Fick-Jacobs Equation Research Articles

Closed Formula for Transport across Constrictions

In the last decade, the Fick-Jacobs approximation has been exploited to capture transport across constrictions. Here, we review the derivation of the Fick-Jacobs equation with particular emphasis on its linear response regime. We show that, for fore-aft symmetric channels, the flux of noninteracting systems is fully captured by its linear response regime. For this case, we derive a very simple formula that captures the correct trends and can be exploited as a simple tool to design experiments or simulations. Lastly, we show that higher-order corrections in the flux may appear for nonsymmetric channels.

First-passage times in conical varying-width channels biased by a transverse gravitational force: Comparison of analytical and numerical results.

We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean first-passage time for such a system is derived under the assumption that the axial diffusion in a two-dimensional channel of smoothly varying geometry can be approximately described as a one-dimensional diffusion in an entropic potential with position-dependent effective diffusivity in terms of the modified Fick-Jacobs equation. We analyze the channel crossing dynamics in terms of the mean first-passage time, combining our analytical results with extensive two-dimensional Brownian dynamics simulations, allowing us to find the range of applicability of the one-dimensional approximation. We find that the effective particle diffusivity decreases with increasing amplitude of the external potential. Remarkably, the mean first-passage time for crossing the channel is shown to assume a minimum at finite values of the potential amplitude.

Transverse dichotomic ratchet in a two-dimensional corrugated channel.

A particle diffusing in a two-dimensional channel of varying width h(x) is considered. It is driven by a force of constant magnitude f, but random orientation across the channel. We suggest the projection technique to study the ratchet effect appearing in this system. Reducing the transverse coordinate, as well as the orientation of the force in the full-dimensional Fokker-Planck equation, we arrive at the generalized Fick-Jacobs equation, describing dynamics of the system in the longitudinal coordinate x only. The additional effective potential -γ(x), calculated within the mapping procedure, exhibits an increasing or decreasing part in the channel shaped by an asymmetric periodic h(x), which determines the appearing ratchet current. As shown on a specific example, random driving in the transverse direction is much more effective than that in the longitudinal direction, at least for quickly flipping orientation of the force. Also, the transverse and the longitudinal driving push the rectified current in opposite directions along the same channel.

Dichotomic ratchet in a two-dimensional corrugated channel.

We consider a particle diffusing in a two-dimensional (2D) channel of varying width h(x). It is driven by a force of constant magnitude f but random orientation there or back along the channel. We derive the effective generalized Fick-Jacobs equation for this system, which describes the dynamics of such a particle in the longitudinal coordinate x. Aside from the effective diffusion coefficient D(x), our mapping also generates an additional effective potential -γ(x) added to the entropic potential -log[h(x)]. It acquires an increasing or decreasing component in asymmetric periodic channels, and thus it explains appearance of the ratchet current. We study this effect on a trial example and compare the results of our true 2D theory with a commonly used effective one-dimensional description; the data are verified by the numerical solution of the full 2D problem.

Projection of the two-dimensional Black-Scholes equation for options with underlying stock and strike prices in two different currencies

The two-variable Black-Scholes equation is used to study the option exercise price of two different currencies. Due to the complexity of dealing with several variables, reduction methods have been implemented to deal with these problems. This paper proposes an alternative reduction by using the so-called Zwanzig projection method to one-dimension, successfully developed to study the diffusion in confined systems. In this case, the option price depends on the stock price and the exchange rate between currencies. We assume that the exchange rate between currencies will depend on the stock price through some model that bounds such dependence, which somehow influences the final option price.As a result, we find a projected one-dimensional Black-Scholes equation similar to the so-called Fick-Jacobs equation for diffusion on channels. This equation is an effective Black-Scholes equation with two different interest rates, whose solution gives rise to a modified Black-Scholes formula. The properties of this solution are shown and were graphically compared with previously found solutions, showing that the corresponding difference is bounded.

Two-dimensional diffusion biased by a transverse gravitational force in an asymmetric channel: Reduction to an effective one-dimensional description.

We focus on the derivation of a general position-dependent effective diffusion coefficient to describe two-dimensional (2D) diffusion in a narrow and smoothly asymmetric channel of varying width under a transverse gravitational external field, a generalization of the symmetric channel case using the projection method introduced earlier by Kalinay and Percus [P. Kalinay and J. K. Percus, J. Chem. Phys. 122, 204701 (2005)10.1063/1.1899150]. To this end, we project the 2D Smoluchowski equation into an effective one-dimensional generalized Fick-Jacobs equation in the presence of constant force in the transverse direction. The expression for the diffusion coefficient given in Eq.(34) is our main result. This expression is a more general effective diffusion coefficient for narrow 2D channels in the presence of constant transverse force, which contains the well-known previous results for a symmetric channel obtained by Kalinay, as well as the limiting cases when the transverse gravitational external field goes to zero and infinity. Finally, we show that diffusivity can be described by the interpolation formula proposed by Kalinay, D_{0}/[1+(1/4)w^{'2}(x)]^{-η}, where spatial confinement, asymmetry, and the presence of a constant transverse force can be encoded in η, which is a function of channel width (w), channel centerline, and transverse force. The interpolation formula also reduces to well-known previous results, namely, those obtained by Reguera and Rubi [D. Reguera and J. M. Rubi, Phys. Rev. E 64, 061106 (2001)10.1103/PhysRevE.64.061106] and by Kalinay [P. Kalinay, Phys. Rev. E 84, 011118 (2011)10.1103/PhysRevE.84.011118].

Reduced dynamics of a one-dimensional Janus particle.

A Janus particle diffusing on a line is considered. Aside from its own driving force f acting forward or backward according to its stochastic orientation, it moves in a position-dependent potential U(x). We propose here the mapping scheme generating the effective generalized Fick-Jacobs equation, describing motion of the particle in the spatial coordinate x only; the orientation is understood as the transverse coordinate. The self-propulsion, driving the system out of equilibrium, is reflected as an additional effective potential -γ(x) in the reduced picture. It enables us to understand peculiarities of this system in a handy way. The additionally corrected potential redistributes the confined particles in quasiequilibrium causing their piling at the walls. In periodic asymmetric channels, it acquires a growing contribution, responsible for driving the ratchet effect.

Mean first-passage time to a small absorbing target in an elongated planar domain

We derive an approximate but fully explicit formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape in a general elongated domain in the plane. Our approximation combines conformal mapping, boundary homogenisation, and Fick–Jacobs equation to express the MFPT in terms of diffusivity and geometric parameters. A systematic comparison with a numerical solution of the original problem validates its accuracy when the starting point is not too close to the target. This is a practical tool for a rapid estimation of the MFPT for various applications in chemical physics and biology.

First-passage, transition path, and looping times in conical varying-width channels: Comparison of analytical and numerical results

This paper deals with transitions of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels. The particle trajectory starts from the reflecting boundary and ends as soon as the absorbing boundary is reached for the first time. Any such trajectories can be divided into two segments: the looping segment and the transition path segment. The latter is the last part of the trajectory that leaves the reflecting boundary and goes to the absorbing boundary without returning to the reflecting one. The remaining portion of the trajectory is the looping part, where a number of loops that begin and end at the same reflecting boundary are made without touching the absorbing boundary. Because axial diffusion of a smoothly varying channel can be approximately described as one-dimensional diffusion in the presence of an entropy potential with position-dependent effective diffusivity, we approach the problem in terms of the modified Fick–Jacobs equation. This allows us to derive analytical expressions for mean first-passage time, as well as looping and transition path times. Comparison with results from Brownian dynamics simulations allows us to establish the domain of applicability of the one-dimensional description. We also compare our results with those obtained for three-dimensional conical tubes [A. M. Berezhkovskii, L. Dagdug, and S. M. Bezrukov, J. Chem. Phys. 147, 134104 (2017)].

The steady current analysis in a periodic channel driven by correlated noises

Abstract A system consisting of correlated noises and a channel is analyzed. Via the Fick-Jacobs equation for the system’s current evolution, the validity are discussed under three kinds of correlated noise. i) The first case is two Gaussian white noises with a white correlation. We found that in contrast to the single white noise, the white correlation between these two noises breaks the system’s symmetry and causes a directed current and the larger the correlation degree, the smaller the current. However, the interaction between the correlation degree and a sinusoidal potential may produce an increasing steady current. ii) The second one is two Gaussian white noises with an exponential correlation. And our results perform that the correlation time between them contributes to a decrease of the steady current. iii) Finally, the case that two Gaussian colored noises with an exponential correlation is investigated. Unlike the former two cases, whether the correlation time comes from the noise itself or the correlation between the two noises, its increase here can always cause an increasing current.

Dimensional reduction of a general advection–diffusion equation in 2D channels

Diffusion of point-like particles in a two-dimensional channel of varying width is studied. The particles are driven by an arbitrary space dependent force. We construct a general recurrence procedure mapping the corresponding two-dimensional advection-diffusion equation onto the longitudinal coordinate x. Unlike the previous specific cases, the presented procedure enables us to find the one-dimensional description of the confined diffusion even for non-conservative (vortex) forces, e.g. caused by flowing solvent dragging the particles. We show that the result is again the generalized Fick–Jacobs equation. Despite of non existing scalar potential in the case of vortex forces, the effective one-dimensional scalar potential, as well as the corresponding quasi-equilibrium and the effective diffusion coefficient can be always found.

Effects of curved midline and varying width on the description of the effective diffusivity of Brownian particles

Axial diffusion in channels and tubes of smoothly-varying geometry can be approximately described as one-dimensional diffusion in the entropy potential with a position-dependent effective diffusion coefficient, by means of the modified Fick–Jacobs equation. In this work, we derive analytical expressions for the position-dependent effective diffusivity for two-dimensional asymmetric varying-width channels, and for three-dimensional curved midline tubes, formed by straight walls. To this end, we use a recently developed theoretical framework using the Frenet–Serret moving frame as the coordinate system (2016 J. Chem. Phys. 145 074105). For narrow tubes and channels, an effective one-dimensional description reducing the diffusion equation to a Fick–Jacobs-like equation in general coordinates is used. From this last equation, one can calculate the effective diffusion coefficient applying Neumann boundary conditions.

One-dimensional description of driven diffusion in periodic channels.

Diffusion of point-like particles driven by a constant longitudinal force in two-dimensional channels of periodically varying width is studied. The dynamics of such systems can be effectively described by the one-dimensional Smoluchowski(-Fick-Jacobs) equation in the longitudinal coordinate x, extended by a space dependent effective diffusion coefficient D(x). Our paper is focused on calculation of this function for an arbitrary channel shaping function h(x). Unlike the previous algorithms based on scaling of the transverse lengths, the method presented here uses periodicity of the channel. Instead of complicated expansion containing higher order derivatives of h(x), the proposed algorithm results in an integral formula for D(x), enabling us to study the system for wide range of the driving force and various (periodic) shaping functions h(x).

First passage, looping, and direct transition in expanding and narrowing tubes: Effects of the entropy potential.

We study transitions of diffusing particles between the left and right ends of expanding and narrowing conical tubes. In an expanding tube, such transitions occur faster than in the narrowing tube of the same length and radius variation rate. This happens because the entropy potential pushes the particle towards the wide tube end, thus accelerating the transitions in the expanding tube and slowing them down in the narrowing tube. To gain deeper insight into how the transitions occur, we divide each trajectory into the direct-transit and looping segments. The former is the final part of the trajectory, where the particle starting from the left tube end goes to the right end without returning to the left one. The rest of the trajectory is the looping segment, where the particle, starting from the left tube end, returns to this end again and again until the direct transition happens. Our focus is on the durations of the two segments and their sum, which is the duration of the particle first passage between the left and right ends of the tube. We approach the problem using the one-dimensional description of the particle diffusion along the tube axis in terms of the modified Fick-Jacobs equation. This allows us to derive analytical expressions for the Laplace transforms of the probability densities of the first-passage, direct-transit, and looping times, which we use to find the mean values of these random variables. Our results show that the direct transits are independent of the entropy potential and occur as in free diffusion. However, this "free diffusion" occurs with the effective diffusivity entering the modified Fick-Jacobs equation, which is smaller than the particle diffusivity in a cylindrical tube. This is the only way how the varying tube geometry manifests itself in the direct transits. Since direct-transit times are direction-independent, the difference in the first-passage times in the tubes of the two types is due to the difference in the durations of the looping segments in the expanding and narrowing tubes. Obtained analytical results are supported by three-dimensional Brownian dynamics simulations.

Entropic rectification and current inversion in a pulsating channel

We show the existence of a resonant behavior of the current of Brownian particles confined in a pulsating channel. The interplay between the periodic oscillations of the shape of the channel and a force applied along its axis leads to an increase of the particle current as a function of the diffusion coefficient. A regime of current inversion is also observed for particular values of the oscillation frequency and the applied force. The model proposed is based on the Fick-Jacobs equation in which the entropic barrier and the effective diffusion coefficient depend on time. The phenomenon observed could be used to optimize transport in microfluidic devices or biological channels.

Effectiveness Factor and Mass Transfer Coefficient in Wedge and Funnel Pores Using a Generalized Fick–Jacobs Model

In this work we study the diffusion–adsorption process in porous media and analyze the effect that the irregular geometry of the pores has on the efficiency of two types of adsorption processes: (a) when there is a net flux along the pore and (b) when the pore is completely saturated. In the first case, we measured the mass transfer coefficient, which is the constant of proportionality between the net flux and the difference of concentration. In the second case, we measure the effectiveness factor, which is the ratio between the actual rate of adsorption and the rate which would be achieved if the entire surface were at the same external concentration. In order to perform this analysis, we use a generalized Fick–Jacobs equation that considers the net effect of diffusion and adsorption along the direction of transport. For this analysis we have used wedge-shaped and conical pores, due to the simplicity of the treatment and their importance in the elaboration of a new brand of artificial materials. We have ...

Integral formula for the effective diffusion coefficient in two-dimensional channels.

The effective one-dimensional description of diffusion in two-dimensional channels of varying cross section is revisited. The effective diffusion coefficient D(x), extending Fick-Jacobs equation, depending on the longitudinal coordinate x, is derived here without use of scaling of the transverse coordinates. The result of the presented method is an integral formula for D(x), calculating its value at x as an integral of contributions from the neighboring positions x^{'} depending on h(x^{'}), a function shaping the channel. Unlike the standard formulas based on the scaling, the new proposed formula also describes D(x) correctly near the cusps, or in wider channels.

Current of interacting particles inside a channel of exponential cavities: Application of a modified Fick-Jacobs equation.

Recently a nonlinear Fick-Jacobs equation has been proposed for the description of transport and diffusion of particles interacting through a hard-core potential in tubes or channels of varying cross section [Suárez et al., Phys. Rev. E 91, 012135 (2015)]PLEEE81539-375510.1103/PhysRevE.91.012135. Here we focus on the analysis of the current and mobility when the channel is composed by a chain of asymmetric cavities and a force is applied in one or the opposite direction, for both interacting and noninteracting particles, and compare analytical and Monte Carlo simulation results. We consider a cavity with a shape given by exponential functions; the linear Fick-Jacobs equation for noninteracting particles can be exactly solved in this case. The results of the current difference (when a force is applied in opposite directions) are more accurate for the modified Fick-Jacobs equation for particles with hard-core interaction than for noninteracting ones.

Research of Particle Transport with External Driving Force and Entropy Barrier

Transport of Brownian particle moving along a three-dimensional throat-like channel is investigated in the presence of an external constant force. The solution of the Fick–Jacobs equation in the situation is solved, and the probability current density and particle current describing the motion of particle are obtained. It is found that entropy barrier and external force can reverse the direction of particle current. The motion of Brownian particle can be tuned by the entropy barrier and the external force.

Range of applicability of modified Fick-Jacobs equation in two dimensions.

Axial diffusion in a two-dimensional channel of smoothly varying geometry can be approximately described as one-dimensional diffusion in the entropy potential with position-dependent effective diffusivity by means of the modified Fick-Jacobs equation. In this paper, Brownian dynamics simulations are used to study the range of applicability of such a description, as well as the accuracy of the expressions for the effective diffusivity proposed by different researchers.