First-passage Dynamics Research Articles

Lattice random walk dynamics with stochastic resetting in heterogeneous space

Abstract We examine the diffusive dynamics of a lattice random walk subject to resetting in a one-dimensional spatially heterogeneous environment composed of two media separated by an interface. At random times the walker may reset its position to the interface, but only when in the left medium. In addition the spatial heterogeneity results from having unequal diffusivities and biases in the two media. We construct the Master equation for the dynamics of the walker occupation probability in unbounded space, solve it exactly in terms of generating functions, and analyse the dynamics of the first and second moment. Making use of the closed form solution in the unbounded case, we build the analytic solution of the Master equation in finite and semi-infinite domains. By bounding the space on the right with a reflecting boundary we study the first-passage dynamics to a single fully absorbing target placed in the left medium away from the interface. As reset strongly increases the time to reach the target, we find that the first-passage dynamics enter the motion-limited regime even for relative small resetting probability. We also identify a surprising non-monotonic dependence of the first-passage probability mode as a function of the bias. By deriving an analytic expression for the mean first-passage time, we show when its value is independent of the diffusivity and bias in the left medium, uncovering another example of the so-called mean disorder indifference phenomenon.

Stochastic harmonic trapping of a Lévy walk: transport and first-passage dynamics under soft resetting strategies

We introduce and study a Lévy walk (LW) model of particle spreading with a finite propagation speed combined with soft resets, stochastically occurring periods in which an harmonic external potential is switched on and forces the particle towards a specific position. Soft resets avoid instantaneous relocation of particles that in certain physical settings may be considered unphysical. Moreover, soft resets do not have a specific resetting point but lead the particle towards a resetting point by a restoring Hookean force. Depending on the exact choice for the LW waiting time density and the probability density of the periods when the harmonic potential is switched on, we demonstrate a rich emerging response behaviour including ballistic motion and superdiffusion. When the confinement periods of the soft-reset events are dominant, we observe a particle localisation with an associated non-equilibrium steady state. In this case the stationary particle probability density function turns out to acquire multimodal states. Our derivations are based on Markov chain ideas and LWs with multiple internal states, an approach that may be useful and flexible for the investigation of other generalised random walks with soft and hard resets. The spreading efficiency of soft-rest LWs is characterised by the first-passage time statistic.

Backbone diffusion and first-passage dynamics in a comb structure with confining branches under stochastic resetting

We study the diffusive motion of a test particle in a two-dimensional comb structure consisting of a main backbone channel with continuously distributed side branches, in the presence of stochastic Markovian resetting to the initial position of the particle. We assume that the motion along the infinitely long branches is biased by a confining potential. The crossover to the steady state is quantified in terms of a large deviation function, which is derived for the first time for comb structures in the present paper. We show that the relaxation region is demarcated by a nonlinear ‘light-cone’ beyond which the system is evolving in time. We also investigate the first-passage times along the backbone and calculate the mean first-passage time and optimal resetting rate.

First-passage dynamics by aggregating particles

First-passage dynamics by aggregating particles

First passage time moments of asymmetric Lévy flights

We investigate the first-passage dynamics of symmetric and asymmetric Lévy flights in semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage time probability density function for different values of the index of stability and the skewness parameter. A comparison with results using the Langevin approach to Lévy flights is presented. For the semi-infinite domain, in certain special cases analytic results are derived explicitly, and in bounded intervals a general analytical expression for the mean first-passage time of Lévy flights with arbitrary skewness is presented. These results are complemented with extensive numerical analyses.

First-passage dynamics of linear stochastic interface models: numerical simulations and entropic repulsion effect

A fluctuating interfacial profile in one dimension is studied via Langevin simulations of the Edwards–Wilkinson equation with non-conserved noise and the Mullins–Herring equation with conserved noise. The profile is subject to either periodic or Dirichlet (no-flux) boundary conditions. We determine the noise-driven time-evolution of the profile between an initially flat configuration and the instant at which the profile reaches a given height M for the first time. The shape of the averaged profile agrees well with the prediction of weak-noise theory (WNT), which describes the most-likely trajectory to a fixed first-passage time. Furthermore, in agreement with WNT, on average the profile approaches the height M algebraically in time, with an exponent that is essentially independent of the boundary conditions. However, the actual value of the dynamic exponent turns out to be significantly smaller than predicted by WNT. This ‘renormalization’ of the exponent is explained in terms of the entropic repulsion exerted by the impenetrable boundary on the fluctuations of the profile around its most-likely path. The entropic repulsion mechanism is analyzed in detail for a single (fractional) Brownian walker, which describes the anomalous diffusion of a tagged monomer of the interface as it approaches the absorbing boundary. The present study sheds light on the accuracy and the limitations of the weak-noise approximation for the description of the full first-passage dynamics.

First-passage dynamics of linear stochastic interface models: weak-noise theory and influence of boundary conditions

We consider a one-dimensional fluctuating interfacial profile governed by the Edwards–Wilkinson or the stochastic Mullins-Herring equation for periodic, standard Dirichlet and Dirichlet no-flux boundary conditions. The minimum action path of an interfacial fluctuation conditioned to reach a given maximum height M at a finite (first-passage) time T is calculated within the weak-noise approximation. Dynamic and static scaling functions for the profile shape are obtained in the transient and the equilibrium regime, i.e. for first-passage times T smaller or larger than the characteristic relaxation time, respectively. In both regimes, the profile approaches the maximum height M with a universal algebraic time dependence characterized solely by the dynamic exponent of the model. It is shown that, in the equilibrium regime, the spatial shape of the profile depends sensitively on boundary conditions and conservation laws, but it is essentially independent of them in the transient regime.

Non-Markovian effects in the first-passage dynamics of obstructed tracer particle diffusion in one-dimensional systems.

The standard setup for single-file diffusion is diffusing particles in one dimension which cannot overtake each other, where the dynamics of a tracer (tagged) particle is of main interest. In this article, we generalize this system and investigate first-passage properties of a tracer particle when flanked by identical crowder particles which may, besides diffuse, unbind (rebind) from (to) the one-dimensional lattice with rates k(off) (k(on)). The tracer particle is restricted to diffuse with rate k(D) on the lattice and the density of crowders is constant (on average). The unbinding rate k(off) is our key parameter and it allows us to systematically study the non-trivial transition between the completely Markovian case (k(off) ≫ k(D)) to the non-Markovian case (k(off) ≪ k(D)) governed by strong memory effects. This has relevance for several quasi one-dimensional systems. One example is gene regulation where regulatory proteins are searching for specific binding sites on a crowded DNA. We quantify the first-passage time distribution, f(t) (t is time), numerically using the Gillespie algorithm, and estimate f(t) analytically. In terms of k(off) (keeping k(D) fixed), we study the transition between the two known regimes: (i) when k(off) ≫ k(D) the particles may effectively pass each other and we recover the single particle result f(t) ∼ t(-3/2), with a reduced diffusion constant; (ii) when k(off) ≪ k(D) unbinding is rare and we obtain the single-file result f(t) ∼ t(-7/4). The intermediate region displays rich dynamics where both the characteristic f(t) - peak and the long-time power-law slope are sensitive to k(off).

First-passage statistics for aging diffusion in systems with annealed and quenched disorder.

Aging, the dependence of the dynamics of a physical process on the time ta since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of quantum dots to the tracer dispersion in living biological cells. Here we study the effects of aging on one of the most fundamental properties of a stochastic process, the first-passage dynamics. We find that for an aging continuous time random walk process, the scaling exponent of the density of first-passage times changes twice as the aging progresses and reveals an intermediate scaling regime. The first-passage dynamics depends on ta differently for intermediate and strong aging. Similar crossovers are obtained for the first-passage dynamics for a confined and driven particle. Comparison to the motion of an aged particle in the quenched trap model with a bias shows excellent agreement with our analytical findings. Our results demonstrate how first-passage measurements can be used to unravel the age ta of a physical system.

Speeding up the first-passage for subdiffusion by introducing a finite potential barrier

We show that for a subdiffusive continuous time random walk with scale-free waiting time distribution the first-passage dynamics on a finite interval can be optimized by introduction of a piecewise linear potential barrier. Analytical results for the survival probability and first-passage density based on the fractional Fokker–Planck equation are shown to agree well with Monte Carlo simulations results. As an application we discuss an improved design for efficient translocation of gradient copolymers compared to homopolymer translocation in a quasi-equilibrium approximation.