$. sets – $``$ and $`_0`$external and internal points.

3. Accessibility: Any point of $`𝒮`$ is accessible from all external and internal points, i.e., for any $`(x,y)𝒮`$ and any $`(x_m,y_m)𝒮`$ there exists a path $`\{A_n\}`$ such that $`A_1=(x,y)`$ and $`\{A_n\}𝒮=(x_m,y_m)`$.

4. Compactness: There is only finite number $`M`$ of boundary points (in $`𝒮`$) which do not lie on the horizontal axis, i.e., the non-plane part of the membrane has a finite size.

Set $`=_0𝒮`$ is called finite membrane.

Once chosen, points $`(x_m,y_m)`$ are assumed fixed in all following calculations. We always use notations $`x_m`$ (or $`x_n`$) and $`y_m`$ (or $`y_n`$) for abscissae and ordinates of boundary points.

In order to simplify expressions and to avoid possible ambiguities, we introduce the following conventions:

– the bulk of membrane is placed in the lower half plane (except, possibly, a finite number of points);

– non-plane boundary points are enumerated by index $`m=1..M`$, i.e.,

$$m[1..M]y_m0,m[1..M]y_m=0.$$

Let us discuss the definition of the finite membrane. The boundary and accessibility conditions provide that boundary points take their places sufficiently close to each other, i.e., $`mn|(x_m,y_m)(x_n,y_n)|\sqrt{2}`$. The accessibility condition prohibits the existence of corner points (see Fig. 3a, 3b). Moreover, this condition forbids also the “diagonal” points (see Fig. 3c). This means that membrane’s boundary is composed of horizontal and vertical segments just as required. So, we can conclude that these two conditions provide all the necessary properties which were described in the Introduction.

The compactness condition is essential to achieve our goal. This condition means that the membrane is composed by three parts: two plane “tails” on the same height, and one intermediate (non-trivial) part that can be very complex but finite. The importance of the compactness condition was throughly discussed in the previous paper, and we do not repeat it here. Note that in practice, this condition is not too restrictive because usually one considers the finite number of sites.

According to the bijection condition, we can define the function $`𝒥(x,y)`$ which gives the index of the boundary points $`(x,y)`$, i.e., $`𝒥(x_m,y_m)=m`$. Note that this function is defined only on the boundary points: if $`(x,y)𝒮`$, $`𝒥(x,y)`$ has no value. We shall use the following convention:

if $`(x,y)𝒮`$, the object containing $`𝒥(x,y)`$ is equal to $`0`$.

For example, if we write $`e^{i𝒥(x,y)\theta }`$, we always mean $`e^{i𝒥(x,y)\theta }\chi _𝒮(x,y)`$, where

$$\chi _S(x,y)=\{\begin{array}{cc}1,\text{if}\text{ }(x,y)𝒮,\hfill & \\ 0,\text{if}\text{ }(x,y)𝒮.\hfill & \end{array}$$

Note that it is just a useful convention to simplify the expressions.

We call all the points $`\{(x,y)𝒵^2:y=n\}`$ the $`n^{th}`$ level. We say that the membrane’s boundary lies between $`(N^{})^{th}`$ and $`N^{th}`$ levels if

$$N=\mathrm{max}\{y_m\},N^{}=\mathrm{min}\{y_m\}.$$

The external point $`A`$ is called near-boundary point, if there exists $`m`$ such that $`|A(x_m,y_m)|=1`$, i.e., $`A`$ lies “near” the membrane’s bourdary. The functions defined on these points, are called near-boundary functions (see below). We enumerate these points (and functions) by the same index $`m`$ as for boundary points. Note that usually we suppose $`m[1,M]`$, i.e., we take into account near-boundary points which lie near the non-plane part of the membrane.

The external points $`(x,0)`$ are called ground points. The functions defined on these points, are called ground functions. Let us enumerate ground points $`(\overline{x}_g,0)`$ by index $`g[1,G]`$ using bar notation for their abscissae. Note that there exist membranes without ground points (see Fig. 5a for example).

We introduce the outer normal $`(\delta x_m,\delta y_m)`$ for each site of the membrane’s boundary. Due to the accessibility condition, we have no corner points, therefore this vector is correctly defined. Note that $`m`$-th near-boundary point is just $`(x_m+\delta x_m,y_m+\delta y_m)`$, i.e., the outer normal is a vector directed from the boundary point to the corresponding near-boundary point.

Let $`P_{x,y}(n)`$ be the hitting probability, i.e., the probability of the first contact with the membrane on point $`(x_n,y_n)`$ if started from an external point $`(x,y)`$ without touching other boundary points. Their characteristic functions $`\varphi _{x,y}(\theta )`$ are

$$\varphi _{x,y}(\theta )=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}P_{x,y}(m)e^{im\theta }.$$

The inverse Fourier transform allows to obtain $`P_{x,y}(m)`$,

$$P_{x,y}(m)=\underset{\pi }{\overset{\pi }{}}\frac{d\theta }{2\pi }e^{im\theta }\varphi _{x,y}(\theta ).$$

## 2  Technique developped in

Here we briefly present the technique which was developped in  to obtain the distribution of hitting probabilities for a regular surface with compact support. All the details can be found in this paper.

The discrete Laplacian equation (3) in terms of characteristic functions is simply

$$\varphi _{x,y}(\theta )=\frac{1}{4}\left[\varphi _{x+1,y}(\theta )+\varphi _{x1,y}(\theta )+\varphi _{x,y1}(\theta )+\varphi _{x,y+1}(\theta )\right].$$
(4)
Using the convolution properties of hitting probabilities and their normalization, one obtains the distribution of hitting probabilities for a planar surface,

$$P_{x,y}^{(planar)}(m)=\underset{\pi }{\overset{\pi }{}}\frac{d\theta }{2\pi }e^{i(xx_m)\theta }\phi ^{|y|}(\theta )=H_{xx_m}^y,$$
(5)
where function $`\phi (\theta )`$ is

$$\phi (\theta )=2\mathrm{cos}\theta \sqrt{(2\mathrm{cos}\theta )^21}.$$
(6)
We wrote $`\phi ^{|y|}(\theta )`$ given that for the lower half plane ($`y<0`$) one has exactly the same result due to reflection symmetry.

For the non-planar membrane, relations (4) remain valid for external points, but there are also membrane’s points where it is not true. Nevertheless, we preserve this form by adding the correction term which equals to $`0`$ on external points.

In order to simplify manipulation with characteristic functions, we introduce vectors $`\mathrm{\Phi }^{(y)}(\theta )`$ containing all $`\varphi _{x,y}(\theta )`$ on the $`y`$-th level with $`|x|L`$ (at the end of calculations $`L\mathrm{}`$). We can write (4) as

$$A\mathrm{\Phi }^{(y)}(\theta )=\mathrm{\Phi }^{(y1)}(\theta )+\mathrm{\Phi }^{(y+1)}(\theta )+\mathrm{\Delta }\mathrm{\Phi }^{(y)}(\theta ),$$

where $`A`$ is tridiagonal matrix with elements: $`A_{i,i}=4`$, $`A_{i,i+1}=A_{i+1,i}=1`$ (we also introduce an insignificant modification $`A_{L,L}=A_{L,L}=1`$ to have the cyclic structure of $`A`$), $`\mathrm{\Delta }\mathrm{\Phi }^{(y)}`$ is the correction for membrane’s points. Matrix $`A`$ has eigenvalues

$$\lambda _h=42\mathrm{cos}\theta _h,\text{with}\text{ }\theta _h=2\pi h/(2L+1),h\{L,\mathrm{},L\}$$

and eigenvectors $`V_h`$ whose $`l`$-th component is simply $`e^{il\theta _h}`$. We decompose $`\mathrm{\Phi }^{(y)}(\theta )`$ and $`\mathrm{\Delta }\mathrm{\Phi }^{(y)}(\theta )`$ on the base of $`V_h`$,

$$\mathrm{\Phi }^{(y)}(\theta )=\frac{1}{2L+1}\underset{h=L}{\overset{L}{}}c_y(\theta ,\theta _h)V_h,\mathrm{\Delta }\mathrm{\Phi }^{(y)}(\theta )=\frac{1}{2L+1}\underset{h=L}{\overset{L}{}}\mathrm{\Delta }c_y(\theta ,\theta _h)V_h.$$

Their coefficients $`c_y`$ and $`\mathrm{\Delta }c_y`$ obey the recurrence relations

$$\lambda _hc_y(\theta ,\theta _h)=c_{y1}(\theta ,\theta _h)+c_{y+1}(\theta ,\theta _h)+\mathrm{\Delta }c_y(\theta ,\theta _h).$$
(7)
So, the problem now is to find $`c_y(\theta ,\theta _h)`$. It can be solved in two steps. First, using (7) with certain conditions, we can express $`c_y`$ in terms of $`\mathrm{\Delta }c_y`$, $`\lambda _h`$ and $`\phi (\theta )`$. Second, we have to find $`\mathrm{\Delta }c_y`$. The first step was made in :

– taking sufficiently large $`N_u`$ and $`N_l`$, we impose two conditions to close the recurrence relations (7),

$$c_{N_u+1}(\theta ,\theta _h)\phi (\theta )c_{N_u}(\theta ,\theta _h),c_{N_l}(\theta ,\theta _h)=0.$$
(8)
Note that the first condition is an approximate relation;

– we find the explicit solution of (7), i.e., we express $`c_y`$ in terms of $`c_0`$ and $`\{\mathrm{\Delta }c_y^{}\}`$ (see Conclusions for more details);

– we take the limit $`N_u\mathrm{}`$ and $`N_l\mathrm{}`$ to obtain

$$c_y(\theta ,\theta _h)=\phi ^{|y|}(\theta _h)c_0(\theta ,\theta _h)+\underset{y^{}=N^{}}{\overset{N}{}}\left[\gamma _y^{}^{(y)}(\theta _h)+\gamma _y^{}^{(y)}(\theta _h)\right]\mathrm{\Delta }c_y^{}(\theta ,\theta _h),$$
(9)
where

$$\gamma _y^{}^{(y)}(\theta _h)=\underset{j=1}{\overset{\mathrm{min}\{y,y^{}\}}{}}[\phi (\theta _h)]^{2j1+|yy^{}|}$$
(10)
(here we use the convention that $`_{j=a}^b`$ is equal to $`0`$ if $`b<a`$, i.e., $`\gamma _y^{}^{(y)}`$ is equal to $`0`$ if $`y0`$ or $`y^{}0`$). Note that using only two simple identities,

$$\phi ^2(\theta _h)\lambda _h\phi (\theta _h)+1=0,\gamma _y^{}^{(y+1)}(\theta _h)\lambda _h\gamma _y^{}^{(y)}(\theta _h)+\gamma _y^{}^{(y1)}(\theta _h)=\delta _{y,y^{}}(y>0),$$
(11)
one can verify directly, without intermediate steps of , that (9) is the solution of recurrence relations (7). Now we write $`\varphi _{x,y}(\theta )`$ as

$$\varphi _{x,y}(\theta )=\underset{h=L}{\overset{L}{}}\frac{e^{ix\theta _h}}{2L+1}\left[\phi ^{|y|}(\theta _h)c_0(\theta ,\theta _h)+\underset{y^{}=N^{}}{\overset{N}{}}\left(\gamma _y^{}^{(y)}(\theta _h)+\gamma _y^{}^{(y)}(\theta _h)\right)\mathrm{\Delta }c_y^{}(\theta ,\theta _h)\right].$$
(12)
So, the first step of our program is completed. Note that all the above results are exactly the same as for a regular surface with compact support (by this reason we did not explain all details of calculation). Now we are ready to pass to the second step : to find $`\mathrm{\Delta }c_y^{}(\theta ,\theta _h)`$ and $`c_0(\theta ,\theta _h)`$. These coefficients significantly depend on the membrane’s geometry. Thus we cannot use the expressions of , and we should recalculate $`\mathrm{\Delta }c_y^{}(\theta ,\theta _h)`$ and $`c_0(\theta ,\theta _h)`$.

## 3  Two-dimensional finite membrane

### 3.1  Coefficients $`\mathrm{\Delta }c_y^{}`$.

To calculate $`\mathrm{\Delta }c_y^{}`$ we should define explicitly what $`\mathrm{\Delta }\mathrm{\Phi }^{(y^{})}`$ is. We recall that these vectors were introduced in order to write correctly the expression (4) for the membrane’s points. In other words, relations (4) are satisfied automatically for any external point, but they should be imposed artificially for any point of the membrane.

For membrane’s point we have

$$\varphi _{x,y}(\theta )=\{\begin{array}{cc}e^{i𝒥(x,y)\theta },\text{if}\text{ }(x,y)𝒮,\hfill & \\ 0,\text{if}\text{ }(x,y)\backslash 𝒮,\hfill & \end{array}$$
(13)
because particles cannot penetrate in the depth of the membrane. The first line of (13) represents the condition $`P_{x_m,y_m}(n)=\delta _{m,n}`$. Indeed, if a particle starts from the boundary point $`(x_m,y_m)`$, it should be immediately absorbed by this point. In other words, the probability to be absorbed by the $`m`$-th site is equal to $`1`$ while the other sites have no chance. Expression (13) means that in $`\mathrm{\Delta }\mathrm{\Phi }^{(y^{})}`$ there is only the contribution of boundary points and of membrane’s points near boundary. A simple verification shows that

$$(\mathrm{\Delta }\mathrm{\Phi }^{(y^{})})_x^{}=\chi _{}(x^{},y^{})[4e^{i𝒥(x^{},y^{})\theta }e^{i𝒥(x^{}+1,y^{})\theta }$$
(14)
$$e^{i𝒥(x^{}1,y^{})\theta }e^{i𝒥(x^{},y^{}+1)\theta }e^{i𝒥(x^{},y^{}1)\theta }\varphi _{[𝒥(x^{},y^{})]}(\theta )],$$

where we enumerate near-boundary functions with the help of function $`𝒥(x^{},y^{})`$ (we use notation $`\varphi _{[m]}`$ for the near-boundary function with index $`m`$). Again we insist to use our convention about $`𝒥(x^{},y^{})`$, i.e., in expression (14) there are only the terms where corresponding point lies on $`𝒮`$.

Using (14), we determine $`\mathrm{\Delta }c_y^{}`$ according to its definition,

$$\mathrm{\Delta }c_y^{}(\theta ,\theta _h)=\underset{x^{}=L}{\overset{L}{}}e^{ix^{}\theta _h}(\mathrm{\Delta }\mathrm{\Phi }^{(y^{})})_x^{}.$$

Usually there are a few nonzero components of $`\mathrm{\Delta }\mathrm{\Phi }^{(y^{})}`$ for each $`y^{}`$. Indeed, according to the formula (14), $`(\mathrm{\Delta }\mathrm{\Phi }^{(y^{})})_x^{}`$ is defined by the boundary points and by the membrane’s points near the boundary. But on the $`n`$-th level there are a few such points, if $`n0`$. On the contrary, on the level zero there is an infinity of the boundary points due to the plane “tails”. Thus, the vector $`(\mathrm{\Delta }\mathrm{\Phi }^{(1)})`$ has exceptional structure. It contains the usual terms due to the non-trivial part of the membrane, and the contribution of plane “tails”.

### 3.2  Boundary points’ contribution

Let us calculate the contribution of the $`m`$-th boundary point to $`\varphi _{x,y}(\theta )`$ (see the second term in (12)). During these calculations we consider the case $`y>0`$, i.e., we write just $`\gamma _y^{}^{(y)}`$ omitting $`\gamma _y^{}^{(y)}`$. The opposite case $`y<0`$ is obtained by reflection of all ordinates with respect to the horizontal axis, $`yy`$, $`y^{}y^{}`$.

Following the direction of the outer normal, there are four possible positions of the boundary point. Let us consider the case when $`(\delta x_m,\delta y_m)=(0,1)`$ (see Fig. 4). We suppose that the boundary point does not lie near the corners (i.e., we consider general position of the boundary point). The points near corners will be considered separately in Appendices 9.1. Note that these points give the additional corrections due to the lattice distortion caused by the procedure of corner’s removing. Usually their influence is negligible, and we do not account them here (see Appendices for more details).

The boundary point $`B=(x_m,y_m)`$ has four neighbours: one external point $`E`$, one internal point $`I`$, and two boundary points $`B_1`$ and $`B_2`$ with indices $`m_1`$ and $`m_2`$. Let us write accurately the corrections for all these points. Using (14), we obtain

| $`B:`$ | $`\mathrm{\Delta }\varphi _{x_m,y_m}(\theta )=4e^{im\theta }\varphi _{[m]}(\theta )e^{im_1\theta }e^{im_2\theta }`$, | $`e^{ix_m\theta _h}\gamma _{y_m}^{(y)}(\theta _h)`$. |
| --- | --- | --- |
| $`B_1:`$ | $`\mathrm{\Delta }\varphi _{x_m1,y_m}(\theta )=4e^{im_1\theta }\varphi _{[m_1]}(\theta )e^{im\theta }e^{im^{}\theta }`$, | $`e^{i(x_m1)\theta _h}\gamma _{y_m}^{(y)}(\theta _h)`$. |
| $`B_2:`$ | $`\mathrm{\Delta }\varphi _{x_m+1,y_m}(\theta )=4e^{im_2\theta }\varphi _{[m_2]}(\theta )e^{im\theta }e^{im^{\prime \prime }\theta }`$, | $`e^{i(x_m+1)\theta _h}\gamma _{y_m}^{(y)}(\theta _h)`$. |
| $`I:`$ | $`\mathrm{\Delta }\varphi _{x_m,y_m1}(\theta )=e^{im\theta }`$, | $`e^{ix_m\theta _h}\gamma _{y_m1}^{(y)}(\theta _h)`$. |
| $`E:`$ | $`\mathrm{\Delta }\varphi _{x_m,y_m+1}(\theta )=0`$, | $`e^{ix_m\theta _h}\gamma _{y_m+1}^{(y)}(\theta _h)`$. |

The third column represents the weight factor of corresponding point (see formula (12)). Now we group together all terms containing factor $`e^{im\theta }`$, and call such a group the boundary point’s contribution $`Z_m`$ (we also add to this group the corresponding near-boundary function $`\varphi _{[m]}`$),

$$Z_m=e^{im\theta ix_m\theta _h}\times \{\begin{array}{cc}(42\mathrm{cos}\theta _h)\gamma _{y_m}^{(y)}\gamma _{y_m1}^{(y)},\text{if}\text{ }(\delta x_m,\delta y_m)=(0,1),\hfill & \\ (42\mathrm{cos}\theta _h)\gamma _{y_m}^{(y)}\gamma _{y_m+1}^{(y)},\text{if}\text{ }(\delta x_m,\delta y_m)=(0,1),\hfill & \\ (4e^{i\theta _h})\gamma _{y_m}^{(y)}\gamma _{y_m1}^{(y)}\gamma _{y_m+1}^{(y)},\text{if}\text{ }(\delta x_m,\delta y_m)=(1,0),\hfill & \\ (4e^{+i\theta _h})\gamma _{y_m}^{(y)}\gamma _{y_m1}^{(y)}\gamma _{y_m+1}^{(y)},\text{if}\text{ }(\delta x_m,\delta y_m)=(1,0)\hfill & \end{array}$$

$$e^{ix_m\theta _h}\gamma _{y_m}^{(y)}\varphi _{[m]}(\theta )$$

(the first line corresponds to Fig. 4; three other cases can be obtained by analogy). We see that these contributions are similar. We complete each one by substracting and adding corresponding term, i.e.,

$$Z_m=Z_m^{(complete)}+\{\begin{array}{cc}e^{im\theta ix_m\theta _h}\gamma _{y_m+1}^{(y)},\text{if}\text{ }(\delta x_m,\delta y_m)=(0,1),\hfill & \\ e^{im\theta ix_m\theta _h}\gamma _{y_m1}^{(y)},\text{if}\text{ }(\delta x_m,\delta y_m)=(0,1),\hfill & \\ e^{im\theta ix_m\theta _h}\gamma _{y_m}^{(y)}e^{i\theta _h},\text{if}\text{ }(\delta x_m,\delta y_m)=(1,0),\hfill & \\ e^{im\theta ix_m\theta _h}\gamma _{y_m}^{(y)}e^{i\theta _h},\text{if}\text{ }(\delta x_m,\delta y_m)=(1,0),\hfill & \end{array}$$
(15)
where

$$Z_m^{(complete)}=e^{im\theta ix_m\theta _h}\left[(42\mathrm{cos}\theta _h)\gamma _{y_m}^{(y)}\gamma _{y_m1}^{(y)}\gamma _{y_m+1}^{(y)}\right]e^{ix_m\theta _h}\gamma _{y_m}^{(y)}\varphi _{[m]}(\theta ).$$

Using the second identity of (11), we write

$$Z_m^{(complete)}=e^{im\theta ix_m\theta _h}\delta _{y,y_m}e^{ix_m\theta _h}\gamma _{y_m}^{(y)}\varphi _{[m]}(\theta ).$$

With the help of the outer normal $`(\delta x_m,\delta y_m)`$, we can simplify (15),

$$Z_m=e^{im\theta ix_m\theta _h}\left(\delta _{y,y_m}+\gamma _{y_m+\delta y_m}^{(y)}(\theta _h)e^{i\delta x_m\theta _h}\right)e^{ix_m\theta _h}\gamma _{y_m}^{(y)}(\theta _h)\varphi _{[m]}(\theta ).$$
(16)
### 3.3  Distribution of hitting probabilities

Now we can come back to the main problem. Expression (12) contains two terms which can be denoted as $`\varphi _{x,y}^{(1)}(\theta )`$ and $`\varphi _{x,y}^{(2)}(\theta )`$. We are going to simplify each of them independently.

Let us consider the first term,

$$\varphi _{x,y}^{(1)}(\theta )=\underset{h=L}{\overset{L}{}}\frac{e^{ix\theta _h}}{2L+1}\phi ^{|y|}(\theta _h)c_0(\theta ,\theta _h).$$

Following the definition of $`c_y(\theta ,\theta _h)`$, we have

$$c_0(\theta ,\theta _h)=(\mathrm{\Phi }_0,V_h)=\underset{x^{}=L}{\overset{L}{}}e^{ix^{}\theta _h}\varphi _{x^{},0}(\theta ).$$

The level zero can contain external and membrane’s points. Characteristic functions $`\varphi _{x,0}(\theta )`$ for the membrane’s points are given by (13). The external points on the level zero were called ground points, and they are enumerated by index $`g=1..G`$. Thus,

$$c_0(\theta ,\theta _h)=\underset{x^{}=L}{\overset{L}{}}e^{ix^{}\theta _h}e^{i𝒥(x^{},0)\theta }+\underset{g=1}{\overset{G}{}}e^{i\overline{x}_g\theta _h}\varphi _{\overline{x}_g,0}(\theta ).$$

Substituting this expression into $`\varphi _{x,y}^{(1)}(\theta )`$ and taking the limit $`L\mathrm{}`$, we obtain

$$\varphi _{x,y}^{(1)}(\theta )=\underset{x^{}=\mathrm{}}{\overset{\mathrm{}}{}}e^{i𝒥(x^{},0)\theta }H_{xx^{}}^y+\underset{g=1}{\overset{G}{}}H_{x\overline{x}_g}^y\varphi _{\overline{x}_g,0}(\theta ).$$
(17)
This is the contribution of the level zero.

The second term,

$$\varphi _{x,y}^{(2)}(\theta )=\underset{h=L}{\overset{L}{}}\frac{e^{ix\theta _h}}{2L+1}\underset{y^{}=N^{}}{\overset{N}{}}\underset{x^{}=L}{\overset{L}{}}\gamma _y^{}^{(y)}(\theta _h)e^{ix^{}\theta _h}(\mathrm{\Delta }\mathrm{\Phi }^{(y^{})})_x^{},$$

represents other levels except level zero. Summation over $`x^{}`$ and $`y^{}`$ can be replaced by the sum of the boundary points’ contributions,

$$\varphi _{x,y}^{(2)}(\theta )=\underset{h=L}{\overset{L}{}}\frac{e^{ix\theta _h}}{2L+1}\underset{m=1}{\overset{M}{}}Z_m.$$

Using (16), we write the limit $`L\mathrm{}`$ for the case $`y0`$,

$$\varphi _{x,y}^{(2)}(\theta )=\underset{\pi }{\overset{\pi }{}}\frac{d\theta ^{}}{2\pi }\underset{m=1}{\overset{M}{}}e^{i(xx_m)\theta ^{}}\left[e^{im\theta }\delta _{y,y_m}+e^{im\theta }\gamma _{y_m+\delta y_m}^{(y)}(\theta ^{})e^{i\delta x_m\theta ^{}}\gamma _{y_m}^{(y)}(\theta ^{})\varphi _{[m]}(\theta )\right].$$

Changing the order of summation and integration, we obtain

$$\varphi _{x,y}^{(2)}(\theta )=\underset{m=1}{\overset{M}{}}\left[e^{im\theta }\delta _{x,x_m}\delta _{y,y_m}+e^{im\theta }D_{xx_m\delta x_m}^{y,y_m+\delta y_m}D_{xx_m}^{y,y_m}\varphi _{[m]}(\theta )\right]$$
(18)
where we introduced coefficients

$$D_x^{y,y^{}}=\underset{\pi }{\overset{\pi }{}}\frac{d\theta }{2\pi }e^{ix\theta }\left(\gamma _y^{}^{(y)}(\theta )+\gamma _y^{}^{(y)}(\theta )\right).$$

Note that function $`\gamma _y^{}^{(y)}(\theta )`$ is added into the definition of $`D_x^{y,y^{}}`$ in order to generalize it for the case $`y<0`$. It means that formula (18) is already valid for the both cases $`y0`$ and $`y0`$. Using definitions (5) and (10), we rewrite this expression in terms of $`H_x^y`$,

$$D_x^{y,y^{}}=\{\begin{array}{cc}\underset{j=1}{\overset{\mathrm{min}\{|y|,|y^{}|\}}{}}H_x^{2j1+|yy^{}|},\text{if}\text{ }yy^{}>0,\hfill & \\ 0,\text{if}\text{ }yy^{}0.\hfill & \end{array}$$
(19)
We bring expressions (17) and (18) together to obtain

$$\varphi _{x,y}(\theta )=\stackrel{~}{\varphi }_{x,y}(\theta )\underset{m=1}{\overset{M}{}}D_{xx_m}^{y,y_m}\varphi _{[m]}(\theta )+\underset{g=1}{\overset{G}{}}H_{x\overline{x}_g}^y\varphi _{\overline{x}_g,0}(\theta ),$$
(20)
where

$$\stackrel{~}{\varphi }_{x,y}(\theta )=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}e^{im\theta }\left(\delta _{x,x_m}\delta _{y,y_m}+D_{xx_m\delta x_m}^{y,y_m+\delta y_m}\right).$$
(21)
Here we should explain how (21) is obtained. This sum over $`m`$ can be separated in two parts: the sum over $`m[1,M]`$ and the sum over $`m[1,M]`$. The first part contained in (18) corresponds to the boundary points lying on all levels except level zero. The second part gives contributions of boundary points on the level zero, including the plane “tails”. In the case $`y>0`$, expression (17) contains the sum

$$\underset{x^{}=\mathrm{}}{\overset{\mathrm{}}{}}e^{i𝒥(x^{},0)\theta }H_{xx^{}}^y,$$

which can be represented as

$$\underset{m[1,M]}{}e^{im\theta }H_{xx_m}^y.$$

For such points $`y_m=0`$, $`\delta x_m=0`$. Supposing $`\delta y_m=1`$ and using relation $`D_x^{y,1}=H_x^y`$ (for $`y>0`$), we immediatly obtain

$$\underset{m[1,M]}{}e^{im\theta }D_{xx_m\delta x_m}^{y,y_m+\delta y_m},$$

that proves representation (21) for $`\stackrel{~}{\varphi }_{x,y}(\theta )`$. Now, if $`y<0`$, we should not write the contribution of plane “tails” because it is compensated by $`\mathrm{\Delta }c_1`$ (see the end of Section 3.1). In other words, the plane “tails” have no direct influence on the points in the lower half plane555 See Conclusions for more detailed discussion on this topic.. The same concerns the case with $`y>0`$ and $`\delta y_m<0`$. In the case $`y=0`$ coefficient $`H_x^y`$ becomes $`\delta `$-symbol which appears in expression (21) explicitly. We conclude that expressions (20) and (21) are valid for any external point $`(x,y)`$, in particular, with $`y<0`$ (if such points exist).

Applying the inverse Fourier transform to (20), we obtain the distribution of hitting probabilities,

$$P_{x,y}(n)=\delta _{x,x_n}\delta _{y,y_n}+D_{xx_n\delta x_n}^{y,y_n+\delta y_n}\underset{m=1}{\overset{M}{}}D_{xx_m}^{y,y_m}P_{[m]}(n)+\underset{g=1}{\overset{G}{}}H_{x\overline{x}_g}^yP_{\overline{x}_g,0}(n).$$
(22)
### 3.4  Equations for near-boundary and ground functions

To complete our calculations, we should find the near-boundary functions $`P_{[m]}(n)`$ and ground functions $`P_{\overline{x}_g,0}(n)`$ entering in expression (22). After that, one can use this expression for any $`x`$, $`y`$ and $`n`$. We take

$$x=x_k+\delta x_k,y=y_k+\delta y_k\text{for}\text{ }k[1,M]$$

to obtain $`M`$ linear equations for the near-boundary functions $`P_{[k]}(n)`$, $`k[1,M]`$

$$P_{[k]}(n)=D_{x_k+\delta x_kx_n\delta x_n}^{y_k+\delta y_k,y_n+\delta y_n}\underset{m=1}{\overset{M}{}}D_{x_k+\delta x_kx_m}^{y_k+\delta y_k,y_m}P_{[m]}(n)+\underset{g=1}{\overset{G}{}}H_{x_k+\delta x_k\overline{x}_g}^{y_k+\delta y_k}P_{\overline{x}_g,0}(n).$$
(23)
Let us introduce matrices,

$$(D_{NN})_{k,m}=D_{x_k+\delta x_kx_m}^{y_k+\delta y_k,y_m},k[1,M],m[1,M]$$

$$(D_{NG})_{k,m}=H_{x_k+\delta x_k\overline{x}_m}^{y_k+\delta y_k},k[1,M],m[1,G].$$

If there is no ground functions, i.e., the non-trivial part of the membrane completely lies in the upper half plane, we take $`D_{NG}=0`$.

Now we can rewrite (23) as

$$(I+D_{NN})\left(\begin{array}{c}P_{[1]}(n)\\ \mathrm{}\\ P_{[M]}(n)\end{array}\right)D_{NG}\left(\begin{array}{c}P_{\overline{x}_1,0}(n)\\ \mathrm{}\\ P_{\overline{x}_G,0}(n)\end{array}\right)=\left(\begin{array}{c}D_{x_1+\delta x_1x_n\delta x_n}^{y_1+\delta y_1,y_n+\delta y_n}\\ \mathrm{}\\ D_{x_M+\delta x_Mx_n\delta x_n}^{y_M+\delta y_M,y_n+\delta y_n}\end{array}\right).$$
(24)
If ground points exist, we take the discrete Laplacian equations (3) for these points in order to obtain conditions for ground functions,

$$4P_{\overline{x}_g,0}(n)P_{\overline{x}_g1,0}(n)P_{\overline{x}_g+1,0}(n)P_{\overline{x}_g,1}(n)P_{\overline{x}_g,1}(n)=0,g[1..G].$$

Substituting $`P_{\overline{x}_g,1}(n)`$ and $`P_{\overline{x}_g,1}(n)`$ from (22) into these conditions, we obtain

$$4P_{\overline{x}_g,0}(n)P_{\overline{x}_g+1,0}(n)P_{\overline{x}_g1,0}(n)=D_{\overline{x}_gx_n\delta x_n}^{1,y_n+\delta y_n}+D_{\overline{x}_gx_n\delta x_n}^{1,y_n+\delta y_n}$$

$$\underset{m=1}{\overset{M}{}}\left(D_{\overline{x}_gx_m}^{1,y_m}+D_{\overline{x}_gx_m}^{1,y_m}\right)P_{[m]}(n)+\underset{g^{}=1}{\overset{G}{}}2H_{\overline{x}_g\overline{x}_g^{}}^1P_{\overline{x}_g^{},0}(n).$$

In matrix form,

$$D_{GN}\left(\begin{array}{c}P_{[1]}(n)\\ \mathrm{}\\ P_{[M]}(n)\end{array}\right)+D_{GG}\left(\begin{array}{c}P_{\overline{x}_1,0}(n)\\ \mathrm{}\\ P_{\overline{x}_G,0}(n)\end{array}\right)=\frac{1}{2}\left(\begin{array}{c}H_{\overline{x}_1x_n\delta x_n}^{y_n+\delta y_n}\\ \mathrm{}\\ H_{\overline{x}_Gx_n\delta x_n}^{y_n+\delta y_n}\end{array}\right),$$
(25)
where

$$(D_{GG})_{k,m}=H_{\overline{x}_k\overline{x}_m}^1+\{\begin{array}{cc}2,\text{if}\text{ }k=m,\hfill & \\ 0.5,\text{if}\text{ }|\overline{x}_k\overline{x}_m|=1,k[1,G],m[1,G],\hfill & \\ 0,\text{otherwise}\hfill & \end{array}$$

$$(D_{GN})_{k,m}=\frac{1}{2}H_{\overline{x}_kx_m}^{y_m},k[1,G],m[1,M].$$

We have two matrix equations (24) and (25) which allow to find near-boundary and ground functions,

$$\left(\begin{array}{c}P_{[1]}(n)\\ \mathrm{}\\ P_{[M]}(n)\end{array}\right)=(I+D)^1\left(\begin{array}{c}P_{[1]}^{}(n)\\ \mathrm{}\\ P_{[M]}^{}(n)\end{array}\right)$$
(26)
where

$$D=D_{NN}+D_{NG}D_{GG}^1D_{GN}\text{and}$$

$$\left(\begin{array}{c}P_{[1]}^{}(n)\\ \mathrm{}\\ P_{[M]}^{}(n)\end{array}\right)=\left(\begin{array}{c}D_{x_1+\delta x_1x_n\delta x_n}^{y_1+\delta y_1,y_n+\delta y_n}\\ \mathrm{}\\ D_{x_M+\delta x_Mx_n\delta x_n}^{y_M+\delta y_M,y_n+\delta y_n}\end{array}\right)+\frac{1}{2}D_{NG}D_{GG}^1\left(\begin{array}{c}H_{\overline{x}_1x_n\delta x_n}^{y_n+\delta y_n}\\ \mathrm{}\\ H_{\overline{x}_Gx_n\delta x_n}^{y_n+\delta y_n}\end{array}\right).$$
(27)
Using (25) again, we obtain ground functions,

$$\left(\begin{array}{c}P_{\overline{x}_1,0}(n)\\ \mathrm{}\\ P_{\overline{x}_G,0}(n)\end{array}\right)=\frac{1}{2}D_{GG}^1\left(\begin{array}{c}H_{\overline{x}_1x_n\delta x_n}^{y_n+\delta y_n}\\ \mathrm{}\\ H_{\overline{x}_Gx_n\delta x_n}^{y_n+\delta y_n}\end{array}\right)D_{GG}^1D_{GN}(I+D)^1\left(\begin{array}{c}P_{[1]}^{}(n)\\ \mathrm{}\\ P_{[M]}^{}(n)\end{array}\right).$$
(28)
Expression (22) is our main result. What have we done? Using the characteristic functions technique, we express the hitting probability $`P_{x,y}(n)`$ (for any $`x`$, $`y`$ and $`n`$) in terms of the explicit coefficients $`D_x^{y,y^{}}`$ and finite number of coefficients $`P_{[m]}(n)`$ and $`P_{\overline{x}_g,0}(n)`$ which can be calculated with the help of (26), (27) and (28).

Note that $`P_{x,y}(n)`$ depends on $`n`$ only through coordinates $`x_n`$ and $`y_n`$ of the $`n`$-th boundary point and through outer normal $`(\delta x_n,\delta y_n)`$ at this point. It means that obtained distribution of hitting probabilities does not depend on a choice of parametrization of the membrane. In other words, we can use any parametrization of the membrane’s boundary. This remark will be used in the next section.

## 4  Multi-dimensional membranes

We confined ourselves to the two-dimensional case in order to clarify the treatment. Now we are going to generalize the previous results for multi-dimensional membranes.

Consider $`d`$-dimensional hypercubic lattice. As above, we can define a finite membrane with the help of similar conditions as in Section 1. In particular, we suppose that membranes have a compact support (the compactness condition), i.e., there exists a $`(d1)`$-dimensional hyperplane (level zero) such that the membrane’s boundary is just its “finite” perturbation. We choose such coordinates that this hyperplane is defined by equation $`x^{(d)}=0`$, its points are enumerated by multi-index $`𝐱=(x^{(1)},\mathrm{},x^{(d1)})`$. Coordinate $`x^{(d)}`$ of the orthogonal direction is denoted $`y`$. Let us denote $`e_k`$ the unit vectors in $`k`$-th direction, $`k\{1,\mathrm{},d1\}`$.

As usual, we enumerate the boundary points by index $`n`$, $`(𝐱_n,y_n)`$. The outer normal on $`n`$-th point is $`(\delta 𝐱_n,\delta y_n)`$. We can introduce the $`n`$-th level as a set of points lying on the hyperplane with $`y=n`$, i.e., $`\{(𝐱,y):y=n,𝐱\}`$.

The discrete Laplacian equation in $`d`$-dimensional case is

$$P_{𝐱,y}(n)=\frac{1}{2d}\underset{i=1}{\overset{d1}{}}\left(P_{𝐱+e_i,y}(n)+P_{𝐱e_i,y}(n)\right)+\frac{1}{2d}\left(P_{𝐱,y+1}(n)+P_{𝐱,y1}(n)\right),$$

whence one can obtain the distribution of hitting probabilities for a planar multi-dimensional case,

$$H_𝐱^y=\underset{\pi }{\overset{\pi }{}}\mathrm{}\underset{\pi }{\overset{\pi }{}}\frac{d\theta _1\mathrm{}d\theta _{d1}}{(2\pi )^{d1}}e^{i(𝐱\theta )}\phi ^{|y|}(\theta _i)$$
(29)
where $`(𝐱\theta )`$ is a scalar product of two $`(d1)`$-dimensional vectors $`𝐱`$ and $`\theta `$; function $`\phi (\theta _i)`$ depends on $`\theta _1`$,…, $`\theta _{d1}`$,

$$\phi (\theta _1,\mathrm{}\theta _{d1})=\left(d\underset{i=1}{\overset{d1}{}}\mathrm{cos}\theta _i\right)\sqrt{\left(d\underset{i=1}{\overset{d1}{}}\mathrm{cos}\theta _i\right)^21}.$$

The crucial idea of our generalization is that all manipulations along the orthogonal direction remain valid. In particular, the expressions (9) and (10) are true, if one takes $`\phi (\theta _1,\mathrm{},\theta _{d1})`$ instead of $`\phi (\theta )`$. It means that we can impose the same conditions (8) basing again on the technique proposed in . Now one can repeat the previous calculations of Section 3:

– to calculate coefficients $`\mathrm{\Delta }c_y`$;

– to obtain contributions of boundary points;

– to impose conditions for near-boundary and ground functions.

Having made these technical steps, we understand that the only coefficients $`H_x^y`$ (and $`D_x^{y,y^{}}`$ as consequence) are different for $`d>2`$, but the structure of solution is exactly the same. It means that we leave expression (22) without changes for $`d`$-dimensional case,

$$P_{𝐱,y}(n)=\delta _{𝐱,𝐱_n}\delta _{y,y_n}+D_{𝐱𝐱_n\delta 𝐱_n}^{y,y_n+\delta y_n}\underset{m=1}{\overset{M}{}}D_{𝐱𝐱_m}^{y,y_m}P_{[m]}(n)+\underset{g=1}{\overset{G}{}}H_{𝐱\overline{𝐱}_g}^yP_{\overline{𝐱}_g,0}(n).$$
(30)
Here coefficients $`D_{𝐱𝐱_n}^{y,y_n}`$ are still defined with the help of (19) but for coefficients $`H_{𝐱𝐱^{}}^y`$ we should use (29) instead of (5).

As above, we can obtain a set of linear equations for near-boundary and ground functions. We take

$$P_{[k]}(n)=D_{𝐱_k+\delta 𝐱_k𝐱_n\delta 𝐱_n}^{y_k+\delta y_k,y_n+\delta y_n}\underset{m=1}{\overset{M}{}}D_{𝐱_k+\delta 𝐱_k𝐱_m}^{y_k+\delta y_k,y_m}P_{[m]}(n)+\underset{g=1}{\overset{G}{}}H_{𝐱_k+\delta 𝐱_k\overline{𝐱}_g}^{y_k+\delta y_k}P_{\overline{𝐱}_g,0}(n)$$

for near-boundary functions, and

$$P_{\overline{𝐱}_g,0}(n)=\frac{1}{2d}\underset{i=1}{\overset{d1}{}}\left(P_{\overline{𝐱}_g+e_i,0}(n)+P_{\overline{𝐱}_ge_i,0}(n)\right)+\frac{1}{2d}\left(P_{\overline{𝐱}_g,1}(n)+P_{\overline{𝐱}_g,1}(n)\right)$$

for ground functions. Using the same representation as in Section 3.4, we obtain the near-boundary and ground functions according to expressions (26) and (28). The only change that we should make is concerned with matrix $`D_{GG}`$. Indeed, we generalize this matrix as

$$(D_{GG})_{k,m}=H_{\overline{𝐱}_k\overline{𝐱}_m}^1+\{\begin{array}{cc}d,\text{if}\text{ }k=m,\hfill & \\ 0.5,\text{if}\text{ }|\overline{𝐱}_k\overline{𝐱}_m|=1,\hfill & \\ 0,\text{otherwise.}\hfill & \end{array}$$

It is important to stress that we used the remark at the end of Section 3: the distribution of hitting probabilities should not depend on a choice of parametrization. It allows to avoid a complex multi-dimensional parametrization of the membrane. To be more rigorous, one should introduce such a parametrization, recalculate distribution $`P_{𝐱,y}`$ again, and re-enumerate the boundary points by the single index in order to obtain (30). We omit these technical details.

Note that expression (30) has the same structure for any dimension of the lattice, the only distinction is contained in coefficients $`H_𝐱^y`$ which are individual for each $`d`$. We give a useful asymptotics for coefficients $`H_𝐱^y`$,

$$H_𝐱^y\frac{\mathrm{\Gamma }(d/2)}{\pi ^{d/2}}\frac{|y|}{(𝐱^2+y^2)^{d/2}}$$
(31)
that is the multi-dimensional generalization of the well-known Cauchy distribution of hitting probabilities of the Brownian motion.

## 5  Brownian self-transport operator

As it was mentioned before, we are interested in the problems of Laplacian transfer, and consequently, in the Brownian self-transport operator $`Q`$. We recall that $`Q_{k,n}`$ is the probability that a random walker contacts at the first hit the $`n`$-th site of the membrane if started from the $`k`$-th site, without touching the other sites. Obviously, any path starting from $`k`$-th site of membrane must pass through the corresponding near-boundary point. Provided that we removed all the singular (corner) points, any boundary point has exactly one near-boundary point. It means that

$$Q_{k,n}=P_{[k]}(n),$$

i.e., the matrix $`Q`$ is composed of the near-boundary functions $`P_{[k]}(n)`$. If one denotes

$$Q_{k,n}^{}=P_{[k]}^{}(n),$$

expression (26) becomes

$$Q=(I+D)^1Q^{}.$$
(32)
Recall that the system of linear equations (23) was obtained only for non-trivial part of the membrane, in particular, matrix $`Q`$ has $`M\times M`$ elements. However, we are usually interested in the whole Brownian self-transport operator, including the plane “tails”.

To construct the Brownian self-transport operator for all sites of our interest, we can slightly modify definitions of matrices $`D_{NN}`$, $`D_{NG}`$ and $`D_{GN}`$. Let $`𝒜`$ be the set of indices of sites for which one wants define $`Q`$. For example, if one needs to know $`Q`$ for all sites of the membrane, it is sufficient to take $`𝒜=𝒵`$. For the numerical simulations one takes a finite number of sites. In any case, $`𝒜`$ must contain all non-trivial sites, i.e., $`[1..M]𝒜`$. We remark that summation over $`m`$ in (22) can be elarged to all integer numbers from $`\mathrm{}`$ to $`\mathrm{}`$. Indeed, for $`m[1,M]`$ we have $`y_m=0`$, and $`D_{xx_m}^{y,y_m}=0`$ according to (19). In particular, this summation covers all possible sites which can be of our interest. Now we rewrite the definitions of matrices $`D_{NN}`$, $`D_{NG}`$ and $`D_{GN}`$,

$`(D_{NN})_{k,m}`$ $`=D_{x_k+\delta x_kx_m}^{y_k+\delta y_k,y_m},`$ $`k𝒜,m𝒜`$
$`(D_{NG})_{k,m}`$ $`=H_{x_k+\delta x_k\overline{x}_m}^{y_k+\delta y_k},`$ $`k𝒜,m[1,G].`$
$`(D_{GN})_{k,m}`$ $`={\displaystyle \frac{1}{2}}H_{\overline{x}_kx_m}^{y_m},`$ $`k[1,G],m𝒜.`$
Matrix $`D_{GG}`$ remains unchanged, and

$$D=D_{NN}+D_{NG}D_{GG}^1D_{GN}.$$

Evidently, matrix $`Q^{}`$ (i.e., vectors $`P_{[m]}^{}`$) should be also recalculated for all sites of the interest.

These modifications were made to obtain the Brownian self-transport operator in the matrix form (32). We stress that after finding the near-boundary and ground functions, one can use (22) directly to “compose” the matrix $`Q`$,

$$Q_{k,n}=D_{x_k+\delta x_kx_n\delta x_k}^{y_k+\delta y_k,y_n+\delta y_n}\underset{m=1}{\overset{M}{}}D_{x_k+\delta x_kx_m}^{y_k+\delta y_k,y_m}P_{[m]}(n)+\underset{g=1}{\overset{G}{}}H_{x_k\overline{x}_g}^{y_k+\delta y_k}P_{\overline{x}_g,0}(n).$$

We can conclude that the Brownian self-transport operator is explicitly constructed for any reasonable multi-dimensional finite membrane. Now it can be useful to study the general properties of $`Q^{}`$ and the spectral properties of $`D`$, and their dependencies on the geometry of the membrane. This work is not yet finished.

## 6  Generalizations

As we explained in Section 4, expression (22) can be generalized for the multi-dimensional case. One can go further by regarding more complex problems. In this section we consider the influence of different barriers, and the time-dependent distributions of hitting probabilities.

It is important to stress that we have obtained the Brownian self-transport operator for a membrane with infinite “tails” placed in the infinite space. However, usual physical membranes have a finite size, and they are placed in a closed volume (like a box or a cell). In order to apply our results to real membranes, these features should be taken into account, for example, by introducing absorbing or reflecting barriers. First, we consider the horizontal barriers, and then the vertical barriers.

### 6.1  Horizontal barriers

Suppose that there exists a horizontal barrier at the level $`𝒩+1>N`$ which absorbs or reflects all particles. In this case, it is not difficult to recalculate the distribution of hitting probabilities (22). Let us return to the recurrence relations (7). In order to close them, one can use a condition like

$$c_{𝒩+1}(\theta ,\theta _h)=\eta (\theta ,\theta _h)c_𝒩(\theta ,\theta _h)$$

with a certain coefficient $`\eta `$ which can depend on $`\theta `$ and $`\theta _h`$. Now one can express $`c_y`$ in terms of $`c_0`$ and $`\{\mathrm{\Delta }c_y^{}\}`$ (and of some explicit functions like $`\eta `$ and $`\phi `$). This expression was found in  ,

$$c_y=f_y^{(𝒩)}\left(c_0+\underset{y^{}=1}{\overset{y}{}}\alpha _y^{}\mathrm{\Delta }c_y^{}\right)+\alpha _y\underset{y^{}=y+1}{\overset{𝒩}{}}f_y^{}^{(𝒩)}\mathrm{\Delta }c_y^{},$$

where

$$f_y^{(𝒩)}=\frac{[1\eta \phi (\theta _h)]\phi ^{2(𝒩y)+1}(\theta _h)[\phi (\theta _h)\eta ]}{[1\eta \phi (\theta _h)]\phi ^{2𝒩+1}(\theta _h)[\phi (\theta _h)\eta ]}\phi ^y(\theta _h)$$

and

$$\alpha _y(\theta _h)=\underset{j=0}{\overset{y1}{}}[\phi (\theta _h)]^{2j+1y}.$$

When level $`𝒩`$ of the barrier goes to infinity, function $`f_y^{(𝒩)}`$ tends to $`f_y^{(\mathrm{})}=\phi ^y`$, independently of the value of $`\eta `$. It simply means that one can choose any condition at infinity.

The absorbing barrier corresponds to $`\eta =0`$ since the particles cannot reach the membrane from any point $`(x,𝒩+1)`$; thus

$$f_y^{(𝒩,abs)}=\frac{1\phi ^{2𝒩+22y}}{1\phi ^{2𝒩+2}}\phi ^y.$$

The reflecting barrier corresponds to $`\eta =1`$ since the particles should have the same probability to reach the membrane from points $`(x,𝒩+1)`$ and $`(x,𝒩)`$; thus

$$f_y^{(𝒩,ref)}=\frac{1+\phi ^{2𝒩+12y}}{1+\phi ^{2𝒩+1}}\phi ^y.$$

All other calculations are left unchanged, but we should replace $`\phi ^y`$ by $`f_y^{(𝒩,abs)}`$ or $`f_y^{(𝒩,ref)}`$. It means that one can use expression (22) where coefficients $`H_x^y`$ are replaced by modified ones,

$$\stackrel{~}{H}_x^y=\{\begin{array}{cc}0\text{if}\text{ }y>𝒩,\hfill & \\ \underset{\pi }{\overset{\pi }{}}\frac{d\theta ^{}}{2\pi }e^{ix\theta ^{}}f_y^{(𝒩)}(\theta ^{})\text{if}\text{ }1y𝒩,\hfill & \\ H_x^y\text{if}\text{ }y<0.\hfill & \end{array}$$

The last line represents the fact that the barrier in the upper half plane has no influence on the lower half plane.

Using this definition of coefficients $`\stackrel{~}{H}_x^y`$, one can calculate the distribution of hitting probabilities for a general membrane with an additional barrier absorbing or reflecting particles. Note that these modifications are valid for any dimension.

### 6.2  Vertical barriers

Now we can limit the particle’s movement along the horizontal axis putting an absorbing or reflecting vertical barrier. Let us put two barriers at $`x=L1`$ and $`x=L+1`$ so that the non-trivial part of the membrane lies between these vertical lines. In Section 2, we represented the Laplacian equations (4) in matrix form using matrix $`A`$,

$$A_{i,i}=4,A_{i,i+1}=A_{i+1,i}=1,A_{L,L}=A_{L,L}=1,$$

and all other elements are $`0`$. The last equality was imposed artificially to obtain the cyclic structure of matrix $`A`$ that was convenient to have explicit eigenvectors $`V_h`$. After all calculations, we took the limit $`L\mathrm{}`$, therefore this modification vanished. Now we are working with finite $`L`$, consequently, we should be more accurate with these conditions. Note that relation $`A_{L,L}=A_{L,L}=1`$ corresponds to periodic or cyclic boundary condition, i.e., we maintain $`\varphi _{L+1,y}=\varphi _{L,y}`$ and $`\varphi _{L1,y}=\varphi _{L,y}`$. In other words, we suppose that each pair of points $`(L+1,y)`$ and $`(L,y)`$ is identified or “glued together” (the same for points $`(L1,y)`$ and $`(L,y)`$).

In order to introduce vertical barriers, one should change the boundary conditions. For two absorbing barriers one should simply remove the artificial condition, i.e., $`A_{L,L}=A_{L,L}=0`$ given that $`\varphi _{L+1,y}=\varphi _{L1,y}=0`$ (particles are absorbed by barriers). For two reflecting barriers one should also introduce the following modifications, $`A_{L,L}=A_{L,L}=3`$ given that $`\varphi _{L+1,y}=\varphi _{L,y}`$ and $`\varphi _{L1,y}=\varphi _{L,y}`$. Obviously, one can also consider the mixed case with one absorbing barrier and one reflecting barrier. Eigenvalues and eigenvectors of these modified matrices have no explicit form. It is more convenient to use the initial matrix $`A`$ (cyclic boundary conditions) with additional corrections, i.e.,

$$A\mathrm{\Phi }^{(y)}=\mathrm{\Phi }^{(y1)}+\mathrm{\Phi }^{(y+1)}+\mathrm{\Delta }\mathrm{\Phi }^{(y)}+\mathrm{\Delta }\stackrel{~}{\mathrm{\Phi }}^{(y)},$$

where we introduced a new correction vector $`\mathrm{\Delta }\stackrel{~}{\mathrm{\Phi }}^{(y)}`$ whose components are equal to $`0`$ except

$$\begin{array}{ccc}(\mathrm{\Delta }\stackrel{~}{\mathrm{\Phi }}^{(y)})_L=\varphi _{L,y}\hfill & (\mathrm{\Delta }\stackrel{~}{\mathrm{\Phi }}^{(y)})_L=\varphi _{L,y}\hfill & \text{(absorption)}\\ (\mathrm{\Delta }\stackrel{~}{\mathrm{\Phi }}^{(y)})_L=\varphi _{L,y}+\varphi _{L,y}\hfill & (\mathrm{\Delta }\stackrel{~}{\mathrm{\Phi }}^{(y)})_L=\varphi _{L,y}+\varphi _{L,y}\hfill & \text{(reflection)}.\end{array}$$

Now we can repeat the previous calculations to obtain a new distribution of hitting probabilities $`P_{x,y}(n)`$ instead of (22),

$$P_{x,y}(n)=\stackrel{~}{D}_{xx_n\delta x_n}^{y,y_n+\delta y_n}\underset{m=1}{\overset{M}{}}\stackrel{~}{D}_{xx_m}^{y,y_m}P_{[m]}(n)+\underset{g=1}{\overset{G}{}}\stackrel{~}{H}_{x\overline{x}_g}^yP_{\overline{x}_g,0}(n)$$
(33)
$$\{\begin{array}{cc}\underset{y^{}=1}{\overset{\mathrm{}}{}}\left[\stackrel{~}{D}_{xL}^{y,y^{}}P_{L,y^{}}(n)+\stackrel{~}{D}_{x+L}^{y,y^{}}P_{L,y^{}}(n)\right],\text{(absorption)},\hfill & \\ \underset{y^{}=1}{\overset{\mathrm{}}{}}(\stackrel{~}{D}_{xL}^{y,y^{}}\stackrel{~}{D}_{x+L}^{y,y^{}})\left[P_{L,y^{}}(n)P_{L,y^{}}(n)\right],\text{(reflection)},\hfill & \end{array}$$

where $`\stackrel{~}{H}_x^y`$ should be calculated as finite sum over $`h`$ from $`L`$ to $`L`$,

$$\stackrel{~}{H}_x^y=\underset{h=L}{\overset{L}{}}\frac{e^{ix\theta _h}}{2L+1}\phi ^{|y|}(\theta _h),\theta _h=\frac{2\pi h}{2L+1},$$

and $`\stackrel{~}{D}_x^{y,y^{}}`$ is expressed according to (19) in terms of $`\stackrel{~}{H}_x^y`$.

We should make several remarks. First, for sufficiently large $`L`$ one can use the integral expression (5) for coefficients $`H_x^y`$ as an approximation. Unfortunately, such approximation cannot give an accurate result for $`|x|`$ near $`L`$. When we are not interested in points near barriers, it does not lead to the problems. But in some cases it can do. Therefore one should be careful working with finite membranes.

Second, for absorbing and reflecting barriers there appear new unknown functions $`P_{\pm L,y}(n)`$ which can be called barrier functions. It means that one should write additional conditions to obtain a closed system of linear equations for near-boundary, ground and barrier functions. In order to obtain the condition corresponding to the barrier functions $`\varphi _{\pm L,y}`$, one can maintain simply $`x=\pm L`$ in (33) taking different $`y`$. The problem is that there is an infinite number of barrier functions. A convenient solution is to consider two vertical barriers together with a horizontal barrier (that is the usual case for a real physical membrane). In this case, the number of barrier functions is just $`𝒩`$. However, one should not forget to use coefficients $`H_x^y`$ and $`D_x^{y,y^{}}`$ corrected by introducing the horizontal barrier, see the previous subsection.

Third, one can try to use a rough approximation for a very large $`L`$. Indeed, if $`|x|L`$, one has $`D_{x\pm L}^{y,y^{}}1/L^2`$, and the barrier functions can be neglected. It simply means that one uses the initial formula (22) to approximate the solution with two remote barriers.

Fourth, in the case of one horizontal and two vertical barriers there is a finite number of external points, i.e., one can solve the system of discrete Laplacian equations (3) properly, without using probabilistic techniques. In other words, the essential advantage of the present formalism is the possibility to analyse the membranes with an infinite number of sites.

### 6.3  Time-dependent distribution of hitting probabilities

Previous results were related to the Laplacian equation, i.e., we considered distributions of hitting probabilities independent of time. Generalizing the problem, we can find the distribution of probabilities $`P_{x,y}^{(t)}(n)`$ to hit the $`n`$-th site of the membrane at $`t`$-th step (here $`t`$ is discrete time; for the Brownian motion it is continuous time) starting from an external point $`(x,y)`$. From the technical point of view, it is convenient to consider the Laplacian transform of this distribution,

$$P_{x,y}^{(\lambda )}(n)=\underset{t=0}{\overset{\mathrm{}}{}}\lambda ^tP_{x,y}^{(t)}(n).$$

Note that $`\lambda =1`$ corresponds to the previous time-independent distribution. More generally, $`P_{x,y}^{(\lambda )}(n)`$ gives the distribution of hitting probabilities if particles have killing rate $`(1\lambda )`$. For the planar case, one can apply the same technique as usual to obtain the distribution

$$P_{x,y}^{(\lambda )}(n)=\underset{\pi }{\overset{\pi }{}}\frac{d\theta }{2\pi }e^{i(xn)\theta }\phi ^y(\theta ;\lambda )=H_{xn}^y(\lambda )$$

with function

$$\phi (\theta ;\lambda )=2/\lambda \mathrm{cos}\theta \sqrt{(2/\lambda \mathrm{cos}\theta )^21}.$$

This expression can be easily rewritten for the multi-dimensional case. Now we repeat the previous calculations for general membranes to obtain exactly the same formula as (22),

$$P_{x,y}^{(\lambda )}(n)=\delta _{x,x_n}\delta _{y,y_n}+D_{xx_n\delta x_n}^{y,y_n+\delta y_n}(\lambda )\underset{m=1}{\overset{M}{}}D_{xx_m}^{y,y_m}(\lambda )P_{[m]}^{(\lambda )}(n)+\underset{g=1}{\overset{G}{}}H_{x\overline{x}_g}^y(\lambda )P_{\overline{x}_g,0}^{(\lambda )}(n),$$

where coefficients $`D_x^{y,y^{}}(\lambda )`$ are computed according to formula (19) with $`H_x^y(\lambda )`$ instead of $`H_x^y`$. Imposing usual conditions for near-boundary and ground functions, one can close these relations in order to find $`P_{[m]}^{(\lambda )}(n)`$ and $`P_{\overline{x}_g,0}^{(\lambda )}(n)`$. It is important that $`\lambda `$ appears in all expressions as a parameter.

Now distribution $`P_{x,y}^{(t)}(n)`$ can be found as

$$P_{x,y}^{(t)}(n)=\frac{1}{t!}\left[\frac{d^t}{d\lambda ^t}\left(P_{x,y}^{(\lambda )}(n)\right)\right]_{\lambda =0}.$$

Replacing function $`\phi (\theta ;\lambda )`$ by

$$\phi (\theta _1,\mathrm{},\theta _{d1};\lambda )=\left(\frac{d}{\lambda }\underset{i=1}{\overset{d1}{}}\mathrm{cos}\theta _i\right)\sqrt{\left(\frac{d}{\lambda }\underset{i=1}{\overset{d1}{}}\mathrm{cos}\theta _i\right)^21},$$

we easily generalize this time-dependent distribution of hitting probabilities to the multi-dimensional case.

## 7  Numerical verifications

In this section we briefly present some numerical results to check the validity of the method.

For a particular non-trivial membrane, the validity of expressions (22) and (30) can be verified by comparing them with the results obtained by numerical simulations (simple random walks on the lattice). We have taken two- and three-dimensional membranes represented on Fig. 5 and Fig. 6.

In the first case (Fig. 5a), there are no ground functions, $`G=0`$, and there are $`155`$ near-boundary functions which can be calculated using (32). For the concave membrane (Fig. 5b), there is $`31`$ ground functions and $`155`$ near-boundary functions. On Fig. 7 we present the distribution of hitting probabilities $`P_{[20]}(n)`$ (i.e., $`Q_{20,n}`$) obtained with the help of formula (22). The solid line corresponds to the convex membrane, the dashed line – to the concave membrane. These results are obtained for the membranes placed in the finite box. In other words, we take the horizontal absorbing barrier on the distance $`D=100`$ from the ground level, and two vertical barriers under the cyclic boundary conditions (see Section 6). Moreover, we account the corner points’ corrections (see Appendices 9.1).

Fig. 8 shows the distribution of hitting probabilities $`P_{[113]}(n)`$ (i.e., $`Q_{113,n}`$) for three-dimensional membranes (see Fig. 6): the solid line corresponds to the convex membrane, and the dashed line – to the concave membrane. These curves are obtained with the help of formula (32), where we used (29) for $`H_𝐱^y`$ instead of (5). We calculate these distributions for the membranes placed in the finite box which is formed by the horizontal absorbing barrier at $`D=15`$, and by four vertical barriers with cyclic boundary conditions (see Section 6). Also we took into account the corner points’ corrections.

In order to confirm that the method works, we performed the Monte-Carlo simulations. Starting from the near-boundary point $`(x_k+\delta x_k,y_k+\delta y_k)`$, the particle walks at random on the lattice until it is absorbed either on the membrane’s boundary or on the horizontal barrier. Repeating this procedure, we obtain the numerical distribution of frequencies of visits for all boundary points. Dividing by the total number of walks $`N_t`$, we calculate the approximate hitting probability $`\stackrel{~}{Q}_{k,n}`$ for each pair of sites $`k`$ and $`n`$. When $`N_t`$ goes to infinity, the approximate values $`\stackrel{~}{Q}_{k,n}`$ tend to the exact values $`Q_{k,n}`$. These simulations represent the well-known Bernoulli trials. In order to estimate the accuracy of values $`\stackrel{~}{Q}_{k,n}`$ for the finite $`N_t`$, we use the central limit theorem. It gives the natural measure $`\mathrm{\Delta }Q_{k,n}`$ of deviations $`Q_{k,n}\stackrel{~}{Q}_{k,n}`$,

$$\mathrm{\Delta }Q_{k,n}\sqrt{Q_{k,n}}/\sqrt{N_t},$$

where $`\sigma \sqrt{Q_{k,n}}`$ is the dispersion of the Bernoulli trials.

Taking different values of $`N_t`$ and performing the Monte-Carlo simulations for all possible sites $`k`$ and $`n`$, we compute the maximal deviation of the approximate value $`\stackrel{~}{Q}_{k,n}`$ from the exact value $`Q_{k,n}`$,

$$\alpha =\underset{k,n}{\mathrm{max}}\left\{\frac{|Q_{k,n}\stackrel{~}{Q}_{k,n}|}{\sqrt{Q_{k,n}}}\sqrt{N_t}\right\}.$$

Values of $`\alpha `$ for different membranes are given in Table 1.

| Membranes | $`10^5`$ | $`10^6`$ | $`10^7`$ |
| --- | --- | --- | --- |
| 2D convex | $`4.99`$ | $`4.02`$ | $`4.43`$ |
| 2D concave | $`4.96`$ | $`4.91`$ | $`4.46`$ |
| 3D convex | $`5.33`$ | $`4.44`$ | $`4.46`$ |
| 3D concave | $`6.33`$ | $`4.59`$ | $`4.46`$ |

Table 1. Monte-Carlo verifications of the method’s work. For $`N_t\{10^5,10^6,10^7\}`$, the maximal deviation $`\alpha `$ is calculated.

These results confirm that formulae (22) and (30) work correctly.

## 8  Discussion and conclusions

In this paper, we defined a wide class of finite membranes which play an important role for the discrete Laplacian transfer problem. We based on the technique of characteristic functions developped in our previous paper. In particular, expressions (8) are used to close the recurrence relations (7). We remind that expression $`c_{N_u+1}\phi c_{N_u}`$ was the central approximation of . In order to obtain this approximate relation, we supposed that from a remote line $`y=N_u`$ (for large $`N_u`$) the membrane can be viewed as almost translationally invariant object (along the horizontal axis). Then the explicit solution of recurrence relations (7) had been found. Finally, we took the limit $`N_u\mathrm{}`$ (and $`N_l\mathrm{}`$ for the lower half plane) to obtain expression (9) for coefficients $`c_y(\theta ,\theta _h)`$. It means that influence of approximate relation (8) vanishes. In other words, the approximate relation (8) is taken at infinity ($`N_u\mathrm{}`$), i.e., this condition has no influence on the solution. Moreover, one can verify directly, without any approximation, that (9) is the exact solution of recurrence relations (7).

We stress that the essential result of our calculations is the form of solution (22) which expresses the distribution of hitting probabilities for a general membrane, $`P_{x,y}(n)`$, in terms of corresponding planar distribution, $`H_x^y`$. In other words, we explicitate how the membrane’s geometry should change the planar distribution. It means that having solved the planar problem, one can easily generalize its solution for the case with a rather complex geometry. For example, when the problem with horizontal barrier for the planar case was solved, we just replaced old coefficients $`H_x^y`$ by the new ones. The same ideas were used for the time-dependent distribution and for the multi-dimensional generalization. Note that these motivations are frequently used in the theory of conformal transforms. Indeed, taking an appropriate conformal transform, one can map the initial complex set into a simple set (like a half plane or a disk), solve the simplified problem, and then reconstruct the solution by the inverse conformal transform. Note also that the conformal theory works only in two-dimensional case while the present approach is valid for any dimension of the lattice.

### 8.1  Ground functions

Let us briefly discuss the role of ground functions. From the beginning, the upper and the lower half planes were considered separately (for example, see two terms $`\gamma _y^{}^{(y)}`$ and $`\gamma _y^{}^{(y)}`$ in equation (9)). The technique proposed in  consists to step down from the $`N_u`$-th and $`(N_l)`$-th levels to the level zero. It allows to express coefficients $`c_y`$ in terms of $`\mathrm{\Delta }c_y`$. But we cannot step down directly from $`N_u`$-th to $`(N_l)`$-th level, because there appears an infinity of near-boundary functions due to $`(\mathrm{\Delta }\mathrm{\Phi }_0)`$, and we do not achieve our goal666 For the same reason the compactness condition was imposed at the beginning.. In other words, we cannot “pass” through the level zero in our treatment. On the other hand, a random walk started at the upper half plane may hit the boundary point in the lower half plane (if such point exists). This walk passes the level zero through an external point, i.e., through a ground point. Therefore we can say that ground functions “connect” the solutions for the upper and lower half planes.

Consider as example the concave membrane (Fig. 5b). The probability to hit the $`n`$-th site in the lower half plane if started from a point $`(x,y)`$ in the upper half plane becomes

$$P_{x,y}(n)=\underset{g=1}{\overset{G}{}}H_{x\overline{x}_g}^yP_{\overline{x}_g,0}(n).$$

We simply took (22) under condition that $`y>0`$, $`y_m<0`$ for $`m[1,M]`$. This formula has a clear probabilistic sense: to hit the $`n`$-th site, the walk should reach one of the ground points (enumerated by $`g`$) with probability777 We write $`H_{x\overline{x}_g}^y`$ because in the upper half plane there is no “perturbation”, the concave membrane completely lies in the lower half plane. $`H_{x\overline{x}_g}^y`$, and after that hit the $`n`$-th site with probability $`P_{\overline{x}_g,0}(n)`$.

### 8.2  Probabilistic sense of coefficients $`D_x^{y,y^{}}`$

Now we clarify the nature of coefficients $`D_x^{y,y^{}}`$ which seem to be artificial at the first sight. First of all, they have no purely probabilistic sense (for example, they can have values greater than $`1`$). To understand the sense of these coefficients, consider the simple problem: to find the probability to hit a point $`(x_0,y_0)`$ if started from $`(x,y)`$ without touching the horizontal axis. The solution of this problem is given in Appendices 9.2,

$$P_{[(x,y)(x_0,y_0)]}=\frac{D_{xx_0}^{y,y_0}}{D_0^{y_0,y_0}}.$$
(34)
Using this solution, we can rewrite (22) for $`(x,y)𝒮`$ as

$$P_{x,y}(n)=P_{[(x,y)(x_n+\delta x_n,y_n+\delta y_n)]}D_0^{y_n+\delta y_n,y_n+\delta y_n}$$
(35)
$$\underset{m=1}{\overset{M}{}}P_{[(x,y)(x_m,y_m)]}D_0^{y_m,y_m}P_{[m]}(n)+\underset{g=1}{\overset{G}{}}H_{x\overline{x}_g}^yP_{\overline{x}_g,0}(n).$$

Now this expression has more clear sense: we take all possible ways to reach near-boundary point $`(x_n+\delta x_n,y_n+\delta y_n)`$ without touching the horizontal axis, and then subtract all ways which go through membrane’s points. Coefficients $`D_0^{y_m,y_m}`$ and $`D_0^{y_n+\delta y_n,y_n+\delta y_n}`$ have combinatoric origin: they allow to account different possibilities to go through the membrane. According to definition (19),

$$D_0^{y,y}=\underset{j=1}{\overset{y}{}}H_0^{2j1},$$

and for two-dimensional case the approximation

$$D_0^{y,y}\frac{\mathrm{ln}y}{2\pi }+const(const0.3675)$$

gives $`D_0^{y,y}`$ with a sufficiently high accuracy.

Writing (35) for the planar membrane, one has

$$P_{x,y}(n)=P_{[(x,y)(x_n,1)]}D_0^{1,1},$$

i.e., a particle reaches near-boundary point $`(x_n,1)`$ with probability $`P_{[(x,y)(x_n,1)]}`$, and then it hits corresponding boundary point $`(x_n,0)`$ with probability $`D_0^{1,1}=H_0^1`$ just as required.

### 8.3  Coefficients $`D_{xx^{}}^{y,y^{}}`$ like Green’s functions

Coefficients $`D_{xx^{}}^{y,y^{}}`$ can be viewed from another standpoint. A direct verification shows that

$$D_{xx^{}}^{y,y^{}}=\delta _{x,x^{}}\delta _{y,y^{}},D_{xx^{}}^{y,0}=0,$$

where the discrete Laplacian $``$ operates on coordinates $`(x,y)`$ or $`(x^{},y^{})`$ (we remind that $`D_{xx^{}}^{y,y^{}}=D_{x^{}x}^{y^{},y}`$). For example, in two-dimensional case we have

$$u_{x,y}=4u_{x,y}u_{x+1,y}u_{x1,y}u_{x,y+1}u_{x,y1}.$$

It means that coefficients $`D_{xx^{}}^{y,y^{}}`$ can be treated as Green’s functions of the discrete Dirichlet problem in the upper half plane. Consequently, the solution of the general Dirichlet problem in the same (planar) geometry,

$$u_{x,y}=f_{x,y},u_{x,0}=0,$$

is given as

$$u_{x,y}=\underset{x^{},y^{}}{}D_{xx^{}}^{y,y^{}}f_{x^{},y^{}}.$$

Unfortunately, this result has no direct connection with our actual problem of general membranes. Nevertheless, we can use the following trick. What violates the using of Green’s function $`D_{xx^{}}^{y,y^{}}`$? The answer is that there exist the boundary and internal points of the membrane with $`y>0`$. Obviously, the Laplacian equation becomes invalid on these points. However, we can correct this situation by introducing a certain function $`f_{x,y}(n)`$ (here $`n`$ is a parameter). In other words, we impose the Laplacian equation artificially for the boundary and internal points. The correction function is equal to $`0`$ for any external point. Moreover, $`f_{x,y}`$ equals to $`0`$ for almost all internal point except the internal layer whose points are nearest to the membrane’s boundary. For the boundary points we have

$$f_{x_m,y_m}(n)=4P_{x_m,y_m}(n)P_{x_m1,y_m}(n)P_{x_m+1,y_m}(n)P_{x_m,y_m+1}(n)P_{x_m,y_m1}(n),$$

whereas for the nearest internal layer

$$f_{x_m\delta x_m,y_m\delta y_m}(n)=P_{x_m,y_m}(n).$$

Now we can write the general solution in terms of Green’s functions,

$$P_{x,y}(n)=\underset{m=1}{\overset{M}{}}\left[D_{xx_m}^{y,y_m}f_{x_m,y_m}(n)+D_{xx_m+\delta x_m}^{y,y_m\delta y_m}f_{x_m\delta x_m,y_m\delta y_m}(n)\right].$$

Imposing the boundary condition $`P_{x_m,y_m}(n)=\delta _{m,n}`$ and considering step by step four possible directions of the outer normal, one can demonstrate that this formula can be written as

$$P_{x,y}(n)=\delta _{x,x_n}\delta _{y,y_n}+D_{xx_n\delta x_n}^{y,y_n+\delta y_n}\underset{m=1}{\overset{M}{}}D_{xx_m}^{y,y_m}P_{[m]}(n).$$

Note that here we do not discuss neither contribution of plane “tails”, nor ground functions. One can easily complete these motivations in order to obtain formula (22). This approach is also valid for multi-dimensional case.

### 8.4  Comments on the Brownian self-transport operator

The important application of the distribution (22) of hitting probabilities is the explicit construction of the Brownian self-transport operator $`Q`$ which governes the Laplacian transfer. We obtained the explicit formula (32) for $`Q`$, and it opens the possibility of analytical researches in this field. Note that exact analytical expression of $`Q`$ even for a planar membrane allowed to obtain the important characteristics of the Laplacian transfer, .

On the other hand, expression (32) simplifies also the numerical treatment of the problem. Usually one uses computer simulations of random walks to calculate the matrix elements of $`Q`$. In order to obtain the whole matrix $`Q`$ with a high accuracy, one should make enormous number of random walks. Moreover, one walk can be very long, especially on lattices with $`d>2`$. On the contrary, working with our approach, one just needs to manipulate in the framework of linear algebra. Once calculated, coefficients $`H_𝐱^y`$ can be easily used for any membrane. Therefore, one just needs to “compose” the matrix $`D`$ for a given membrane, and to inverse $`(I+D)`$. The time required to make these operations depends only on the number of sites for which one calculates $`Q`$.

In order to adjust the formalism to a more realistic membrane, one can introduce different barriers. As we described above, the horizontal barrier can be introduced by simple modification of coefficients $`H_x^y`$ while the problem with vectical barriers is more complicated.

We conclude that the present treatment opens a wide field for further investigations.

## Acknowledgement

The author would like to thank Professor B.Sapoval and Professor M.Filoche whose invaluable advice helped to develop the present approach and to construct the Brownian self-transport operator.

## 9  Appendices

### 9.1  Corner points’ corrections

In Section 3.2, we calculated the contributions of the boundary points supposing that these points are in general position. In other words, we did not consider the neighbourhood of the corners. Moreover, the procedure of corner points’ removing distorts the lattice near corners (see Fig. 2d), and we did not account the influence of such distortion. For sufficiently regular membranes, these corrections should not change the distribution of hitting probabilities globally. However, the lattice distortions can perturb significantly the solution locally, in the vicinity of the corners. It can be important for certain problems. Here we briefly explain how solution (22) can be improved in order to account such local distortions. Note that these corrections carry a particular character, they depend on the way how the lattice has been distorted. For example, if one would not like to remove the corners, there is no correction.

Why problems appear near the corners? Consider as example the corner point $`(x_c,y_c)`$ shown on Fig. 9.

We wrote the Laplacian equation (4) for any external point, in particular,

$$4\varphi _{x_c,y_c+1}\varphi _{x_c+1,y_c+1}\varphi _{x_c1,y_c+1}\varphi _{x_c,y_c+2}\varphi _{x_c,y_c}=0.$$

After that, we removed the corner point $`(x_c,y_c)`$ (thus one can take $`\varphi _{x_c,y_c}=0`$), and connected points $`(x_c,y_c+1)`$ and $`(x_c1,y_c)`$ to each other by a liaison. It means that the true Laplacian equation is

$$4\varphi _{x_c,y_c+1}\varphi _{x_c+1,y_c+1}\varphi _{x_c1,y_c+1}\varphi _{x_c,y_c+2}\varphi _{x_c1,y_c}=0.$$

We prefer to work with the previous general form, and for these purposes we introduce here the correction term $`\mathrm{\Delta }\varphi _{x_c,y_c+1}`$ which is equal to $`\varphi _{x_c1,y_c}`$. The same concerns the point $`(x_c1,y_c)`$. So, each external corner gives two correction terms (in two-dimensional case). Note that these corrections have not been accounted above, they appear due to distortion of the lattice. We should also consider the Laplacian equation at point $`(x_c,y_c)`$ because this removed point has been accounted in the general treatment,

$$4\varphi _{x_c,y_c}\varphi _{x_c+1,y_c}\varphi _{x_c1,y_c}\varphi _{x_c,y_c+1}\varphi _{x_c,y_c1}=\mathrm{\Delta }\varphi _{x_c,y_c}.$$

Above we supposed that the left hand side is equal to $`0`$ because the point $`(x_c,y_c)`$ was referred as external point. Now we calculate the corrections due to the lattice distortions, and for these purposes we write the correction term $`\mathrm{\Delta }\varphi _{x_c,y_c}`$. Taking all these terms, we obtain the whole contribution of the corner point $`(x_c,y_c)`$,

$$Z_c=\left[e^{ix_c\theta _h}\gamma _{y_c}^{(y)}e^{ix_c\theta _h}\gamma _{y_c+1}^{(y)}\right]\varphi _{x_c1,y_c}\left[e^{ix_c\theta _h}\gamma _{y_c}^{(y)}e^{i(x_c1)\theta _h}\gamma _{y_c}^{(y)}\right]\varphi _{x_c,y_c+1}$$

$$e^{i𝒥(x_c,y_c1)\theta }e^{ix_c\theta _h}\gamma _{y_c}^{(y)}e^{i𝒥(x_c+1,y_c)\theta }e^{ix_c\theta _h}\gamma _{y_c}^{(y)}.$$

Two last terms should be included into the contribution of boundary points with indices $`𝒥(x_c,y_c1)`$ and $`𝒥(x_c+1,y_c)`$ respectively (exactly these two terms are missed if one considers the boundary points near corners, see Section 3.2). Two first terms involve the unknown characteristic functions $`\varphi _{x_c1,y_c}`$ and $`\varphi _{x_c,y_c+1}`$ that can be called corner functions. It means that in general case formula (22) becomes

$$P_{x,y}(n)=P_{x,y}^0(n)\underset{corners}{}[(D_{xx_c}^{y,y_c}D_{xx_c\delta x_c^{(2)}}^{y,y_c+\delta y_c^{(2)}})P_{x_c+\delta x_c^{(1)},y_c+\delta y_c^{(1)}}(n)+$$

$$(D_{xx_c}^{y,y_c}D_{xx_c\delta x_c^{(1)}}^{y,y_c+\delta y_c^{(1)}})P_{x_c+\delta x_c^{(2)},y_c+\delta y_c^{(2)}}(n)],$$

where $`P_{x,y}^0(n)`$ denotes the right hand side of (22), and $`(\delta x_c^{(1,2)},\delta y_c^{(1,2)})`$ are two outer normals on the corner point $`(x_c,y_c)`$.

The corner functions $`P_{x_c+\delta x_c^{(1,2)},y_c+\delta y_c^{(1,2)}}(n)`$ can be calculated by the same way that was used for near-boundary functions, i.e., we close the system of linear equations and solve it. The last formula gives a right distribution for all sites of the membrane, including the points near corners.

### 9.2  One point problem

Consider the simple problem of finding the distribution of hitting probabilities $`P_{x,y}(n)`$ on the horizontal axis if there exists an absorbing point $`(0,y_0)`$ with $`y_0>0`$. As consequence, we shall find the probability to hit the point $`(0,y_0)`$ if started from $`(x,y)`$ without touching the horizontal axis.

Here we cannot apply the technique of the planar case given that

– there is no translational invariance ;

– the Laplacian equation (3) is invalid on the point $`(0,y_0)`$;

On the contrary, we can use formula (9). There exists the only correction $`\mathrm{\Delta }\mathrm{\Phi }^{(y_0)}`$ for the unique point $`(0,y_0)`$, i.e.,

$$\mathrm{\Delta }c_{y_0}(\theta )=\varphi _{1,y_0}(\theta )\varphi _{1,y_0}(\theta )\varphi _{0,y_0+1}(\theta )\varphi _{0,y_01}(\theta )$$

(we omitted $`4\varphi _{0,y_0}`$ because it equals to $`0`$). Using formula (12) and taking the limit $`L\mathrm{}`$, we obtain

$$\varphi _{x,y}(\theta )=\underset{\pi }{\overset{\pi }{}}\frac{d\theta ^{}}{2\pi }e^{ix\theta ^{}}\left(\phi ^y(\theta ^{})c_0(\theta ,\theta ^{})+\gamma _{y_0}^{(y)}(\theta ^{})\mathrm{\Delta }c_{y_0}(\theta )\right),$$

where

$$c_0(\theta ,\theta ^{})=\underset{x=\mathrm{}}{\overset{\mathrm{}}{}}e^{ix(\theta \theta ^{})}=2\pi \delta (\theta \theta ^{}).$$

Applying the inverse Fourier transform, we obtain

$$P_{x,y}(n)=H_{xn}^yD_x^{y,y_0}\left(P_{1,y_0}(n)+P_{1,y_0}(n)+P_{0,y_0+1}(n)+P_{0,y_01}(n)\right).$$
(36)
Looking on this relation, we say that there are four near-boundary functions on four points around $`(0,y_0)`$. Taking corresponding $`x`$ and $`y`$ and summarizing four equations for near-boundary functions, we write the equation for their sum,

$$\underset{m=1}{\overset{4}{}}P_{[m]}(n)=\left(H_{1n}^{y_0}+H_{1n}^{y_0}+H_n^{y_0+1}+H_n^{y_01}\right)$$

$$\left(D_1^{y_0,y_0}+D_1^{y_0,y_0}+D_0^{y_0+1,y_0}+D_0^{y_01,y_0}\right)\underset{m=1}{\overset{4}{}}P_{[m]}(n).$$

Using the properties of coefficients $`H_x^y`$ and $`D_x^{y,y^{}}`$, we can simplify this relation and express the sum of near-boundary functions,

$$\underset{m=1}{\overset{4}{}}P_{[m]}(n)=\frac{H_n^{y_0}}{D_0^{y_0,y_0}}.$$

Substituting this sum into (36), we have

$$P_{x,y}(n)=H_{xn}^yH_n^{y_0}\frac{D_x^{y,y_0}}{D_0^{y_0,y_0}}.$$

So, the problem is solved. The probability to hit the point $`(0,y_0)`$ without touching the horizontal axis is

$$P_{x,y}^{(one)}=1\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}P_{x,y}(n)=\frac{D_x^{y,y_0}}{D_0^{y_0,y_0}}.$$

We hope that the consideration of this simple problem clarifies the sense of coefficients $`D_x^{y,y^{}}`$ and simplifies the understanding of general results.


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# Ballistic spin transport through electronic stub tuners: spin precession, selection, and square-wave transmission

The basic principle of a spin transistor, first formulated in Ref.  for a waveguide, is that the spin-orbit interaction or Rashba coupling , important in narrow-gap semiconductors, makes injected polarized spins precess and leads to a modulation of the current. It’s been demonstrated that the strength of this interaction can be tuned by the application of an external gate voltage . In recent years spin polarized transport has attracted considerable attention as it offers a possibility for quantum computation and quantum logic . However, the reported experimental spin polarizations  are very low, about 1%, and make the results controversial since they can be attributed to extraneous effects such as the local Hall field and the resistance mismatch .

The idea of ballistic spin transport of Ref.  relied on the weakness of the spin-orbit coupling. It was recently applied to nanowires by means of a tight-binding analog of the Rashba Hamiltonian  thought to be an improvement over a perturbative treatment. A perfect modulation was reported for weak coupling. However, the results were tied to a gradual change of the coupling strength over the interaction region, which may be difficult to achieve experimentally, and those for strong coupling may be uncertain due to the large strengths used.

The subject of this paper is a transistor-like modulation of a spin current. Motivated by the results of Refs.  and  and those on electronic , , , and photonic  stub tuners, we consider ballistic spin transport through electronic waveguides with double stubs attached to them ( Fig. 1 (a)) periodically. The weakness of the spin-orbit coupling is controlled by back gates .

Formulation. In the absence of a magnetic field the spin degeneracy of the 2DEG energy bands at $`𝐤0`$ is lifted by the coupling of the electron spin with its orbital motion. This coupling is described by the Hamiltonian

$$H_{so}=\alpha (\stackrel{}{\sigma }\times \stackrel{}{p})_z/\mathrm{}=i\alpha [\sigma _y/x\sigma _x/y)].$$
(1)
Here the $`y`$ axis is along the waveguide and the $`x`$ along the stub, cf. Fig. 1 (a). The parameter $`\alpha `$ measures the

strength of the coupling; $`\stackrel{}{\sigma }=(\sigma _x,\sigma _y,\sigma _z)`$ denotes the spin Pauli matrices, and $`\stackrel{}{p}`$ is the momentum operator. The experimental values of $`\alpha `$ range from about $`6\times 10^{12}`$ eV m, at electron densities $`n=0.7\times 10^{12}`$cm-2, to $`3.0\times 10^{11}`$ eV m, at electron densities $`n=2\times 10^{12}`$cm-2.

We treat $`H_{so}`$ as a perturbation. With $`\mathrm{\Psi }=|k_y,n,\sigma =e^{ik_yy}\varphi _n(x)|\sigma `$ the eigenstate in each region in Fig. 1 (a) the unperturbed states satisfy $`H^0|n,\sigma =E_n^0|n,\sigma `$ with $`E_n^0=E_n+\mathrm{}^2k_y^2/2m^{}`$ and $`\varphi _n(x)`$ obeys $`[(\mathrm{}^2/2m^{})d^2/dx^2+V(x)]\varphi _n(x)=E_n\varphi _n(x)`$, where $`V(x)`$ is the confining potential assumed to be square-type and high enough that $`\varphi _n(x)`$ vanishes at the boundaries. The perturbed ($`H_{so}0)`$ eigenfunction, is written as $`_{n,\sigma }A_n^\sigma \varphi _n(x)|\sigma `$. $`H_{so}`$ is a $`2\times 2`$ matrix. Combining it with the $`2\times 2`$ diagonal matrix $`H^0`$ and using $`H\mathrm{\Psi }=(H^0+H_{so})\mathrm{\Psi }=E\mathrm{\Psi }`$ leads to the equation

$$\left[\begin{array}{cc}E_m^0E& \alpha k_y\\ \alpha k_y& E_m^0E\end{array}\right]\left(\begin{array}{c}A_m^+\\ A_m^{}\end{array}\right)=0;$$
(2)
the resulting eigenvalues $`EE^\pm (k_y)`$, plotted in Fig. 1 (b), are

$$E^\pm (k_y)=E_n+(\mathrm{}^2/2m^{})k_y^2\pm \alpha k_y.$$
(3)
The eigenvectors corresponding to $`E^+,E^{}`$ satisfy $`A_m^\pm =\pm A_m^{}`$. Accordingly, the spin eigenfunctions are taken as $`|\pm =\left(\begin{array}{c}1\\ \pm 1\end{array}\right)/\sqrt{2}`$. For the same energy the difference in wave vectors $`k_y^+`$ and $`k_y^{}`$ for the two spin orientations is

$$k_y^{}k_y^+=2m^{}\alpha /\mathrm{}^2=\delta .$$
(4)
The dispersion relation $`E^\pm (k_y)`$ vs $`k_y`$ resulting from Eq. (3) is shown in Fig. 1 (b). For the same energy $`E`$ there are four $`k_y`$ values and a phase shift $`\delta `$ between the positive or negative $`k_y^+`$ and $`k_y^{}`$ values of the branches $`E^+`$ and $`E^{}`$.

The procedure outlined above applies to all regions, I, II, III , in Fig. 1 (a). In each region we have $`\varphi _n(x)=\mathrm{sin}(n\pi (x+w/2)/w)`$, where $`w`$ is the width of the region along $`x`$. Including spin and referring to Fig. 1 (b) we can write the eigenfunction $`\varphi _1`$ of energy $`E`$ in region I as

$`\varphi _1={\displaystyle \underset{m}{}}\{a_{1m}^+e^{i\beta _my}(\begin{array}{c}1\\ 1\end{array})+a_{1m}^{}e^{i(\beta _m+\delta )y}(\begin{array}{c}1\\ 1\end{array})+b_{1m}^+`$ (9)
$`\times `$ $`e^{i(\beta _m+\delta )y}(\begin{array}{c}1\\ 1\end{array})+b_{1m}^{}e^{i\beta _my}(\begin{array}{c}1\\ 1\end{array})\}\mathrm{sin}(c_m(x+{\displaystyle \frac{c}{2}})`$ (14)
Here $`c_m=m\pi /c`$ and $`\beta _m=(2m^{}Ec_m^2)^{1/2}`$. In region III $`\varphi _2`$ is given by Eq. (14) with the changes $`1m2m,ca`$, and $`yyb`$. In the stub region II, Eq. (14) remains valid with the changes $`ch`$ and $`x+c/2x+h/2d`$.

We now match the wave function and its derivative at $`y=0`$ and $`y=b`$. In this way we can connect the incident waves (to the left of region I) with the outgoing ones (to the right of region III) via a transfer matrix $`\widehat{M}`$

$$\left(\begin{array}{c}a_{in}^+\\ a_{in}^{}\\ b_{in}^+\\ b_{in}^{}\end{array}\right)=\widehat{M}\left(\begin{array}{c}a_{out}^+\\ a_{out}^{}\\ b_{out}^+\\ b_{out}^{}\end{array}\right).$$
(15)
If we connect a spin polarizer (analyzer) to the left (right) of the structure, we can inject electrons and detect the polarization of the outgoing electrons. For spin-up electrons injected into a simple waveguide, where the transmission is always unity, the probability of detecting a spin-down $`\left(\begin{array}{c}0\\ 1\end{array}\right)`$ electron, after a distance $`l`$, will be proportional to $`|\left(\begin{array}{c}0\\ 1\end{array}\right)|\psi |^2=\mathrm{sin}^2(\mathrm{\Delta }\theta /2)`$ , where $`\mathrm{\Delta }\theta =\delta l`$ is the phase difference between the up $`|+`$ and down $`|`$ spin modes Here we show that by attaching stubs the transmission can be modulated more efficiently: we can flip the spin of the incident electrons, or block it completely, and thus establish a spin transistor.

Results. We consider electrons of energy $`E=48`$meV injected into a In0.53Ga0.47As multi-stub structure, with $`m^{}=0.042m_0`$ and $`\alpha =1.6\times 10^{11}`$eVm. The parameters are $`c=a=250`$Å, $`b=150`$Å, and $`h=1859`$Å; the length of the waveguide segment between two neighbouring stubs is $`L=207.5`$Å. To verify the validity of the perturbation theory we evaluated the bound states of an isolated unit made of one stub and one waveguide segment with the same values for $`c,a,b`$ and $`L`$. The ratio (intersubband mixing energy/difference between lowest two bound states) is less than $`10\%`$. In Fig. 1 (c) we show the first and second energy bands of a superlattice made of such units without (dashed curves) and with (solid and dotted curves) spin-orbit coupling. The energy difference due to the latter is about $`15\%`$ of the electron energy.

We now consider the possibility of spin-transistor action using symmetric stubs. The transmission plotted in Fig. 2 shows the possibility of spin blocking as well as spin flipping for a periodic array of fifteen stubs arranged in three groups. The first five stubs form the first group and so on. The parameters $`c=a=250`$Å, $`L=267.5`$Å, and $`h`$ are the same for all groups but $`\alpha `$ and $`b`$ differ from one group to another: we took $`\alpha _1=1.05\alpha _2=1.1\alpha _3=1.6\times 10^{11}`$eVm and $`b_1=0.95b_2=0.9b_3=150`$Å. Because the output spin orientation depends on the total length of the device, we choose the length for which complete spin flip occurs through the stubless device; then we can control the transmission by adjusting $`h`$. As shown in the figure, we can completely block the exit of electrons of either spin orientation for $`h`$ in the ranges of the gaps ($`T=0`$), i.e., for $`620\AA h680\AA `$ and $`1130\AA h1285\AA `$.
A better control of the transmission can be obtained if we employ asymmetric stubs. For the results shown in Fig. 3 we inject spin-up electrons of energy $`E=48meV`$ into a five-identical-unit device with $`c=a=250`$Å,

$`b=150`$Å, $`L=207.5`$Å, and $`h=1859`$Å for all units. $`L`$ is chosen so that only spin-down electrons appear in the output and $`h`$ is chosen such that all electrons are reflected ($`T=0`$) when the stubs are symmetric. As realized, by shifting all stubs by a distance $`d`$, cf. Fig. 1 (a), with the help of side gates, we observe a nearly perfect spin-transistor behavior: the transmission jumps almost from 0 to 1 and only spin-down electrons come out though only spin-up electrons are injected.

Discussion. A qualitative understanding of the results shown in Figs. 2 and 3 is easily reached if we combine the spin precession in a single waveguide , due to the spin-orbit coupling, with the basic idea of a stub tuner  and its refinements . In a stub tuner waves reflected from the walls of the stub, where the wave function vanishes, may interfere constructively or destructively with those in the main waveguide and result, respectively, in an increase or decrease of the transmission. Refining this idea, it was shown in Ref.  that using asymmetric double stubs the transmission of spinless electrons could be blocked completely. Combining several stubs would result in a nearly square-wave transmission as a function of the asymmetry parameter $`d`$. The transmission shown in Figs. 2 and 3 is simply the result of this behavior when combined with the spin precession due to the spin-orbit coupling since the length of the device was chosen such that spin flip would occur in the stubless waveguide.

An important question is how robust the results are if we change any of the stub parameters. As shown in Figs. 2 and 3 the transmission is not always perfect: near the edges of the gaps we have peaks less high than unity and their number increases if we change, e.g., $`h`$ in Fig. 2 or $`d`$ in Fig. 3. However, the gaps are wide and one can widen them further by adjusting $`b`$, $`c`$, and especially the strength $`\alpha `$ that can be controlled by a back gate.

Another question is the influence of the stub shape on the transmission output. But as in electronic stub tuners  , here two stubs of different shape do not change the transmission qualitatively. We break each shape in a

series of rectangular segments with the same width $`b_i`$ and different heights. Each segment is described by a transfer matrix $`M_i`$. The full shape is well described by the product $`M^{tot}=\mathrm{\Pi }_iM_i`$ if $`b_i`$ is much smaller than the electronic wavelength. In Fig. 4 we consider a structure with two asymmetric triangular double stubs, as shown in the left inset, and plot $`T`$ vs $`d`$, normalized to the input spin-up $`T^+`$ and further specified in the caption, for $`b=377`$Å, $`h=1660`$Å, $`L=275`$Å, and $`a=250`$Å. The total length $`l`$ ($`=2b+2L`$) is chosen such that neither $`T^+`$ nor $`T^{}`$ is completely suppressed. If $`l`$ or $`\alpha `$ is chosen such that, e. g., $`T^+`$ is completely suppressed, then $`T^{}`$ is given approximately by the sum of the solid and dotted curves in Fig. 4 and resembles closely that of Fig. 3. By comparing Fig. 2 with the right inset of Fig. 4 and Fig. 3 with Fig. 4 we see that the qualitative behavior for stubs of different shapes is the same. The shape affects mainly the period of the transmission when we combine several stubs, compare Figs. 2-4.

All the results presented so far are valid when only a single mode propagates in the waveguide. If more modes are allowed to propagate the transmission pattern becomes more complex but it is still possible to have a periodic transmission output, e.g., as in Fig. 2, if $`b`$ is short enough that only a single mode can penetrate into the stub region . Details will be given elsewhere.

In summary, we combined the spin precession in a waveguide, due to the spin-orbit coupling, with the basic physics of a stub tuner, and applied it to the transmission through several stubs. We showed that we can select the spin of the outgoing electrons to be the same as or opposite to that of the injected spin-polarized electrons. More important, we can have a nearly binary square-wave transmission (spin-valve effect) for either spin orientation. In this respect, asymmetric stubs, with shape controlled by lateral gates , give the best results.

X. F. W. and P. V. were supported by the Canadian NSERC Grant No. OGP0121756 and F. M. P. by the Flemish Science Foundation, IMEC, IUAP-IV, and by GOA.