We survey recent results on first-passage processes in unbounded cones and their applications to ordering of particles undergoing Brownian motion in one dimension. We first discuss the survival probability S(t) that a diffusing particle, in arbitrary spatial dimension, remains inside a conical domain up to time t. In general, this quantity decays algebraically S ~ t^{-beta} in the long-time limit. The exponent beta depends on the opening angle of the cone and the spatial dimension, and it is root of a transcendental equation involving the associated Legendre functions. The exponent becomes a function of a single scaling variable in the limit of large spatial dimension. We then describe two first-passage problems involving the order of N independent Brownian particles in one dimension where survival probabilities decay algebraically as well. To analyze these problems, we identify the trajectories of the N particles with the trajectory of one particle in N dimensions, confined to within a certain boundary, and we use a circular cone with matching solid angle as a replacement for the confining boundary. For N=3, the confining boundary is a wedge and the approach is exact. In general, this "cone approximation" gives strict lower bounds as well as useful estimates or the first-passage exponents. Interestingly, the cone approximation becomes asymptotically exact when N-->infinity as it predicts the exact scaling function that governs the spectrum of first-passage exponents.
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 …
We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is calculated exactly for active Brownian and run-and-tumble particles and the results are compared. Theoretical predictions are in excellent agreement with Langevin simulations. Our results shed further light onto how active particles with different dynamics may be equivalent in the bulk, yet behave differently near boundaries or obstacles.
Active Brownian Dynamics in Channels: First-Passage and Spatiotemporal Properties via Siegmund Duality
Max-Planck-Institut für Physik komplexer Systeme（马克斯·普朗克复杂系统物理研究所）；Center for Systems Biology Dresden（德累斯顿系统生物学中心）；Cluster of Excellence, Physics of Life, TU Dresden（德累斯顿工业大学生命物理卓越集群）
We study the statistical properties of first-passage time functionals of a one dimensional Brownian motion in the presence of stochastic resetting. A first-passage functional is defined as $V=\int_0^{t_f} Z[x(τ)]$ where $t_f$ is the first-passage time of a reset Brownian process $x(τ)$, i.e., the first time the process crosses zero. In here, the particle is reset to $x_R>0$ at a constant rate $r$ starting from $x_0>0$ and we focus on the following functionals: (i) local time $T_{loc} = \int _0^{t_f}d τ~ δ(x-x_R)$, (ii) residence time $T_{res} = \int _0^{t_f} d τ~θ(x-x_R)$, and (iii) functional…
We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce nonlocal interparticle correlations by postulating that only the particle farthest from the origin is reset (model B). At long times both models approach nonequilibrium steady states. In the limit of $N\to \infty$, the steady-state particle density in model A has an infinite support, whereas in model B it has a compact support. A finite system radius, which sc…
We study experimentally, numerically and theoretically the optimal mean time needed by a Brownian particle, freely diffusing either in one or two dimensions, to reach, within a tolerance radius $R_{\text tol}$, a target at a distance $L$ from an initial position in the presence of resetting. The reset position is Gaussian distributed with width $σ$. We derived and tested two resetting protocols, one with a periodic and one with random (Poissonian) resetting times. We computed and measured the full first-passage probability distribution that displays spectacular spikes immediately after each re…
First-passage-time statistics of a Brownian particle driven by an arbitrary unidimensional potential with a superimposed exponential time-dependent drift
We study theoretically, experimentally and numerically the probability distribution $F(t_f|x_0,L)$ of the first passage times $t_f$ needed by a freely diffusing Brownian particle to reach a target at a distance $L$ from the initial position $x_0$, taken from a normalized distribution $(1/σ)\, g(x_0/σ)$ of finite width $σ$. We show the existence of a critical value $b_c$ of the parameter $b=L/σ$, which determines the shape of $F(t_f|x_0,L)$. For $b>b_c$ the distribution $F(t_f|x_0,L)$ has a maximum and a minimum whereas for $b<b_c$ it is a monotonically decreasing function of $t_f$. This dynami…
We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we obtain the probability P(ω) distribution of the random variable ω=τ_1/(τ_1+τ_2), which is a measure for how similar the first passage times τ_1 and τ_2 are of two independent realisations of a Brownian walk starting at the same location. We construct a chart for each domain, determining whether P(ω) represents a unimodal, bell-shaped form, or a bimodal, M-shap…
We study the first-passage time, the distribution of the maximum, and the absorption probability of fractional Brownian motion of Hurst parameter $H$ with both a linear and a non-linear drift. The latter appears naturally when applying non-linear variable transformations. Via a perturbative expansion in $ε= H-1/2$, we give the first-order corrections to the classical result for Brownian motion analytically. Using a recently introduced adaptive bisection algorithm, which is much more efficient than the standard Davies-Harte algorithm, we test our predictions for the first-passage time on grids …
We study the distribution of first-passage functionals ${\cal A}= \int_0^{t_f} x^n(t)\, dt$, where $x(t)$ is a Brownian motion (with or without drift) with diffusion constant $D$, starting at $x_0>0$, and $t_f$ is the first-passage time to the origin. In the driftless case, we compute exactly, for all $n>-2$, the probability density $P_n(A|x_0)=\text{Prob}.(\mathcal{A}=A)$. This probability density has an essential singular tail as $A\to 0$ and a power-law tail $\sim A^{-(n+3)/(n+2)}$ as $A\to \infty$. The former is reproduced by the optimal fluctuation method (OFM), which also predicts the op…
We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}_t=\sqrt{2 D_0 V(B_t)}\,ξ_t$, where $ξ_t$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, and $V(B_t)$ is a stochastic "diffusivity" (noise strength), which itself is a functional of independent Brownian motion $B_t$. We derive exact, compact expressions for the probability density functions (PDFs) of the first passage time (FPT) $t$ from a fixed location $x_0$ to the origin for three different realisations of the stochastic diffusivity: a cut-off case $V(B_t) =Θ(B_…
