First-passage time for many-particle diffusion in space-time random environments.

Abstract

The first-passage time for a single diffusing particle has been studied extensively, but the first-passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently. We consider two models for many-particle diffusion-one treats each particle as independent simple random walkers while the other treats them as coupled to a common space-time random forcing field that biases particles nearby in space and time in similar ways. The first-passage time of a single diffusing particle under both models shows the same statistics and scaling behavior. However, for many-particle diffusions, the first-passage time among all particles (the extreme first-passage time) is very different between the two models, effected in the latter case by the randomness of the common forcing field. We develop an asymptotic (in the number of particles and location where first passage is being probed) theoretical framework to separate the impact of the random environment with that of the sampling trajectories within it. We identify a power law describing the impact of the environment on the variance of the extreme first-passage time. Through numerical simulations, we verify that the predictions from this asymptotic theory hold even for systems with widely varying numbers of particles, all the way down to 100 particles. This shows that measurements of the extreme first-passage time for many-particle diffusions provide an indirect measurement of the underlying environment in which the diffusion is occurring.