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Impact of Intermediate Nanomachines in Multiple Cooperative Nanomachine-


Assisted Diffusion Advection Mobile Molecular Communication

Article in IEEE Transactions on Communications · May 2019

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1

Impact of Intermediate Nanomachines in Multiple


Cooperative Nanomachine-Assisted Diffusion
Advection Mobile Molecular Communication
Neeraj Varshney, Student Member, IEEE, Adarsh Patel, Member, IEEE, Werner Haselmayr, Member, IEEE,
Aditya K. Jagannatham, Member, IEEE, Pramod K. Varshney, Life Fellow, IEEE, and Arumugam
Nallanathan, Fellow, IEEE

Abstract—Motivated by the numerous healthcare applications systems. As an example, in the work in [5], the redox modality
of molecular communication inside blood vessels of the human has been used to connect synthetic biology to electronics for
body, this work considers multiple relay/ cooperative nanoma- bio-device communication. 3) Artificial MC that is aimed
chine (CN)-assisted molecular communication between a source
nanomachine (SN) and a destination nanomachine (DN) where at the design, fabrication and testing of human-made MC
each nanomachine is mobile in a diffusion-advection flow channel. systems, which forms the focus of this work. A salient example
Using the first hitting time model, the impact of the intermediate of such research is the inexpensive experimental platform that
CNs on the performance of the aforementioned system with was presented in [6], which can be used to simulate MC in
fully absorbing receivers is comprehensively analyzed taking into different environments, such as in cardiovascular systems and
account the presence of various degrading factors such as inter-
symbol interference, multi-source interference, and counting others. Moreover, a paradigm for chemical communication
errors. For this purpose, the optimal decision rules are derived between gated nanoparticles was recently demonstrated in [7].
for symbol detection at each of the CNs as well as the DN.
Further, closed-form expressions are derived for the probabilities A. Motivation
of detection and false alarm at each CN and DN, along with the Artificial MC has led to the development of novel applica-
overall end-to-end probability of error and channel achievable
rate for communication between the SN and DN. Simulation tions [8]–[10] such as efficient chrono drug-delivery [11] and
results are presented to corroborate the theoretical results derived human body monitoring using communicating nano-robots or
and also, to yield insights into the system performance under nanomachines, which has been used for detection and mon-
various mobility conditions. itoring of cholesterol or disease precursors in blood vessels
Index Terms—Cooperative nanomachines, diffusion, fully ab- [12]. To realize an efficient chrono drug-delivery mechanism,
sorbing receivers, Likelihood Ratio Test (LRT), mobile molecular a nanomachine in one part of the body can sense an event and
communication, optimal detection. communicate this information to a drug-delivery nanomachine
I. I NTRODUCTION in another part of the body using molecular signaling via
ANOSCALE molecular communication (MC), where the the circulation system with advection flow [11]. However, in
N information exchange is done using chemical signals, has
garnered significant interest in recent times towards addressing
such scenarios, the molecular concentration decays inversely
as the cube of the distance between the mobile transmitter
challenging problems in biomedical, industrial, and surveil- and mobile receiver nanomachines [13], which severely limits
lance applications [2], [3]. Currently, MC research can be cat- the performance of such systems. This impediment can be
egorized into three major areas: 1) Living system modelling, successfully overcome by relay or cooperative nanomachine
which is aimed at gaining more insights into MC processes (CN)-assisted communication, where one or multiple mobile
occurring in live biological systems leveraging techniques CNs cooperate with a mobile source nanomachine (SN) in
originating from communications engineering. For example, in forwarding information to a mobile destination nanomachine
[4], information theoretic concepts were used to quantify the (DN). This paradigm has been shown to significantly enhance
information exchange in protein structures. 2) Living system the communication range, thus making it a very promising
interface, which targets controlling the behavior of biological technology for such systems [14]. However, the decoding
accuracy at the DN in a multiple CN-assisted MC system relies
The part of this paper considering the presence of a single cooperative considerably on the detection performance of the intermediate
nanomachine (CN) has been presented at the 2018 Asilomar Conference on CNs that act as relays. The end-to-end performance can further
Signals, Systems, and Computers [1].
Neeraj Varshney and Aditya K. Jagannatham are with the Department of deteriorate due to other degrading effects such as mobil-
Electrical Engineering, Indian Institute of Technology Kanpur, UP, India (e- ity, inter-symbol interference (ISI), multi-source interference
mail:{neerajv; adityaj}@iitk.ac.in). (MSI), and counting errors at the intermediate CNs as well as
Adarsh Patel and Pramod K. Varshney are with the Department of Electrical
Engineering & Computer Science, Syracuse University, Syracuse, New York, at the DN [15]. This motivates us to analyze the impact of
USA (e-mail:{apatel31; varshney}@syr.edu). the detection performance of the intermediate mobile CNs on
Werner Haselmayr is with the Johannes Kepler University Linz, Austria the end-to-end performance of the multiple CN-assisted MC
(email: werner.haselmayr@jku.at).
Arumugam Nallanathan is with the Queen Mary University of London, system, along with the presence of ISI, MSI, and counting
London, United Kingdom (email: nallanathan@ieee.org). errors, for a diffusion-advection blood flow channel. A detailed
overview and a comparative survey of related works in the for the aforementioned system has not been analyzed in any
literature on CN-assisted MC is presented next. of the existing works.
Therefore, this work comprehensively analyzes the impact
B. Related Work and Contributions of intermediate CNs on the performance of a multiple CN-
In [16], a sense-and-forward (SF) relaying strategy has been assisted mobile MC system with fully absorbing receivers,
proposed for diffusive MC between two synthetic bacteria with the DF relaying protocol employed at each mobile CN.
nodes. The analysis therein has been extended in [17] to For this purpose, the LRT-based optimal decision rules and
MC with decode-and-forward (DF) relaying where it was optimal thresholds are determined at each of the mobile CNs
demonstrated that optimal combining of the direct and relayed and mobile DN in the presence of ISI, MSI, and counting
outputs led to an improvement in the reliability of communi- errors, incorporating also the detection performance at each of
cation. Authors in [18] derived an expression to characterize the previous CNs. Closed-form expressions are subsequently
the average probability of error for a two-hop DF molecular derived for the probabilities of detection and false alarm
network and subsequently proposed techniques to mitigate the to analytically characterize the detection performance of the
self-interference arising due to the reception and emission of mobile CNs and DN. Finally, the analysis for the end-to-
the same type of molecules at the relay. The analysis has end probability of error and the channel achievable rate is
been further extended to amplify-and-forward (AF) relaying- presented for multiple mobile CN-assisted MC between the
based MC with fixed and variable amplification factors in mobile SN and DN nodes. It is worth mentioning that the
[19]. The optimal amplification factor at the relay node that results in [1] considering the presence of a single cooperative
minimizes the approximate average error probability of the nanomachine (CN) can be obtained as a special case of the
network is also derived therein. The authors in [20], [21] results presented in this paper.
proposed an energy efficient scheme for information molecule
synthesis employing simultaneous molecular information and C. Organization
energy transfer (SMIET) relaying. Performance analysis was
presented in [21] for the resulting bit error probability and The organization of the rest of the paper is as follows. The
cost of synthesis. In [22], the performance of a dual-hop system model for the multiple mobile CN-assisted diffusive
MC system with estimate-and-forward (EF) relaying has been molecular communication between the mobile SN and mobile
analyzed in terms of the resulting molecular throughput and DN is presented in Section II. The optimal detection schemes
probability of error considering the effect of residual and at the mobile CNs and mobile DN are given in Section III.
counting noises. The work in [23] analyzed the error rate Comprehensive analyses for the probabilities of detection,
performance of a diffusion-based DF dual-hop MC system false alarm at the individual CN, DN, along with the end-
inside a blood vessel of the human body, assuming pure to-end probability of error and achievable rate are presented
diffusion based MC with static nanomachines, which is not in Section IV, Section V, and Section VI respectively. Sim-
practically feasible in diffusion-advection blood flow channels. ulation results are presented in Section VII, followed by the
Moreover, the analysis therein formulates an optimization conclusion in Section VIII.
problem to find the optimal threshold that minimizes the bit
error probability (BEP) at the DN. However, a closed-form II. S YSTEM M ODEL
analytical expression has not been presented for the optimal Consider a multiple CN-assisted MC system inside a blood
threshold. The work in [24] analyzed the bit error rate (BER) vessel, i.e., semi-infinite one-dimensional1 flow-induced fluid
performance of a dual-hop DF MC system in which the medium with constant temperature and viscosity, where the
time-dependent molecular concentrations are influenced by the length of the propagation medium is large in comparison to
noise and ISI resulting from the channel. In the context of its width. Due to blood flow inside the vessel, the SN, all
multi-hop communication, the design and analysis of repeater the CNs and the DN drift with the flow, with vsn = vrn,k =
cells for Calcium junction channels was investigated in [25], vdn = v, where vsn , vrn,k and vdn denote the velocities of
where signal molecules released by the transmitter are ampli- the SN, kth CN and DN, respectively, and v denotes the
fied by the intermediate repeaters to reach the receiver. The drift velocity of the medium. The diffusion coefficients of the
probability of error analysis for a dual hop system presented mobile SN, kth mobile CN and the mobile DN are denoted
in [18] was extended to a multi-hop scenario in [26]. The by Dsn , Drn,k and Ddn , respectively. As described in [40]–
work in [27] analyzed diffusion based multi-hop MC between [42], the movement of each nanomachine can be modeled as a
bacteria colonies with several bacteria agents combining to act one dimensional Gaussian random walk where the movement
as a single node. Further, a multi-hop system that uses bacteria of each nanomachine does not disrupt the propagation of the
and virus particles as information carriers was proposed and
analyzed in [28] and [29], respectively. However, none of the 1 Many biological channels such as capillaries, blood vessels and active

above works and the references therein consider nanomachine transportation channels can be modeled by a 1-D drift channel (e.g., [30]–
[32]). In particular, they can be modeled as 1-D semi-infinite channels, where
mobility while analyzing the performance of the multiple CN- the length dimension is significantly larger than the width and height. Also the
assisted MC system in diffusion-advection blood flow channels molecular channels for communication on bio-chips can be approximated by a
with practical/ realistic effects such as MSI, ISI and counting 1-D environment, since the microfluidic links connecting various components
within the chip are very narrow (e.g., [33]). Finally, it is important to note that
errors. Moreover, the impact of the detection performance of the 1-D diffusion channel has been frequently applied to investigate several
the intermediate CNs on the end-to-end performance of MC aspects of molecular communications [23], [32], [34]–[39].
information molecules. Moreover, due to the mobility with
different diffusion coefficients, the SN, CNs and the DN
may pass each other, resulting in different locations of the
nanomachines [42].
The communication between the SN and DN occurs in a
multiple hop fashion, where the SN and each of the CNs or
relays, i.e., R1 , R2 , · · · , RN , use different types of molecules Fig. 1. Time-slotted diffusive MC between two nanomachines x and y.
for transmission. The molecules transmitted by the SN and kth
CN propagate via Brownian motion with diffusion coefficient In a diffusion-advection flow2 channel, the PDF fxy (t; i), for
Dp,sn and Dp,rn,k , respectively, in the diffusion-advection mobile nanomachines x and y with diffusive coefficients Dx ,
blood flow channel. As described in [9], nanomachines such as Dy and vx = vy = v, is given by [42, Eq. (16)]
eukaryotic cells can be genetically modified to emit different √ ( )
types of molecules for transmitting information, thus enabling iτ Dtot Dp,eff (d0xy )2
fxy (t; i) = √ exp −
the intermediate CNs to operate in full duplex mode with π t(iτ Dtot + tDp,eff ) 4iτ Dtot
simultaneous transmission and reception. The communication d0xy
takes place over time-slots of duration τ as shown in Fig. 1, +√
4πDp,eff (t + iτ Dtot /Dp,eff )3
where the jth slot is defined as the time interval [(j − 1)τ, jτ ] ( )
with j ∈ {1, 2, · · · }. At the beginning of the jth time-slot, the (d0xy )2
× exp −
SN emits either Q0 molecules of type-0 or remains silent, for 4Dp,eff (t + iτ Dtot /Dp,eff )
the transmission of information symbols 1 or 0, respectively, ( √ )
with probabilities β and 1 − β. In the subsequent time-slots, d0xy tDp,eff
× erf , (2)
the intermediate DF-based CNs first decode the information 2 iτ Dtot (iτ Dtot + tDp,eff )
symbols using the number of molecules received from the
previous nanomachine, followed by retransmission to the next where d0xy is the initial Euclidean distance between the
nanomachine. The DN finally decodes the information symbol nanomachines x and y at time instant t = 0, erf(·) denotes the
using the number of type-N molecules received from the N th standard error function [48] and the quantities Dtot and Dp,eff
CN RN at the end of the (j+N )th time-slot. Further, similar to are defined as, Dtot = Dx + Dy and Dp,eff = Dy + Dp,x ,
several existing works [15], [23], [43]–[45] and the references respectively, where Dp,x is the diffusion coefficient of the
therein, this work assumes the nanomachines to be synchro- molecules emitted by the mobile nanomachine x. It is worth
nized in time and the transmitted molecules do not interfere or noting that the PDF of the first hitting time given in (2)
collide with each other. Moreover, once these molecules reach is identical to the PDF of the first hitting time for mobile
the receiver, they are assumed to be absorbed immediately nanomachines x and y in pure diffusion channels without flow
and not propagate further in the medium. Although, several [40, Eq. (6)]. This is due to the fact that the effective flow
works on synchronization between static transmitter (TX) and velocity veff = v − vy = 0 since nanomachine y is moving
receiver (RX) exist (e.g., [46]), synchronization for the mobile with the flow, i.e., vy = v. A more detailed derivation for the
scenario is still not well investigated in the literature. To the PDF of the first hitting time is given in [42].
best of our knowledge, only the work in [47] considered a The number of type-0 molecules received at R1 during the
synchronization scheme with nanomachine mobility which is jth time-slot [(j − 1)τ, jτ ], corresponding to transmission of
applicable only for a fixed TX and mobile RX. Therefore, the symbol x[j] ∈ {0, 1} by the SN, can be expressed as
an interesting future research direction would be to develop Rsr [j] = Ssr [j] + Nsr [j] + Csr [j] + Isr [j], (3)
new synchronization schemes for molecular communication
systems with mobile TX and mobile RX in pure and flow- with the various quantities are described as follows. The
induced diffusive channels. quantity Ssr [j] denotes the number of received molecules
corresponding to the transmission in the current slot [(j −
Due to the stochastic nature of the diffusive channel, the 1)τ, jτ ]. This follows the Binomial distribution [32], [49] with
times of arrival of the molecules emitted by a transmitter parameters Q0 [j]x[j] and q0sr , i.e., B(Q0 [j]x[j], q0sr ), where
nanomachine x, at a receiver nanomachine y, are random in q0sr denotes the probability that a transmitted molecule in a
nature, which can span multiple time slots. Let fxy (t; i) denote
the probability density function (PDF) of the first hitting time, 2 Similar to several existing works [23], [32], [34]–[39], [45] and the

i.e., the time required for a molecule to reach the nanomachine references therein, this work also assumes that neither nanomachines nor
xy molecules have any impact on the flow. This assumption can be justified as
y. The probability qj−i , of a molecule emitted by nanomachine follows. First, we assume that the concentration of the information molecules
x during slot i ∈ {1, 2, · · · , j}, arriving at nanomachine y is very low compared to the fluid molecules and hence the transmission of
during time-slot j, is obtained as [43, Eq. (1)] information molecules does not affect the flow profile of the fluidic medium.
Second, we also assume that the RX perfectly absorbs the information
molecules, but does not influence the fluid molecules, i.e., the flow profile
remains constant. This can be accomplished by making the RX sufficiently
∫ (j−i+1)τ
small. Also, transmitter (TX) is assumed to be a point source. It is worth
xy mentioning that these TX and RX models with constant advection velocity
qj−i = fxy (t; i)dt. (1) have been frequently considered in 1-D diffusive molecular communication
(j−i)τ literature, e.g., [23], [32], [34]–[39], [45].
∑j+n−1
particular slot reaches R1 within the same slot. The quantity given as Irr [j + n] = i=n+1 Irr [i], with Irr [i] distributed
Nsr [j] denotes the MSI3 and follows a Gaussian distribution as Irr [i] ∼ N (Qn [j +2n−i]b x[j +2n−i−1]qi−n rr
, Qn [j +2n−
with mean µo and variance σo2 when the number of interfering x[j + 2n − i − 1]qi−n (1 − qi−n )), n + 1 ≤ i ≤ j + n − 1. Note
i]b rr rr

sources is sufficiently large [50]. The term Csr [j] denotes the that Irr [i] denotes the number of stray molecules received
counting error pertaining to the molecules received at the CN due to transmission in the previous (j + 2n − i)th slot. The
and can be modeled as a Gaussian distributed random variable number of molecules received at the DN, corresponding to the
with zero mean and variance σc2 [j]. The latter quantity depends transmission by the last CN RN using QN [j + N ], during the
on the average number of molecules received at the CN, and time slot [(j + N − 1)τ, (j + N )τ ], can be expressed as
is given as σc2 [j] = E{Rsr [j]} [15], [51]. The quantity Isr [j] Rrd [j + N ] =Srd [j + N ] + Ird [j + N ] + Nrd [j + N ]
is the ISI4 arising in slot j due to transmissions in the previous
j − 1 slots, which is determined as + Crd [j + N ], (6)
where Srd [j + N ] follows the distribution
Isr [j] = Isr [1] + Isr [2] + · · · + Isr [j − 1], (4)
Srd [j + N ] ∼ N (QN [j + N ]b
x[j + N − 1]q0rd ,
where Isr [i] ∼ B(Q0 [j − i]x[j − i], qisr ), 1 ≤ i ≤ j − 1,
denotes the number of stray molecules received from the QN [j + N ]b
x[j + N − 1]q0rd (1 − q0rd )).
transmission of the symbol in the previous (j − i)th slot. The quantities Nrd [j + N ] ∼ N (µo , σo2 ) and Crd [j +
The parameter qisr denotes the probability that a molecule N ] ∼ N (0, E{Rrd [j + N ]}) denote the MSI and counting
transmitted in (j − i)th slot reaches R1 in the current jth errors, respectively, at the DN. Similarly, the ISI component
∑j+N −1
slot. Also, note that the noise Nsr [j], the number of molecules Ird [j + N ] at the DN is Ird [j + N ] = i=N +1 Ird [i], where
received in the current slot Ssr [j], and Isr [j] are independent Ird [i], N + 1 ≤ i ≤ j + N − 1 is distributed as
[15]. The Binomial distribution for Ssr [j] can be approximated
by the Gaussian distribution5 with mean µsr [j] = Q0 [j]x[j]q0sr Ird [i]∼N (QN [j + 2N − i]b
x[j + 2N − i − 1]qi−N
rd
,
and variance σsr 2
[j] = Q0 [j]x[j]q0sr (1 − q0sr ), i.e., Ssr [j] ∼ QN [j + 2N − i]b
x[j + 2N − i − 1]qi−N
rd rd
(1−qi−N )).
N (µsr [j], σsr [j]) [52] when the number of molecules released
2
The optimal decision rules at each of the receiving nanoma-
by the SN is sufficiently large. Similarly, the binomial distri- chines, i.e., all the CNs and the DN, are derived in the next
bution of Isr [i], 1 ≤ i ≤ j − 1 can be approximated as section followed by a comprehensive analysis of the resulting
Isr [i] ∼ N (Q0 [j − i]x[j − i]qisr , probabilities of detection and false alarm, probability of error,
Q0 [j − i]x[j − i]qisr (1 − qisr )). and end-to-end achievable rate.

Further, note that the terms Ssr [j] and Isr [i], i = 1, 2, · · · , j−1 III. D ETECTION S CHEMES AT THE DN AND EACH CN
are independent since the molecules transmitted in different A. Optimal Decision Rule at the First CN
time-slots do not interfere with each other [15], [23]. Using the model in (3), the problem for symbol detection at
Consider now any intermediate CN Rn+1 corresponding to R1 can be formulated as the binary hypothesis testing problem
n = 1, 2, · · · , N − 1. The number of molecules received at
H0 : Rsr [j] =Isr [j] + Nsr [j] + Csr [j]
Rn+1 corresponding to the transmission of x b[j + n − 1] ∈ (7)
{0, 1} by the previous hop CN Rn , emitting Qn [j + n] H1 : Rsr [j] =Ssr [j] + Isr [j] + Nsr [j] + Csr [j],
molecules, during the time-slot [(j + n − 1)τ, (j + n)τ ] can where the hypotheses H0 and H1 above correspond to the
be expressed as transmission of binary symbols 0 and 1, respectively, by the
SN, during the jth time-slot. The number of molecules Rsr [j]
Rrr [j + n] =Srr [j + n] + Nrr [j + n] + Crr [j + n]
received at R1 , corresponding to the individual hypotheses,
+ Irr [j + n], (5) are distributed as
where Srr [j+n] ∼ N (Qn [j+n]b x[j+n−1]q0rr , Qn [j+n]bx[j+ H0 : Rsr [j] ∼ N (µsr,0 [j], σsr,0
2
[j])
n − 1]q0rr (1 − q0rr )) is the number of type-n molecules that are (8)
H1 : Rsr [j] ∼ N (µsr,1 [j], σsr,1 [j]),
2
received by Rn+1 in the current slot [(j + n − 1)τ, (j + n)τ ] 2
which is transmitted by Rn in the same slot. The quantity where the means µsr,0 [j], µsr,1 [j] and variances σsr,0 [j],
Nrr [j + n] ∼ N (µo , σo2 ) is the MSI at Rn+1 arising due
2
σsr,1 [j] corresponding to hypotheses H0 , H1 , respectively,
to molecules received from the other sources. The term can be obtained starting with the expression in (3) and are
Crr [j + n] ∼ N (0, E{Rrr [j + n]}) denotes the counting determined as given below
errors, while Irr [j + n] represents the ISI at Rn+1 that is ∑
j−1
µsr,0 [j] =β Q0 [j − i]qisr + µo , (9)
3 Multi-source interference (MSI) arises from the transmissions of other i=1
sources that use the same type of molecules. Also, note that this work
considers a worst case scenario where each of the CNs and the DN experience µsr,1 [j] =Q0 [j]q0sr + µsr,0 [j], (10)
the interference from other sources existing in the same medium. ∑
j−1
{βQ0 [j − i]qisr (1 − qisr ) + β(1 − β)
4 Inter-symbol interference (ISI) at the receiving nanomachine arises due 2
σsr,0 [j] =
to Brownian motion, which results in a fraction of the molecules emitted by
the transmitting nanomachine at the beginning of a given time-slot, arriving i=1
}
randomly in later time-slots. ×(Q0 [j − i]qisr )2 + σo2 + µsr,0 [j], (11)
5 This approximation is reasonable when Q [j]q sr > 5 and Q [j](1 −
q0sr ) > 5 [15].
0 0 0 2
σsr,1 [j] =Q0 [j]q0sr (2 − q0sr ) + 2
σsr,0 [j]. (12)
Using the PDFs for p(Rsr [j]|H0 ) and p(Rsr [j]|H1 ) stated B. Optimal Decision Rule at the DN
in (8), the following result presents the LRT-based optimal The symbol detection problem at the DN corresponding to
decision rule at R1 for symbol detection. the transmission by RN in the (j + N )th time-slot can be
Theorem 1: The LRT-based optimal decision rule at R1 formulated as the binary hypothesis testing problem
corresponding to transmission by the SN, during the jth time-
slot [(j − 1)τ, jτ ], is obtained as H0 : Rrd [j + N ] =Ird [j + N ] + Nrd [j + N ]
H1 + Crd [j + N ]

T (Rsr [j]) = Rsr [j] ≷ γsr [j], (13) H1 : Rrd [j + N ] =Srd [j + N ] + Ird [j + N ]
(20)
H0

where γsr′ + Nrd [j + N ] + Crd [j + N ],



√[j] is the optimal decision threshold defined as
γsr [j] = γsr [j]−αsr [j] with the quantities γsr [j] and αsr [j] where H0 and H1 denote the null and alternative hypotheses
given as corresponding to the transmission of the decoded symbols
2
µsr,1 [j]σsr,0 [j] − µsr,0 [j]σsr,1
2
[j] b[j + N − 1] = 0 and x
x b[j + N − 1] = 1, respectively, by the
αsr [j] = 2 [j] − σ 2 [j] . (14) RN in the (j +N )th time slot. The distributions of Rrd [j +N ]
σsr,1 sr,0
corresponding to the two hypotheses in (20) can be determined
[ √ ] as
2
2σsr,1 2
[j]σsr,0 [j] (1 − β) σsr,1
2 [j]
γsr [j] = 2 2 [j] ln 2 [j] +(αsr [j])
2 H0 : Rrd [j + N ] ∼ N (µrd,0 [j + N ], σrd,0
2
[j + N ])
σsr,1 [j] − σsr,0 β σsr,0 (21)
H1 : Rrd [j + N ] ∼ N (µrd,1 [j + N ], σrd,1
2
[j + N ]),
2
µ2sr,1 [j]σsr,0 [j] − µ2sr,0 [j]σsr,1
2
[j]
+ . (15) 2
where the mean µrd,0 [j + N ] and variance σrd,0 [j + N ] under
2
σsr,1 [j] − 2
σsr,0 [j]
the null hypothesis H0 are [41, Appendix A]
Proof: The log likelihood ratio test (LLRT) at R1 is
obtained as ∑−1
j+N
[ ] [ ] µrd,0 [j + N ] =β QN [j+2N −i]qi−N
rd
+ µo , (22)
p(Rsr [j]|H1 ) H1 1−β
Λ(Rsr [j]) = ln ≷ ln . (16) i=N +1
p(Rsr [j]|H0 ) H0 β
∑−1
j+N

On substituting the expressions for the PDFs p(Rsr [j]|H1 ) and


2
σrd,0 [j + N ] = [βQN [j+2N −i]qi−N
rd
(1 − qi−N
rd
)+β
p(Rsr [j]|H0 ) obtained in (8) in the above equation, followed i=N +1

by simplification, the test statistic Λ(Rsr [j]) reduces to × (1 − β)(QN [j+2N −i]qi−N
rd
)2 ]
√ + σo2 + µrd,0 [j + N ]. (23)
2 [j]
σsr,0 1
Λ(Rsr [j]) = ln 2 [j] + 2σ 2 [j]σ 2 [j] f (Rsr [j]), (17) 2
σsr,1 sr,0 sr,1 Similarly, the mean µrd,1 [j + 1] and variance σrd,1 [j + 1] cor-
responding to the alternative hypothesis H1 are [41, Appendix
where the quantity f (Rsr [j]) above is defined in (18) and can B]
be further simplified as shown below
µrd,1 [j + N ] =QN [j+N ]q0rd + µrd,0 [j + N ], (24)
f (Rsr [j])
2
σrd,1 [j + N] =QN [j+N ]q0rd (2 − q0rd ) + 2
σrd,0 [j + 1]. (25)
,(Rsr [j]−µsr,0 [j])2 σsr,1
2
[j]−(Rsr [j]−µsr,1 [j])2 σsr,0
2
[j]
(18) Using the PDFs obtained in (21), the optimal test at the DN
2 2 2
=Rsr [j](σsr,1 [j]−σsr,0 [j])+µ2sr,0 [j]σsr,1
2
[j]−µ2sr,1 [j]σsr,0
2
[j] is given below.
Theorem 2: The optimal detector at the DN, for the multiple
2
+ 2Rsr [j](µsr,1 [j]σsr,0 [j] − µsr,0 [j]σsr,1
2
[j])
CN-assisted diffusive mobile molecular communication sys-
2
=(σsr,1 [j] − σsr,0
2
[j])(Rsr [j] + αsr [j])2 + µ2sr,0 [j]σsr,1
2
[j] tem, corresponding to the transmission by RN in the (j +N )th
−µ2sr,1 [j]σsr,0
2 2
[j]−(µsr,1 [j]σsr,0 2
[j]−µsr,0 [j]σsr,1 [j])αsr [j], time-slot, is given by
with the quantity αsr [j] as given in (14). Substituting the H1

T (Rrd [j + N ]) = Rrd [j + N ] ≷ γrd [j + N ], (26)
above expression for f (Rsr [j]) in (17) followed by merging H0
the terms independent of the received molecules Rsr [j] with ′
the threshold on the right hand side of the test, the LLRT where the optimal decision threshold γrd [j + N ] is given as,
reduces to ′

γrd [j + N ] = γrd [j + N ] − αrd [j + N ], (27)
H1
2
(Rsr [j] + αsr [j]) ≷ γsr [j], (19) with the quantity αrd [j + N ] defined as
H0

where the decision threshold γsr [j] is as stated in (15) in αrd [j + N ]


Theorem 1. It can be readily observed from (10) and (12) 2 2
µrd,1 [j+N ]σrd,0 [j+N ]−µrd,0 [j+N ]σrd,1 [j+N ]
that αsr [j] ≥ 0 and γsr [j] ≥ 0 are non-negative, which arises = 2 2 .
2 2
σrd,1 [j+N ]−σrd,0 [j+N ]
due to the fact that µsr,1 [j] > µsr,0 [j] and σsr,1 [j] > σsr,0 [j]. (28)
Hence, considering the square root of the test statistic in (19)
yields the optimal test given in (13) of Theorem 1. The expression for γrd [j + N ] is given in (29), where the
[√ ]
2
σrd,1 [j+N ] 2 2
2σrd,1 [j + N ]σrd,0 [j + N ]
γrd [j + N ] = ln 2 βrd 2 2 +(αrd [j + N ])2
σrd,0 [j+N ] σrd,1 [j + N ]−σrd,0 [j + N ]
µ2rd,1 [j + N ]σrd,0
2
[j + N ] − µ2rd,0 [j + N ]σrd,1
2
[j + N ]
+ , (29)
2
σrd,1 [j + N ] − σrd,0
2 [j + N ]

d
quantity βrd is defined as Proof: The probability of detection PD [j +N ] at the DN,
(N ) (N ) corresponding to the transmission by RN in the (j +N )th slot,
(1−β)(1−PF A [j+N −1])−β(1−PD [j+N −1]) can be derived using the test statistic T (Rrd [j + N ]) given in
βrd = (N ) (N )
. (30)
βPD [j+N −1]−(1−β)PF A [j+N −1] (26) as
Proof: Given in Appendix A. d
PD [j + N ]
It is worth noticing that the optimal decision threshold in (27) ′
of Theorem 2 additionally depends on the detection perfor- =Pr(T (Rrd [j + N ]) > γrd [j + N ]|H1 )
(N )
mance of RN , i.e., probability of detection PD [j + N − 1] 2∑ −1
N


(N )
and probability of false alarm PF A [j + N − 1]. In contrast to = Pr(Rrd [j + N ] > γrd [j + N ]|ξl )Pr(ξl |H1 ), (34)
l=0
the results obtained above for the DN, the decision rule at R1

in Theorem 1 does not depend on the detection performance where Pr(ξl |H1 ) is given in (64) and Pr(Rrd [j +N ] > γrd [j +
of any other CNs as it directly communicates with the SN. N ]|ξl ) can be obtained using (59) as
Further, on the similar lines given in Appendix A, one can

also readily derive the optimal decision rules for symbol Pr(Rrd [j + N ] > γrd [j + N ]|ξl )
 ( ′ )
detection at the intermediate CNs Rn+1 , n = 1, 2, · · · , N − 1, Q rd γ [j+N ]−µ rd,0 [j+N ]
if l = 0, 2, · · · , 2N −2
corresponding to the transmission by Rn in (j + n − 1)th time = ( ′ σrd,0 [j+N ] ) (35)
slot. Q γrd [j+N ]−µrd,1 [j+N ] if l = 1, 3, · · · , 2N −1.
σrd,1 [j+N ]

IV. D ETECTION P ERFORMANCE A NALYSIS Finally, employing the results in (64) and (35) in (34), the
d
expression for PD [j + N ] is obtained as
This section characterizes the detection performance at the
various nodes in the multiple CN-assisted diffusive mobile d
PD [j + N ]
molecular communication system. Result below gives the ∑ ( ′
)
γrd [j + N ] − µrd,0 [j + N ]
expressions for the resulting probabilities of detection and false = Q
σrd,0 [j + N ]
alarm at the DN. l=0,2,··· ,2N −2
 
Theorem 3: The average probabilities of detection PD and ∏ ∏ ( )
× 1−PD [j+n−1] 
(n) (n)
false alarm PF A at the DN corresponding to the transmission PD [j+n−1]
by the SN in slots 1 to k, in the multiple CN-assisted diffusion- n∈Ψ1l n∈Ψ̄1l
advection flow molecular communication system with mobile ∑ ( ′
)
+ N ] − µrd,1 [j + N ]
γrd [j
nanomachines, are given as + Q
σrd,1 [j + N ]
l=1,3,··· ,2N −1
1∑ d
k
1∑ d
k  
PD = P [j + N ], PF A = P [j + N ], (31) ∏ (n) ∏ ( )
k j=1 D k j=1 F A × PD [j+n−1] 1−PD [j+n−1]  . (36)
(n)

d n∈Ψ1l n∈Ψ̄1l
where the probabilities of detection PD [j +N ] and false alarm
d
PF A [j + N ] at the DN, in the (j + N )th slot, are given as Considering the 2N possible states ξl for the N CNs and the
d
PD [j + N] corresponding sets Ψ1l , Ψ̄1l , the above expression for PD
d
[j+N ]
( ′ )
γrd [j+N ]−µrd,0 [j+N ] ( ) reduces to the one stated in (32), where the following results
(N )
=Q 1−PD [j+N −1] have been used in the simplification process
σ [j + N ]  
( ′ rd,0 )
γrd [j+N ]−µrd,1 [j+N ] (N ) ∑ ∏ (n) ∏ ( )
+Q PD [j+N −1], (32)  P [j+n−1] 1−P [j+n−1] 
(n)
σrd,1 [j + N ] D D
l=0,2,··· ,2N −2 n∈Ψ1l n∈Ψ̄1l
PFd A [j + N ]
( ′ )
γrd [j+N ]−µrd,0 [j+N ] ( ) (N )
(N )
=1 − PD [j + N − 1], (37)
=Q 1−PF A [j+N −1]
σ [j + N ]
( ′ rd,0 ) and
γrd [j+N ]−µrd,1 [j+N ] (N )  
+Q PF A [j+N −1]. (33)
σrd,1 [j + N ] ∑ ∏ ∏ ( )
 (n)
PD [j+n−1]
(n)
1−PD [j+n−1] 

The threshold γrd [j + N ] is as defined in (27) and the Q- l=1,3,··· ,2N −1 n∈Ψ1l n∈Ψ̄1l
function Q(·) denotes the tail probability of the standard (N )
Normal random variable. =PD [j + N − 1]. (38)
For instance, the above results can be readily verified for a A. Probabilities of Detection and False Alarm at CNs
system with N = 2 CNs as follows (n+1)
The probabilities of detection PD [j +n] and false alarm
  (n+1)
PF A [j + n] at Rn+1 , corresponding to the transmission by
∑ ∏ (n) ∏ ( )
 PD [j+n−1] 1−PD [j+n−1] 
(n) Rn in the (j + n)th slot, can be described in terms of the test
H1

l=0,2 n∈Ψ1l n∈Ψ̄1 statistic T (Rrr [j + n]) = Rrr [j + n] ≷ γrr [j + n] as
( )( l
) ( ) H0
(1) (2) (1) (2) (n+1)
= 1−PD [j] 1−PD [j+1] + PD [j] 1−PD [j+1] PD [j + n]
(2) ′
=1 − PD [j + 1], =Pr(T (Rrr [j + n]) > γrr [j + n]|H1 )
  2∑
n
−1
∑ ∏ (n) ∏ ( )
= ′
Pr(Rrr [j+n] > γrr [j+n]|ξl )Pr(ξl |H1 ), (43)
 PD [j+n−1] 1−PD [j+n−1] 
(n)
l=0
l=1,3 n∈Ψ1l n∈Ψ̄1
( ) l
(n+1)
(1) (2) (1) (2) PF A [j + n]
= 1−PD [j] PD [j+1] + PD [j]PD [j+1]

=Pr(T (Rrr [j + n]) > γrr [j + n]|H0 )
(2)
=PD [j + 1]. 2∑
n
−1

= Pr(Rrr [j+n] > γrr [j+n]|ξl )Pr(ξl |H0 ), (44)
Similarly, the probability of false alarm PFd A [j + N ] at the
l=0
DN, in the (j + N )th slot, can be derived as

where γrr [j+n] is the optimal decision threshold at Rn+1 . The
PFd A [j + N ] above expressions for PD
(n+1) (n+1)
[j+n] and PF A [j+n] can be
′ simplified along lines similar to the proof of Theorem 3 to
=Pr(T (Rrd [j + N ]) > γrd [j + N ]|H0 )
2∑
N
−1
yield

= Pr(Rrd [j+N ] > γrd [j+N ]|ξl )Pr(ξl |H0 ). (39) PD
(n+1)
[j + n]
∑ ( ′
)
l=0
γrr [j + n] − µrr,0 [j + n]
= Q
Further, substituting the expressions for Pr(ξl |H0 ) from (63) σrr,0 [j + n]
′ l=0,2,··· ,2n −2
and Pr(Rrd [j+N ] > γrd [j+N ]|ξl ) from (35) in (39), the  
d
expression for PF A [j + N ] follows as ∏ ∏ ( )
× 1−PD [j+n−1] 
(n) (n)
PD [j+n−1]
PFd A [j + N] n∈Ψ1l n∈Ψ̄1l
∑ ( ) ( )

γrd [j + N ] − µrd,0 [j + N ] ∑ ′
γrr [j + n] − µrr,1 [j + n]
= Q + Q
σrd,0 [j + N ] σrr,1 [j + n]
l=0,2,··· ,2N −2 l=1,3,··· ,2n −1
   
∏ ∏ ( ) ∏ ∏ ( )
×  × 
(n) (n) (n) (n)
PF A [j+n−1] 1−PF A [j+n−1] PD [j+n−1] 1−PD [j+n−1]
n∈Ψ0l n∈Ψ̄0l n∈Ψ1l n∈Ψ̄1l
( ) ( )
∑ ′
γrd [j + N ] − µrd,1 [j + N ] ′
γrr [j+n]−µrr,0 [j+n] ( (n)
)
+ Q =Q 1−PD [j+n−1]
σrd,1 [j + N ] σ [j+n]
l=1,3,··· ,2N −1
  ( ′ rr,0 )
γrr [j+n]−µrr,1 [j+n] (n)
∏ (n) ∏ ( ) +Q PD [j+n−1]. (45)
× 1−PF A [j+n−1]  . (40) σrr,1 [j+n]
(n)
PF A [j+n−1]
n∈Ψ0l n∈Ψ̄0l (n+1)
PF A [j + n]
∑ ( ′
)
N
Considering the 2 possible states ξl similar to (37) and (38), γrr [j + n] − µrr,0 [j + n]
= Q
one can demonstrate the results below σrr,0 [j + n]
  l=0,2,··· ,2n −2
 
∑ ∏ (n) ∏ ( )
∏ ∏ ( )
 1−PF A [j+n−1] 
(n)
PF A [j+n−1] × 1−PF A [j+n−1] 
(n) (n)
PF A [j+n−1]
l=0,2,··· ,2N −2 n∈Ψ0l n∈Ψ̄0l
n∈Ψ0l n∈Ψ̄0l
(N )
∑ ( )
=1 − PF A [j + N − 1], (41) ′
γrr [j + n] − µrr,1 [j + n]
+ Q
σrr,1 [j + n]
and l=1,3,··· ,2n −1
   
∑ ∏ ∏ ( ) ∏ ∏ ( )
× 1−PF A [j+n−1] 
(n) (n)
 (n)
PF A [j+n−1] 1−PF A [j+n−1] 
(n) PF A [j+n−1]
l=1,3,··· ,2N −1 n∈Ψ0l n∈Ψ̄0l n∈Ψ0l n∈Ψ̄0l
( )
(N )

γrr [j+n]−µrr,0 [j+n] ( )
=PF A [j + N − 1]. (42) =Q
(n)
1−PF A [j+n−1]
σ [j+n]
( ′ rr,0 )
Substituting these results in equation (40) above yields the γrr [j+n]−µrr,1 [j+n] (n)
desired result for PFd A [j + N ] stated in (33). +Q PF A [j+n−1]. (46)
σrr,1 [j+n]
V. B IT-E RROR P ROBABILITY A NALYSIS TABLE I
S IMULATION PARAMETERS
The end-to-end probability of bit-error for the multiple CN-
assisted MC process between the SN and DN is given by the Parameter Value
result below. Diffusion coefficient Dp [40] 5 × 10−10 m2 /s
Theorem 4: The average probability of error (Pe ) at the Drift velocity v [54], [55] 1 × 10−3 m/s
Slot duration τ [3] 10 ms
DN corresponding to transmission by the SN in slots 1 to k Number of molecules emitted for symbol 1 30, 60, 100
is given as MSI noise mean µo and variance σo2 [1] 10

1 ∑{( } Prior probability β 0.5


k
)
Pe = 1 − PD d
[j + N ] β +PFd A [j + N ](1−β) , (47)
k j=1
where β denotes the prior probability of the hypothesis H1 and Further, note that the above expressions (53) and (54) can also
d
the expressions for the probabilities PD [j + N ] and PFd [j + N ] be used along with (32), (33) , (45), (46) in (31) to analyze
are determined in (32) and (33). the end-to-end error performance of the systems with N ≥ 2
Proof: The average probability of error Pe for slots 1 to CNs.
k can be expressed as
VI. ACHIEVABLE R ATE A NALYSIS
1∑ d
k
Pe = P [j + N ], (48) Let the discrete random variables X[j] and Y [j + N ]
k j=1 e represent the transmitted and received symbol in the jth
where Ped [j + N ] denotes the probability of error at the DN and (j + N )th slots, respectively. The mutual information
in slot j + N , corresponding to the transmission by the SN in I(X[j], Y [j +N ]) between X[j] and Y [j +N ] for the multiple
slot j. The quantity Ped [j + N ] can be derived as [41], [53] CN-assisted link can be expressed as

Ped [j + N ] I(X[j], Y [j + N ])
=Pr(decide H0 , H1 true) + Pr(decide H1 , H0 true) =Pr(y[j + N ] = 0|x[j] = 0)Pr(x[j] = 0)
Pr(y[j + N ] = 0|x[j] = 0)
=(1 − d
PD [j + N ])Pr(H1 ) + PFd A [j + N ]Pr(H0 ) × log2 ∑
Pr(y[j + N ] = 0|x[j])Pr(x[j])
=(1 − d
PD [j + N ])β + PFd A [j + N ](1 − β). (49) x[j]∈{0,1}

Substituting the above expression for Ped [j + N ]


in (48) yields + Pr(y[j + N ] = 0|x[j] = 1)Pr(x[j] = 1)
the desired result for Pe as stated in (47). Pr(y[j + N ] = 0|x[j] = 1)
Remark: The average probability of error (Pe ) for a single CN- × log2 ∑
Pr(y[j + N ] = 0|x[j])Pr(x[j])
assisted dual-hop system considered in [1] can now be readily x[j]∈{0,1}
obtained by substituting N = 1 in the above result as + Pr(y[j + N ] = 1|x[j] = 0)Pr(x[j] = 0)
1 ∑{ ( ) }
k Pr(y[j + N ] = 1|x[j] = 0)
Pe = 1 − PDd
[j + 1] β + PFd A [j + 1](1 − β) , × log2 ∑
k j=1 Pr(y[j + N ] = 1|x[j])Pr(x[j])
x[j]∈{0,1}
(50)
+ Pr(y[j + N ] = 1|x[j] = 1)Pr(x[j] = 1)
d
where the expressions for the probabilities PD [j + 1] and Pr(y[j + N ] = 1|x[j] = 1)
d
PF [j + 1] for the CN N = 1 can be obtained using (32) × log2 ∑ , (55)
Pr(y[j + N ] = 1|x[j])Pr(x[j])
and (33) as x[j]∈{0,1}
( ′ )
γrd [j + 1] − µrd,0 [j + 1] (1) where Pr(x[j] = 1) = β, Pr(x[j] = 0) = 1 − β, and
PD d
[j + 1]=Q (1 − PD [j])
σrd,0 [j + 1] Pr(y[j + N ] ∈ {0, 1}|x[j] ∈ {0, 1}) can be expressed in terms
( ′ ) d
γrd [j + 1] − µrd,1 [j + 1] (1) of (PD [j + N ]) and (PFd [j + N ]) as
+Q PD [j], (51)
σrd,1 [j + 1] Pr(y[j + N ] = 0|x[j] = 0) = 1 − PFd [j + N ],
( ′ )
γrd [j + 1] − µrd,0 [j + 1]
d
PF A [j + 1]=Q
(1)
(1 − PF A [j]) Pr(y[j + N ] = 1|x[j] = 0) = PFd [j + N ],
σrd,0 [j + 1]
( ′ ) Pr(y[j + N ] = 0|x[j] = 1) = 1 − PD
d
[j + N ],
γrd [j + 1] − µrd,1 [j + 1] (1)
+Q PF A [j], (52) d
Pr(y[j + N ] = 1|x[j] = 1) = PD [j + N ].
σrd,1 [j + 1]
(1)
where the probabilities of detection (PD [j]) and false alarm The channel achievable rate C[k] of the CN-assisted diffu-
(1) sive channel with mobile nanomachines, as k approaches ∞
(PF A [j]) at the intermediate CN are obtained using the test
[43], is now obtained by maximizing the mutual information
in (13) as
( ) I(X[j], Y [j + N ]) over the slots 1 ≤ j ≤ k with respect to
(1) γsr [j] − µsr,1 [j] the input distribution parameter β as
PD [j] = Q , (53)
σsr,1 [j]
( ) 1 ∑ k
(1) γsr [j] − µsr,0 [j] C[k] = max I(X[j], Y [j + N ]) bits/slot. (56)
PF A [j] = Q . (54) β (k + N ) j=1
σsr,0 [j]
1 1
Analytical Analytical
Probability of Detection (PD)

Probability of Detection (PD)


0.9 P(1)[j]=0.35, P(1) 0.9
FA D
[j]=0.60 (Sim.) D=0.5e−12 m2/s (Sim.)
0.8 P(1)
FA
[j]=0.24, P(1)
D
[j]=0.74 (Sim.) 0.8 D=0.5e−8 m2/s (Sim.)
P(1)[j]=0.12, P(1)[j]=0.84 (Sim.)
0.7 FA D 0.7
P(1)
FA
[j]=1e−2, P(1)
D
[j]=0.97 (Sim.)
0.6 0.6
P(1)[j]=1e−4, P(1)[j]=0.9997 (Sim.)
FA D Q=60
0.5 P(1)[j]=1e−5, P(1)[j]=0.99997 (Sim.) 0.5
FA D
0.4 0.4

0.3 0.3 Q=30


0.2 0.2

0.1 0.1

0 0
−4 −3 −2 −1 0 −3 −2 −1 0
10 10 10 10 10 10 10 10 10
Probability of False Alarm (PFA) Probability of False Alarm (PFA)
(a) (a)

0.5 0.5

0.45 0.45
Probability of Error (Pe)

Probability of Error (Pe)


0.4
0.4 Q=30
0.35
0.35
Analytical 0.3
0.3
P(1)[j]=0.35, P(1)[j]=0.60 (Sim.) Q=60
FA D 0.25
P(1)[j]=0.24, P(1)[j]=0.74 (Sim.)
0.25 FA D
P(1)[j]=0.12, P(1)[j]=0.84 (Sim.) 0.2
FA D
0.2 P(1)[j]=1e−2, P(1)[j]=0.97 (Sim.) Analytical
FA D 0.15
Particle Based Simulation
P(1)[j]=1e−4, P(1)[j]=0.9997 (Sim.)
0.15 FA D
0.1 D=0.5e−12 m2/s (Sim.)
P(1)
FA
[j]=1e−5, P(1)
D
[j]=0.99997 (Sim.) D=0.5e−8 m2/s (Sim.)
0.1 0.05
0 20 40 60 80 100 120 140 160 180 200 0 20 40 60 80 100 120 140 160 180 200

MSI Noise Variance (σ2o) MSI Noise Variance (σ2o)

(b) (b)

Fig. 2. Multiple CN-assisted diffusive mobile molecular system with N = 2 Fig. 3. Multiple CN-assisted diffusive mobile molecular system with N = 2
CNs where (a) demonstrates the detection performance at the DN with µo = CNs, where (a) demonstrates the detection performance at the DN with µo =
σo2 = 10 and (b) demonstrates the error rate performance at the DN versus σo2 = 10 and (b) demonstrates the error rate performance at the DN versus
MSI noise variance σo2 with µo = 10. MSI noise variance (σo2 ) with µo = 10.

1
The factor k+N arises in the above expression due to the fact coefficients for different types of molecules. Further, the MSI
that k + N time-slots are required to communicate k bits from at each receiving nanomachine is modeled as a Gaussian
the SN to the DN in the multiple CN-assisted system. random variable with mean µo and variance σo2 . The counting
error is also modeled as a Gaussian distributed random variable
VII. S IMULATION R ESULTS with zero mean and variance σc2 [j] that depends on the average
This section presents simulation results to demonstrate the number of molecules received at the nanomachine.
impact of intermediate CNs on the end-to-end performance of Fig. 2 demonstrates the performance at the DN considering
the multiple CN-assisted diffusive mobile molecular system different detection performances at R1 , where R1 , R2 , and
under various mobility conditions. For simulation purposes, the DN are considered at initial distances 1µm, 2µm, and
the various parameters are set as mentioned in Table I unless 3µm, respectively, from the SN at time instant t = 0.
otherwise stated. The results are computed for a total of For simulations, the received symbols corresponding to the
k = 10 slots using Monte-Carlo simulations considering 105 transmission by the mobile SN are decoded at R1 with the
(1) (1)
iterations with Q0 [j] = Q0 for x[j] = 1, Qn [j + n] = Qn probabilities of detection PD [j] and false alarm PF A [j]
for xb[j + n − 1] = 1, n = 1, 2 and the diffusion coefficients, mentioned in Figs. 2a and 2b. Further, the CNs R1 , R2 , and
i.e., Dp,sn = Dp,rn,k = Dp , ∀k are the same for different the DN are assumed to be mobile with Drn,1 = 10−10 m2 /s,
types of molecules emitted by SN and CNs. Here, we would Drn,2 = 0.5 × 10−12 m2 /s, Ddn = 0.5 × 10−12 m2 /s,
like to emphasize that the above assumption is just to gain respectively, with vrn,1 = vrn,2 = vdn = v = 10−3 m/s. Fig.
important insights into the system performance. However, the 2a plots the probability of detection (PD ) versus probability
analysis presented in the paper considers different diffusion of false alarm (PF A ) for a range of thresholds from 1 to
1
0.7 Analytical

Achievable rate (C[k]), bits/slot


Probability of Detection (PD)

0.9
D = 0.5e−12 m2/s (Sim.)
dn
0.8 0.6 D = 0.5e−10 m2/s (Sim.)
dn
2
D = 0.5e−8 m /s (Sim.)
P(1) [j]=1e−2, P(1)
0.7 dn
[j]=0.97
FA D 0.5
0.6
P(1)
D
[j]=0.99, P(1)
FA
[j]=0.01
0.5 Analytical, Fixed Nanomachines 0.4
Analytical, Mobile Nanomachines
0.4 D=vrn,1=vrn,2=vdn=0, v = 1e−3 m/s (Sim.)
0.3
0.3 D=vrn,1=vrn,2=vdn=0, v = 5e−4 m/s (Sim.)

0.2 D=vrn,1=vrn,2=vdn=0, v = 1e−4 m/s (Sim.) P(1)


D
[j]=0.85, P(1)
FA
[j]=0.1
0.2
2
D=1e−10 m /s, vrn,1=vrn,2=vdn
0.1
=v={1e−3, 5e−4,1e−4,0} m/s (Sim.)
0.1
0 0 10 20 30 40 50 60 70 80 90 100
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Probability of False Alarm (PFA) MSI Noise Variance (σ2)
o

(a)
Fig. 4. Detection performance of the multiple CN-assisted diffusive molecular
system considering both fixed and mobile scenarios with Q1 = Q2 = 60 0.7
molecules at the CNs. Analytical

Achievable rate (C[k]), bits/slot


Ddn = 0.5e−12 m2/s (Sim.)
0.6
Ddn = 0.5e−10 m2/s (Sim.)
100 whereas Fig. 2b shows the error rate performance versus
Ddn = 0.5e−8 m2/s (Sim.)
MSI noise variance (σo2 ) with optimal thresholds derived in 0.5

Section III. First, it can be observed from Figs. 2a and 2b that


0.4
(1) (1)
the analytical values derived in (31) and (47) coincide with PD [j]=0.99, PFA[j]=0.01
those obtained from simulations, thus validating the analytical 0.3
results. Further, both the detection and error performances at
the DN significantly improve with the improvement in perfor- 0.2

mance of the intermediate CN R1 . However, the performance


0.1
at the DN saturates on further improvement in performance P(1)[j]=0.85, P(1) [j]=0.1
D FA
of R1 . This is due to the fact that the end-to-end performance
0
of the multiple CN-assisted system is dominated by the weak 0 10 20 30 40 50 60 70 80 90 100

R1 − R2 and R2 −DN links, which severely suffer from both MSI Noise Variance (σ2o)
ISI and MSI. It can also be observed in Fig. 2b that an increase
(b)
in σo2 results in a higher probability of error at the DN.
Fig. 3 shows the end-to-end performance of the system for Fig. 5. Achievable rate versus MSI variance (σo2 ) considering the presence of
a varying number of molecules at each CN under various (a) N = 1 CN, where R1 and the DN are considered at initial distances 1µm
and 2µm, respectively, from the SN at τ = 0 with Q1 = 60, Drn,1 =10−10
mobility conditions, where Q1 = Q2 = Q ∈ {30, 60}, m2 /s, vrn,1 = vdn = v = 10−3 m/s and µo = 10 (b) N = 2 CNs, where
Drn,2 = Ddn = D ∈ {0.5 × 10−12 , 0.5 × 10−8 } m2 /s, and R1 , R2 and the DN are considered at initial distances 1µm, 2µm and 3µm,
(1) (1)
other parameters are considered as, PD = 0.97, PF A = 0.01, respectively, from the SN at τ = 0 with Q1 = 60, Drn,1 =10−10 m2 /s
−10 Drn,1 =0.5 × 10−12 m2 /s, vrn,1 = vrn,2 = vdn = v = 10−3 m/s and
Drn,1 = 10 m /s, and vrn,1 = vrn,2 = vdn = v = 10−3
2
µo = 10.
m/s. One can observe that an increase in the number of
molecules Q emitted by the CNs for transmission of symbol
1 results in a higher probability of detection at the DN for a in (1) are equivalent under both the scenarios. Further, one
fixed value of probability of false alarm and lower probability can also observe that the system with fixed nanomachines i.e.,
of error for a fixed value of σo2 . However, the performance Drn,1 = Drn,2 = Ddn = D = 0 and vrn,1 = vrn,2 =
deteriorates as the diffusion coefficient D increases due to vdn = v = 0 under diffusion-advection flow channel with
higher mobility of the R2 and DN. This is due to the fact that drift velocity v ∈ {1 × 10−3 , 5 × 10−4 } m/s outperforms
the probability of a molecule reaching the receiver nanoma- the scenario with mobile nanomachines. However, as the drift
chine within the current slot decreases while the ISI from velocity (v) reduces to 1 × 10−4 m/s, the system with static
previous slots increases as diffusion coefficient D increases nanomachines achieves low values of probability of detection
due to higher mobility. in comparison to the one for the mobile scenario.
Fig. 4 shows that the detection performance at the DN Fig. 5 shows the achievable rate performance of the CN-
considering both fixed and mobile scenarios, where R1 , R2 , assisted diffusion-advection mobile MC system under various
and the DN are considered at initial distances 1µm, 5µm, and scenarios, where the maximum mutual information is achieved
10µm, respectively, from the SN at time instant t = 0. It for equiprobable information symbols, i.e., β = 0.5. As
can be observed that the system with mobile nanomachines depicted in Fig. 5, the achievable rate of MC decreases
performs identically in a fluidic medium with and without significantly as the variance (σo2 ) of the MSI increases. Further,
drift. This is owing to the fact that the arrival probabilities one can also observe that the achievable rate of the CN-
also obtain the optimal number of CNs, i.e., 1 and 7 for the
0.5 0.48
(b) scenarios (a) and (b) respectively.
(a)
0.45 0.47
Probability of Error (Pe)

Probability of Error (Pe)


0.46 VIII. C ONCLUSION
0.4

0.45 This work comprehensively analyzed the impact of in-


0.35
termediate nanomachines on the performance of multiple
0.44
0.3
Analytical Analytical CN-assisted diffusive mobile MC for a diffusion-advection
Simulation Simulation
0.43 flow channel, considering non-idealities such as ISI, MSI,
0.25
0.42 and counting errors. Closed-form analytical expressions were
0.2 derived for the optimal test statistics and optimal decision
0.41
thresholds at the intermediate CNs and DN, together with the
0.15 0.4 resulting probability of detection, probability of false alarm
0.1 0.39
as well as the end-to-end probability of error. In addition, the
1 2 3 4 5 6 7 8 9 10 2 3 4 5 6 7 8 9 10
achievable rate of the system was also determined. Simulation
Number of CNs (N) Number of CNs (N)
results were presented to yield several interesting insights into
the system performance under various mobility conditions.
Fig. 6. Impact of number of CNs (N ) or hops on the end-to-end probability
of error under two different conditions: (a) the initial distance between the
Finally, future research directions include the optimization of
SN and DN is 3µm and the other parameters are considered as, PD [j] =
(1) the number of transmitted molecules in each time-slot for
(1)
0.97, PF A [j] = 0.01, Dp = 2.2 × 10 −10 m/s, Drn,1 = 10 −10 m2 /s, multiple CN-assisted diffusive mobile MC.
Drn,n = Ddn = 0.5 × 10−10 m2 /s, vrn,n = vdn = 1.5 × 10−5 m/s ∀n,
Q = 100 molecules for symbol 1, µo = σo2 = 5, τ = 30ms, k = 5 slots; (b)
the initial distance between the SN and DN is 30µm and the other parameters A PPENDIX A
are considered as, PD [j] = 0.97, PF A [j] = 0.01„ Dp = 5 × 10−10 m/s
(1) (1)
P ROOF OF T HEOREM 2
Drn,1 = 10−10 m2 /s, Drn,n = Ddn = 0.5 × 10−8 m2 /s, vrn,n =
vdn = 10−3 m/s ∀n, Q = 60 molecules for symbol 1, µo = σo2 = 5, Let ξl (n) denote the state of Rn with ξl (n) = 1 when Rn
τ = 10ms, k = 5 slots. decodes the source information symbol as 1 and ξl (n) = 0 oth-
erwise. Let ξl = [ξl (1), ξl (2), · · · , ξl (N )], 0 ≤ l ≤ 2N − 1 de-
note the set of 2N binary state vectors corresponding to all the
assisted system depends substantially on the detection perfor- possible combinations of states of the CNs R1 , R2 , · · · , RN .
mance of the intermediate CN R1 . As the detection perfor- For instance, the special cases of ξ0 = [0, 0, · · · , 0, 0] and
(1) (1)
mance (PD [j], PF A [j]) at R1 increases from (0.85, 0.1) to ξ2K −1 = [1, 1, · · · , 1, 1] represent the state vectors corre-
(0.99, 0.01), a significant achievable rate gain can be achieved sponding to scenarios when all the CNs decode the source
at low as well as high MSI for both N = 1 and N = 2 CN- symbol as 0 and 1, respectively. Further, let the set Ψ0l defined
based systems. However, similar to detection performance at as Ψ0l = {n|ξl (n) = 1, n = 1, 2, · · · , N }, include all the CNs
the DN, the channel achievable rate decreases as the diffusion that decode the symbol as 1 corresponding to the overall state
coefficient Ddn increases due to higher mobility of the DN. ξl given the null hypothesis H0 . Similarly, Ψ1l defines a set
Fig. 6 demonstrates the impact of number of CNs (N ) that includes all the CNs, which decode the symbol as 1 given
on the end-to-end probability of error under two different the alternative hypothesis H1 . Employing the Neyman-Pearson
conditions: (a) the initial distance between the SN and DN (NP) criterion [53], the optimal LRT L(Rrd [j +N ]) at the DN
is 3µm; (b) the initial distance between the SN and DN is is given as
30µm. It is important to note that for comparison purposes,
p(T (Rrd [j + N ])|H1 ) H1 1 − β
we assumed that (i) the initial distance between the SN and L(Rrd [j + N ]) = ≷ , (57)
DN is fixed for each of the scenarios, i.e., N = 1, 2, . . . , 10 p(T (Rrd [j + N ])|H0 ) H0 β
(ii) the initial distances between each of the nanomachines are where p(T (Rrd [j + N ])|H1 ), p(T (Rrd [j + N ])|H0 ) denote
equal at time instant t = 0, and (iii) the diffusion coefficients, the likelihoods corresponding to the hypotheses H1 and H0 ,
i.e., Dp,sn = Dp,rn,k = Dp , ∀k are the same for different respectively. The test L(Rrd [j+N ]) above is further simplified
types of molecules emitted by SN and CNs. From Fig. 6a, one in (58) employing the PDF p(Rrd [j + N ]|ξl ) of the received
can observe for the scenario when the initial distance between molecules Rrd [j + N ] at the DN corresponding to the state
the SN and DN is not significant, the system probability of vector ξl , which can be derived using the result obtained in
error increases as the number of CNs (N ) increases. This (21) as
is due to the noise accumulation in the decode-and-forward
relaying protocol employed at each intermediate nanomachine. p(Rrd [j+N ]|ξl )
{
On the other hand, for the scenario when the initial distance N (µrd,0 [j+N ], σrd,0
2
[j+N ]) if l=0, 2, · · ·, 2N −2
between the SN and DN is significantly large as shown in = (59)
N (µrd,1 [j+N ], σrd,1 [j+N ]) if l=1, 3, · · ·, 2N −1.
2
Fig. 6b, the end-to-end performance of the system improves
as N increases. Interestingly, after a certain number of CNs, Further, the quantity Pr(ξl |Hi ), i∈{0, 1} in (58) represents
i.e., N = 7 in our case, the performance starts deteriorating the conditional probability that the network is in state ξl
due to the retransmission of erroneously decoded symbols at corresponding to hypothesis Hi . Since the source and each of
each intermediate CN. Further, based on these results, one can the CNs employ different types of molecules for transmission,

2N −1
p(Rrd [j + N ]|ξl )Pr(ξl |H1 )
L(Rrd [j + N ]) = l=0

2N −1
p(Rrd [j + N ]|ξl )Pr(ξl |H0 )
l=0
∑ ∑
p(Rrd [j + N ]|ξl )Pr(ξl |H1 ) + p(Rrd [j + N ]|ξl )Pr(ξl |H1 )
l=0,2,··· ,2N −2 l=1,3,··· ,2N −1
= ∑ ∑ , (58)
p(Rrd [j + N ]|ξl )Pr(ξl |H0 ) + p(Rrd [j + N ]|ξl )Pr(ξl |H0 )
l=0,2,··· ,2N −2 l=1,3,··· ,2N −1

the probability Pr(ξl |Hi ) of the system being in state ξl under where αrd [j + N ] and γrd [j + N ] are as defined in (28) and
hypothesis Hi follows as (29), respectively. Finally, since γrd [j + N ] ≥ 0 and αrd [j +

N N ] ≥ 0, the above expression can be simplified by taking the
Pr(ξl |Hi ) = Pr(ξl (n)|Hi ), (60) square root of both sides to yield the optimal test in (26).
n=1
where the probabilities Pr(ξl (n)|H0 ) and Pr(ξl (n)|H1 ) of the A PPENDIX B
CN being in state ξl (n) under H0 and H1 , respectively, can D ERIVATION OF E XPRESSION (65)
be determined as Substituting the expressions given below for p(Rrd [j +
{
(n)
PF A [j+n−1], if n ∈ Ψ0l N ]|ξl ) and p(Rrd [j + N ]|ξl ) in (58)
Pr(ξl (n)|H0 ) = (n) (61)
1 − PF A [j+n−1], if n ∈ Ψ̄0l , p(Rrd [j + N ]|ξl )
{ 
(n)
PD [j+n−1], if n ∈ Ψ1l 
√ 21
Pr(ξl (n)|H1 ) = (62) 
 (
2πσrd,1 [j+N ]
)
(n)
1 − PD [j+n−1], if n ∈ Ψ̄1l . 
 2
× exp − (Rrd [j+N2]−µrd,1 [j+N ]) , l=1, · · · , 2N −1
2σrd,1 [j+N ]
The sets Ψ̄0l and Ψ̄1l above comprise of all the CNs that = (69)

√ 21

 2πσ
( [j+N ]
)
decode the symbol as 0 corresponding to the network state 

rd,0
× exp − (Rrd [j+N2]−µrd,0 [j+N ]) , l=0, · · · , 2N −2,
2
ξl given hypotheses H0 and H1 , respectively. The quantities 2σ [j+N ]
rd,0
(n) (n)
PD [j+n−1] and PF A [j+n−1] are the probabilities of de-
tection and false alarm, respectively, of Rn . Employing the and cross multiplying with the threshold 1−β β , the resulting
expressions derived in (60) above, the probabilities of the expression can be simplified as shown in (70)-(72). Subse-
system being in the state ξl under the hypotheses H0 and quently, taking the logarithm of both sides of (72), the resulting
H1 can be obtained as expression can be further simplified to yield the expression
∏ (n) ∏( ) given in (65), where βrd is defined as
Pr(ξl |H0 )= PF A [j+n−1]
(n)
1−PF A [j+n−1] , (63)  ∑ 
[(1−β)Pr(ξl |H0 )−βPr(ξl |H1 )]
n∈Ψ0l n∈Ψ̄0l
∏ ∏( )  l=0,2,···

,2 −2
N

βrd =  . (73)
Pr(ξl |H1 )=
(n)
PD [j+n−1]
(n)
1−PD [j+n−1] . (64) [βPr(ξl |H1 )−(1−β)Pr(ξl |H0 )]
l=1,3,··· ,2N −1
n∈Ψ1l n∈Ψ̄1l
The probabilities Pr(ξl |H0 ), Pr(ξl |H1 ), corresponding to the
Further, substituting the Gaussian PDFs for p(Rrd [j+N ]|ξl )
system being in state ξl under H0 and H1 , respectively, are
determined in (59), in the test in (58), the resulting expression
determined as
can be further simplified to the form shown in (65), where the ∏ (n) ∏( (n)
)
quantity βrd is defined as Pr(ξl |H0 )= PF A [j+n−1] 1−PF A [j+n−1] ,

[(1 − β)Pr(ξl |H0 ) − βPr(ξl |H1 )] n∈Ψ0l n∈Ψ̄0l
l=0,2,··· ,2N −2 ∏ ∏( )
βrd = ∑ Pr(ξl |H1 )=
(n)
PD [j+n−1]
(n)
1−PD [j+n−1] .
[βPr(ξl |H1 ) − (1 − β)Pr(ξl |H0 )]
l=1,3,··· ,2N −1 n∈Ψ1l n∈Ψ̄1l
(N )
(1−β)(1−PF A [j+N −1])−β(1−PD [j+N −1])
(N )
Substituting the above expressions for Pr(ξl |Hi ) in (73), the
= (N ) (N )
.(66) expression for βrd can be further simplified for different values
βPD [j+N −1] − (1 − β)PF A [j+N −1]
of N as follows. To illustrate this with an example for N = 2
The detailed derivations for the test in (65) and βrd above are CNs, the expression for βrd can be evaluated considering the
given in Appendix B. The expression for f (Rrd [j + N ]) in four possible states, i.e., ξ0 = [0, 0], ξ1 = [0, 1], ξ2 = [1, 0]
(65) can be further simplified as shown in (67) by rearranging and ξ3 = [1, 1] as βrd = D N2
, where N2 and D2 are given in
2
the terms. Substituting this resulting expression for f (Rrd [j + (74) and (75) respectively. The expressions in (74) and (75)
N ]) in (65) followed by merging the terms independent of the can be further simplified to yield the final expression for βrd
received molecules Rrd [j + N ] with the threshold term in the as
right hand side of the equation yields the simplified test ( ) ( )
(2) (2)
H1
(1−β) 1−PF A [j+1] −β 1−PD [j+1]
2
(Rrd [j + N ] + αrd [j + N ]) ≷ γrd [j + N ], (68) βrd = (2) (2)
. (76)
H0 βPD [j+1] − (1 − β)PF A [j+1]
,f (Rrd [j+N ])
z }| {
(Rrd [j+N ]−µrd,0 [j+N ])2 σrd,1
2
[j+N ]−(Rrd [j + N ]−µrd,1 [j+N ])2 σrd,0
2
[j+N ]
[√ ]
H1 2
σrd,1 [j + N ]
≷ 2σrd,0 [j+N ]σrd,1 [j+N ] ln
2 2
2 βrd . (65)
H0 σrd,0 [j + N ]

f (Rrd [j + N ])
2
=Rrd 2
[j+N ](σrd,1 [j+N ] − σrd,0
2 2
[j+N ]) + 2Rrd [j+N ](µrd,1 [j+N ]σrd,0 [j+N ] − µrd,0 [j+N ]σrd,1
2
[j+N ])
+ (µ2rd,0 [j+N ]σrd,1
2
[j+N ] − µ2rd,1 [j+N ]σrd,0
2
[j+N ])
[ ]2
2 2
2 2
µrd,1 [j+N ]σrd,0 [j+N ]−µrd,0 [j+N ]σrd,1 [j+N ]
=(σrd,1 [j+N ]−σrd,0 [j+N ]) Rrd [j+N ]+ 2 2
σrd,1 [j+N ]−σrd,0 [j+N ]
2 2
(µrd,1 [j+N ]σrd,0 [j+N ]−µrd,0 [j+N ]σrd,1 [j+N ])2
− 2
+(µrd,1 [j+N ]σrd,0 2
[j + N ]−µrd,0 [j+N ]σrd,1 [j+N ]). (67)
2
σrd,1 [j + N ] − σrd,0
2 [j + N ]
 ( )
∑ Pr(ξl |H1 ) (R [j + N ] − µ [j + N ])
2
β
rd rd,1
√ exp − 2
2
2σrd,1 [j + N ] 2σrd,1 [j + N ]
l=0,2,··· ,2N −2
( )
∑ Pr(ξl |H1 ) (Rrd [j + N ] − µrd,0 [j + N ]) 
2
+ √ exp − 2
2
2σrd,0 [j + N ] 2σrd,0 [j + N ]
l=1,3,··· ,2N −1
 ( )
H1 ∑ Pr(ξ |H ) (R [j + N ] − µ [j + N ])
2
≷ (1 − β) 
l 0 rd rd,1
√ exp − 2
H0 2σ 2 [j + N ] 2σrd,1 [j + N ]
l=0,2,··· ,2 −2
N
rd,1
( )
∑ Pr(ξl |H0 ) (Rrd [j + N ] − µrd,0 [j + N ])
2
+ √ exp − , (70)
2
2σrd,0 [j + N ]
2
2σrd,0 [j + N ]
l=1,3,··· ,2N −1

( )
1 (Rrd [j+N ]−µrd,1 [j+N ])
2 ∑
√ exp − 2 [βPr(ξl |H1 )−(1−β)Pr(ξl |H0 )]
2
σrd,1 [j+N ] 2σrd,1 [j+N ]
l=1,3,··· ,2N −1
( )
H1 1 (Rrd [j+N ]−µrd,0 [j+N ])
2 ∑
≷ √ exp − 2 [(1−β)Pr(ξl |H0 )−βPr(ξl |H1 )], (71)
H0 σ 2 [j+N ] 2σrd,0 [j+N ]
rd,0 N l=0,2,··· ,2 −2

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, where N3 and D3
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. [7] A. Llopis-Lorente, P. Diez, A. Sanchez, M. D. Marcos, F. Sancenon,
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( ) √
2 2 2
(Rrd [j + N ] − µrd,0 [j + N ]) (Rrd [j + N ] − µrd,1 [j + N ]) H1 σrd,1 [j + N ]
exp 2 − 2 ≷ 2 βrd , (72)
2σrd,0 [j + N ] 2σrd,1 [j + N ] H0 σrd,0 [j + N ]
( )( ) ( )( )
(1) (2) (1) (2)
N2 =(1−β) 1−PF A [j] 1−PF A [j+1] −β 1−PD [j] 1−PD [j+1]
( ) ( )
(1) (2) (1) (2)
+(1−β)PF A [j] 1−PF A [j+1] −βPD [j] 1−PD [j+1] , (74)

( ) ( )
(1) (2) (1) (2) (1) (2) (1) (2)
D2 =β 1−PD [j] PD [j+1]− 1−β)(1−PF A [j] PF A [j+1]+βPD [j]PD [j+1]−(1−β)PF A [j]PF A [j+1]. (75)

( )( )( ) ( )( )( )
(1) (2) (3) (1) (2) (3)
N3 =(1−β) 1−PF A [j] 1−PF A [j + 1] 1−PF A [j + 2] −β 1−PD [j] 1−PD [j + 1] 1−PD [j + 2]
( ) ( ) ( ) ( )
(1) (2) (3) (1) (2) (3)
+ (1−β) 1−PF A [j] PF A [j + 1] 1−PF A [j + 2] −β 1−PD [j] PD [j + 1] 1−PD [j + 2]
( )( ) ( )( )
(1) (2) (3) (1) (2) (3)
+(1−β)PF A [j] 1−PF A [j + 1] 1−PF A [j + 2] −βPD [j] 1−PD [j + 1] 1−PD [j + 2]
( ) ( )
(1) (2) (3) (1) (2) (3)
+ (1 − β)PF A [j]PF A [j + 1] 1 − PF A [j + 2] − βPD [j]PD [j + 1] 1 − PD [j + 2] , (77)

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( )( ) ( )( )
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+ βPD [j] 1 − PD [j + 1] PD [j + 2] − (1 − β)PF A [j] 1 − PF A [j + 1] PF A [j + 2]
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