Robust estimation of position-dependent anisotropic diffusivity tensors from stochastic trajectories

Abstract: Materials under confinement can possess properties that deviate considerably from their bulk counterparts. Indeed, confinement makes all physical properties position-dependent and possibly anisotropic, and characterizing such spatial variations and directionality is an intense area of focus in experimental and computational studies of confined matter. While this task is fairly straightforward for simple mechanical observables, it is far more daunting for transport properties such as diffusivity that can only be estimated from autocorrelations of mechanical observables. For instance, there are well established methods for estimating diffusivity from experimentally observed or computationally generated trajectories in the bulk. No rigorous generalizations of such methods, however, exist for confined systems. In this work, we present two filtered covariance estimators for computing anisotropic and position-dependent diffusivity tensors and validate them by applying them to stochastic trajectories generated according to known diffusivity profiles. These estimators can accurately capture spatial variations spanning over several orders of magnitude and assuming different functional forms. Our approach is also very robust to implementation details such as the localization function and time discretization and performs significantly better than estimators that are solely based on local covariance. Moreover, the kernel function does not have to be localized and can instead belong to a dictionary of orthogonal functions. Therefore, the proposed estimator can be readily used to obtain functional estimates of diffusivity rather than a tabulated collection of pointwise estimates. Nonetheless, the susceptibility of the proposed estimators to time discretization is higher close to hard boundaries. We demonstrate this heightened susceptibility to be common among all covariance-based estimators.