Suppose that a $d$-dimensional domain is filled with a gas of (in general, interacting) diffusive particles with density $n_0$. A particle is absorbed whenever it reaches the domain boundary. Employing macroscopic fluctuation theory, we evaluate the probability ${\mathcal P}$ that no particles are absorbed during a long time $T$. We argue that the most likely gas density profile, conditional on this event, is stationary throughout most of the time $T$. As a result, ${\mathcal P}$ decays exponentially with $T$ for a whole class of interacting diffusive gases in any dimension. For $d=1$ the stationary gas density profile and ${\mathcal P}$ can be found analytically. In higher dimensions we focus on the simple symmetric exclusion process (SSEP) and show that $-\ln {\mathcal P}\simeq D_0TL^{d-2} \,s(n_0)$, where $D_0$ is the gas diffusivity, and $L$ is the linear size of the system. We calculate the rescaled action $s(n_0)$ for $d=1$, for rectangular domains in $d=2$, and for spherical domains. Near close packing of the SSEP $s(n_0)$ can be found analytically for domains of any shape and in any dimension.
We consider a particle diffusing in the y-direction, dy/dt=η(t) where η(t) is Gaussian white noise, and subject to a transverse flow field in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We discuss the time-dependence of the survival probability of the particle for a class of functions f(y) that are positive in some regions of space and negative in others.
At finite concentrations of reacting molecules, kinetics of diffusion-controlled reactions is affected by intra-reactant interactions. As a result, multi-particle reaction statistics cannot be deduced from single-particle results. Here we briefly review a recent progress in overcoming this fundamental difficulty. We show that the fluctuating hydrodynamics and macroscopic fluctuation theory provide a simple, general and versatile framework for studying a whole class of problems of survival, absorption and escape of interacting diffusing particles.
We calculate the survival probability of a diffusing test particle in an environment of diffusing particles that undergo coagulation at rate lambda_c and annihilation at rate lambda_a. The test particle dies at rate lambda' on coming into contact with the other particles. The survival probability decays algebraically with time as t^{-theta}. The exponent theta in d<2 is calculated using the perturbative renormalization group formalism as an expansion in epsilon=2-d. It is shown to be universal, independent of lambda', and to depend only on delta, the ratio of the diffusion constant of test par…
We calculate the survival probability P_S(t) up to time t of a tracer particle moving along a deterministic trajectory in a continuous d-dimensional space in the presence of diffusing but mutually noninteracting traps. In particular, for a tracer particle moving ballistically with a constant velocity c, we obtain an exact expression for P_S(t), valid for all t, for d<2. For d \geq 2, we obtain the leading asymptotic behavior of P_S(t) for large t. In all cases, P_S(t) decays exponentially for large t, P_S(t) \sim \exp(-θt). We provide an explicit exact expression for the exponent θin dimension…
We consider a particle diffusing in the y-direction, dy/dt=η(t), subject to a transverse shear flow in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We treat the class of models defined by f(y) = \pm v_{\pm}(\pm y)^αwhere the upper (lower) sign refers to y>0 (y<0). We show that the particle survives with probability Q(t) \sim t^{-θ} with θ= 1/4, independent of α, if v_{+}=v_{-}. If v_{+} \ne v_{-}, however, we show that θdepends on both αand the ratio v_{+}/v_{-}, and we determine this dependence.
We calculate the exact asymptotic survival probability, Q, of a one-dimensional Brownian particle, initially located located at the point x in (-L,L), in the presence of two moving absorbing boundaries located at \pm(L+ct). The result is Q(y,λ) = \sum_{n=-\infty}^\infty (-1)^n \cosh(ny) \exp(-n^2λ), where y=cx/D, λ= cL/D and D is the diffusion constant of the particle. The results may be extended to the case where the absorbing boundaries have different speeds. As an application, we compute the asymptotic survival probability for the trapping reaction A + B -> B, for evanescent traps with a lo…
We consider a non-Gaussian stochastic process where a particle diffuses in the $y$-direction, $dy/dt=η(t)$, subject to a transverse shear flow in the $x$-direction, $dx/dt=f(y)$. Absorption with probability $p$ occurs at each crossing of the line $x=0$. We treat the class of models defined by $f(y) = \pm v_{\pm}(\pm y)^α$ where the upper (lower) sign refers to $y>0$ ($y<0$). We show that the particle survives up to time $t$ with probability $Q(t) \sim t^{-θ(p)}$ and we derive an explicit expression for $θ(p)$ in terms of $α$ and the ratio $v_+/v_-$. From $θ(p)$ we deduce the mean and variance …
We consider a Brownian particle, with diffusion constant D, moving inside an expanding d-dimensional sphere whose surface is an absorbing boundary for the particle. The sphere has initial radius L_0 and expands at a constant rate c. We calculate the joint probability density, p(r,t|r_0), that the particle survives until time t, and is at a distance r from the centre of the sphere, given that it started at a distance r_0 from the centre.
We present a systematic analytical approach to the trapping of a random walk by a finite density rho of diffusing traps in arbitrary dimension d. We confirm the phenomenologically predicted e^{-c_d rho t^{d/2}} time decay of the survival probability, and compute the dimension dependent constant c_d to leading order within an eps=2-d expansion.
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and lower bounds for the probability Q(t) (averaged over all particle and trap trajectories) that the particle survives up to time t. We show that, for 1<=d<2, the bounds converge asymptotically to give $Q(t) \sim exp(-λ_d t^{d/2})$ where $λ_d = (2/πd) sin(πd/2) (4πD)^{d/2} ρ$ and D is the diffusion constant of the traps, and that $Q(t) \sim exp(- 4πρD t/ln t)$ for …
A branching random walk in presence of an absorbing wall moving at a constant velocity v undergoes a phase transition as v varies. The problem can be analyzed using the properties of the Fisher-Kolmogorov-Petrovsky-Piscounov (F-KPP) equation. We find that the survival probability of the branching random walk vanishes at a critical velocity v_c of the wall with an essential singularity and we characterize the divergences of the relaxation times for v<v_c and v>v_c. At v=v_c the survival probability decays like a stretched exponential. Using the F-KPP equation, one can also calculate the distrib…
Let a lattice gas of constant density, described by the symmetric simple exclusion process, be brought in contact with a "target": a spherical absorber of radius $R$. Employing the macroscopic fluctuation theory (MFT), we evaluate the probability ${\mathcal P}(T)$ that no gas particle hits the target until a long but finite time $T$. We also find the most likely gas density history conditional on the non-hitting. The results depend on the dimension of space $d$ and on the rescaled parameter $\ell=R/\sqrt{D_0T}$, where $D_0$ is the gas diffusivity. For small $\ell$ and $d>2$, ${\mathcal P}(T)$ …
We demonstrate that absorbing phase transitions in one dimension may be induced by the dynamics of a single site. As an example we consider a one-dimensional model of diffusing particles, where a single site at the boundary evolves according to the dynamics of a contact process. As the rate for offspring production at this site is varied, the model exhibits a phase transition from a fluctuating active phase into an absorbing state. The universal properties of the transition are analyzed by numerical simulations and approximation techniques.
We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we focus on two one-dimensional settings: a half-line and an interval. We first consider the case with equal particle diffusivities, for which exact results can be obtained for the survival probability and the associated first-encounter time density over the full time domain. We also evaluate the moments of the first-encounter time when they exist. We then turn…
Survival and percolation probabilities are most important quantities in the theory and in the application of growth models with spreading. We construct field theoretical expressions for these probabilities which are feasible for perturbation expansions. The outstanding role of the absorbing noise is stressed to obtain survival probabilities monotonic decreasing with time. We briefly consider some fundamental growth models equipped with absorbing noise which are representations of known universality classes of spreading phenomena. The critical scaling properties of their survival and percolatio…
We study a one-dimensional lattice random walk with an absorbing boundary at the origin and a movable partial reflector. On encountering the reflector, at site x, the walker is reflected (with probability r) to x-1 and the reflector is simultaneously pushed to x+1. Iteration of the transition matrix, and asymptotic analysis of the probability generating function show that the critical exponent delta governing the survival probability varies continuously between 1/2 and 1 as r varies between 0 and 1. Our study suggests a mechanism for nonuniversal kinetic critical behavior, observed in models w…
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly non-Gaussian. A central approach to describe this effect is the diffusing diffusivity (DD) model in which the diffusion coefficient itself is a stochastic quantity, mimicking heterogeneities of the environment encountered by the tracer particle on its path. We here quantify in terms of analytical and numerical approaches the first passage behaviour of the DD model. We…
We consider subdiffusion of a particle in a one-dimensional system with a thin partially permeable wall. Passing through the wall, the particle can be absorbed with a certain probability. We call such a wall partially permeable partially absorbing wall (PPAW). Using the diffusion model in a system with discrete time and spatial variable, probability densities (Green's functions) describing subdiffusion in the system have been derived. Knowing the Green's functions we derive boundary conditions at the wall. The boundary conditions take a specific form in which time derivatives of the fractional…
We study the survival of a single diffusing lamb on the positive half line in the presence of N diffusing lions that all start at the same position L to the right of the lamb and a haven at x=0. If the lamb reaches this haven before meeting any lion, the lamb survives. We investigate the survival probability of the lamb, S_N(x,L), as a function of N and the respective initial positions of the lamb and the lions, x and L. We determine S_N(x,L) analytically for the special cases of N=1 and N--->oo. For large but finite N, we determine the unusual asymptotic form whose leading behavior is S_N(z)\…
We investigate the long-time behavior of the survival probability of a tagged particle in a single-file diffusion in a finite interval. The boundary conditions are of two types: 1) one boundary is absorbing the second is reflecting, 2) both boundaries are absorbing. For each type of the boundary conditions we consider two types of initial conditions: a) initial number of particles N is given, b) initial concentration of particles is given (N is random). In all four cases the tagged-particle survival probability exhibits different asymptotic behavior. When the both boundaries are absorbing we a…
We study fluctuations of particle absorption by a three-dimensional domain with multiple absorbing patches. The domain is in contact with a gas of interacting diffusing particles. This problem is motivated by living cell sensing via multiple receptors distributed over the cell surface. Employing the macroscopic fluctuation theory, we calculate the covariance matrix of the particle absorption by different patches, extending previous works which addressed fluctuations of a single current. We find a condition when the sign of correlations between different patches is fully determined by the trans…
The survival probability of immobile targets, annihilated by a population of random walkers on inhomogeneous discrete structures, such as disordered solids, glasses, fractals, polymer networks and gels, is analytically investigated. It is shown that, while it cannot in general be related to the number of distinct visited points, as in the case of homogeneous lattices, in the case of bounded coordination numbers its asymptotic behaviour at large times can still be expressed in terms of the spectral dimension $\widetilde {d}$, and its exact analytical expression is given. The results show that t…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle interaction. Due to the absorbing boundary the number of particles in the pore gradually decreases. We present the exact analytical solution of the problem. Our procedure merely requires the knowledge of the corresponding single-particle problem. First, we calculate the simultaneous probability density of having still a definite number $N-k$ of surviving pa…
Diffusion-limited reactions (DLR) are usually described within the Smoluchowski theory, which neglects interactions between the diffusing components. We propose a first extension of such frame- work that incorporates excluded-volume effects, considering hard diffusing agents in the presence of an absorbing sink. For large values of the absorber-to-diffuser size ratio Rs, the encounter rate obtained from the simulations is in very good agreement with a simple generalization of the Smolu- chowski equation at high densities. Reducing Rs, the rate gets substantially depressed at interme- diate pac…
We study a reaction-diffusion process that involves two species of atoms, immobile and diffusing. We assume that initially only immobile atoms, uniformly distributed throughout the entire space, are present. Diffusing atoms are injected at the origin by a source which is turned on at time t=0. When a diffusing atom collides with an immobile atom, the two atoms form an immobile stable molecule. The region occupied by molecules is asymptotically spherical with radius growing as t^{1/d} in d>=2 dimensions. We investigate the survival probability that a diffusing atom has not become a part of a mo…
We investigate the first passage properties of a Brownian particle diffusing freely inside a $d$-dimensional sphere with absorbing spherical surface subject to stochastic resetting. We derive the mean time to absorption (MTA) as functions of resetting rate $γ$ and initial distance $r$ of the particle to the center of the sphere. We find that when $r>r_c$ there exists a nonzero optimal resetting rate $γ_{\rm opt}$ at which the MTA is a minimum, where $r_c=\sqrt {d/\left( {d + 4} \right)} R$ and $R$ is the radius of sphere. As $r$ increases, $γ_{\rm opt}$ exhibits a continuous transition from ze…
We study the survival probability of an immobile target in presence of N independent diffusing walkers. We address the problem of the Mean Target Lifetime and its dependence on the number and initial distribution of the walkers when the trapping is perfect or imperfect. We consider the diffusion on lattices and in the continuous space and we address the bulk limit corresponding to a density of diffusing particles and only one isolated trap. Also, we use intermittent motion for optimization of search strategies.
We consider the survival probability of a particle in the presence of a finite number of diffusing traps in one dimension. Since the general solution for this quantity is not known when the number of traps is greater than two, we devise a perturbation series expansion in the diffusion constant of the particle. We calculate the persistence exponent associated with the particle's survival probability to second order and find that it is characterised by the asymmetry in the number of traps initially positioned on each side of the particle.
We study the problem of particles undergoing Brownian motion in an expanding sphere whose surface is an absorbing boundary for the particles. The problem is akin to that of the diffusion of impurities in a grain of polycrystalline material undergoing grain growth. We solve the time dependent diffusion equation for particles in a d-dimensional expanding sphere to obtain the particle density function (function of space and time). The survival rate or the total number of particles per unit volume as a function of time is evaluated. We have obtained particular solutions exactly for the case where …
Suppose that an infinite lattice gas of constant density $n_0$, whose dynamics are described by the symmetric simple exclusion process, is brought in contact with a spherical absorber of radius $R$. Employing the macroscopic fluctuation theory and assuming the additivity principle, we evaluate the probability distribution ${\mathcal P}(N)$ that $N$ particles are absorbed during a long time $T$. The limit of $N=0$ corresponds to the survival problem, whereas $N\gg \bar{N}$ describes the opposite extreme. Here $\bar{N}=4πR D_0 n_0 T$ is the \emph{average} number of absorbed particles (in three d…
The time dependence of the survival probability, S(t), is determined for diffusing particles in two dimensions which are also driven by a random unidirectional zero-mean velocity field, v_x(y). For a semi-infinite system with unbounded y and x>0, and with particle absorption at x=0, a qualitative argument is presented which indicates that S(t)~t^{-1/4}. This prediction is supported by numerical simulations. A heuristic argument is also given which suggests that the longitudinal probability distribution of the surviving particles has the scaling form P(x,t)~ t^{-1}u^{1/3}g(u). Here the scaling …
We study the long-time tails of the survival probability $P(t)$ of an $A$ particle diffusing in $d$-dimensional media in the presence of a concentration $ρ$ of traps $B$ that move sub-diffusively, such that the mean square displacement of each trap grows as $t^γ$ with $0\leq γ\leq 1$. Starting from a continuous time random walk (CTRW) description of the motion of the particle and of the traps, we derive lower and upper bounds for $P(t)$ and show that for $γ\leq 2/(d+2)$ these bounds coincide asymptotically, thus determining asymptotically exact results. The asymptotic decay law in this regime …
The statistics of the first-encounter time of diffusing particles changes drastically when they are placed under confinement. In the present work, we make use of Monte Carlo simulations to study the behavior of a two-particle system in two- and three-dimensional domains with reflecting boundaries. Based on the outcome of the simulations, we give a comprehensive overview of the behavior of the survival probability $S(t)$ and the associated first-encounter time probability density $H(t)$ over a broad time range spanning several decades. In addition, we provide numerical estimates and empirical f…
The adsorption of particles diffusing in a half-space bounded by the substrate and irreversibly sticking to the substrate upon contacts is investigated. We show that when absorbing particles are planar disks diffusing in the three-dimensional half-space, the coverage approaches its saturated jamming value as $t^{-1}$ in the large time limit [generally as $t^{-1/(d-1)}$ when the substrate is $d$ dimensional and $d>1$, and as $e^{-t/\ln(t)}$ when $d=1$]. We also analyze the asymptotic behavior when particles are spherical and when particles are planar aligned squares.
We determine how long a diffusing particle spends in a given spatial range before it dies at an absorbing boundary. In one dimension, for a particle that starts at $x_0$ and is absorbed at $x=0$, the average residence time in the range $[x,x+dx]$ is $T(x)=\frac{x}{D}\,dx$ for $x<x_0$ and $\frac{x_0}{D}\,dx$ for $x>x_0$, where $D$ is the diffusion coefficient. We extend our approach to biased diffusion, to a particle confined to a finite interval, and to general spatial dimensions. We use the generating function technique to derive parallel results for the average residence time of the one-dime…
In a recent Letter Bray and Blythe have shown that the survival probability P(t) of an A particle diffusing with a diffusion coefficient D_A in a 1D system with diffusive traps B is independent of D_A in the asymptotic limit t \to \infty and coincides with the survival probability of an immobile target in the presence of diffusive traps. Here we show that this remarkable behavior has a more general range of validity and holds for systems of an arbitrary dimension d, integer or fractal, provided that the traps are "compactly exploring" the space, i.e. the "fractal" dimension dw of traps' trajec…
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each link. We establish the boundary conditions to be used at the vertices and we derive general expressions for the average time spent on a part of the graph before absorption and, also, for the Laplace transform of the joint law of the occupation times. Exit times distributions and splitting probabilities are also studied and several examples are discussed.
We introduce and solve a model of hardcore particles on a one dimensional periodic lattice which undergoes an active-absorbing state phase transition at finite density. In this model an occupied site is defined to be active if its left neighbour is occupied and the right neighbour is vacant. Particles from such active sites hop stochastically to their right. We show that, both the density of active sites and the survival probability vanish as the particle density is decreased below half. The critical exponents and spatial correlations of the model are calculated exactly using the matrix produc…
We consider a diffusing particle, with diffusion constant D', moving in one dimension in an infinite sea of noninteracting mobile traps with diffusion constant D and density rho. We show that the asymptotic behavior of the survival probability, P(t), is given by P(t) ~ exp[-4 rho(Dt/pi)^{1/2}], independent of D'. The result comes from obtaining upper and lower bounds on P(t), and showing that they coincide asymptotically. We also obtain exact results for P(t) to first order in D' for an arbitrary finite number of traps.
Despite having been studied for decades, first passage processes remain an active area of research. In this contribution we examine a particle diffusing in an annulus with an inner absorbing boundary and an outer reflective boundary. We obtain analytic expressions for the joint distribution of the hitting time and the hitting angle in two and three dimensions. For certain configurations we observe a 'diffusive echo', i.e. two well-defined maxima in the first passage time distribution to a targeted position on the absorbing boundary. This effect, which results from the interplay between the sta…
We consider N vicious walkers moving in one dimension in a one-body potential v(x). Using the backward Fokker-Planck equation we derive exact results for the asymptotic form of the survival probability Q(x,t) of vicious walkers initially located at (x_1,...,x_N) = x, when v(x) is an arbitrary attractive potential. Explicit results are given for a square-well potential with absorbing or reflecting boundary conditions at the walls, and for a harmonic potential with an absorbing or reflecting boundary at the origin and the walkers starting on the positive half line. By mapping the problem of N vi…
We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state which exhibits non-Gaussian behaviour. We then consider the presence of an absorbing target centred at the origin and compute the survival probability and mean time to absorption of the diffusive particle by the target. The mean absorption time is finite and has a minimum value at an optimal resetting rate $r^*$ which depends on dimension. Finally we consid…
In this paper we consider diffusion in a domain $Ω$ containing a partially absorbing target $\calM$ with position and occupation time resetting. The occupation time $A_t$ is a Brownian functional that determines the amount of time that the particle spends in $ \calM$ over the time interval $[0,t]$. We assume that there exists some internal state $\calU_t$ of the particle at time $t$ which is modified whenever the particle is diffusing within $\calM $. The state $\calU_t$ is taken to be a monotonically increasing function of $A_t$, and absorption occurs as soon as $\calU_t$ crosses some fixed t…
We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial configuration. In the steady-state, the distribution of the inversion number is Gaussian with the average <m>~N^2/4 and the standard deviation sigma N^{3/2}/6. The survival probability, S_m(t), which measures the likelihood that the inversion number remains below m until time t, decays algebraically in the long-time limit, S_m t^{-beta_m}. Interestingly, there is a …
In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These probabilities do not display any multifractal properties contrary to previous numerical claims. The explanation for this apparent multifractal behavior is given, and our conclusion are supported by numerical calculations. These exact results are exploited to compute the large time asymptotics of the survival probability (or the density) which is found to decay as $\ex…
We study the survival probability and the corresponding first passage time density of fractional Brownian motion confined to a two-dimensional open wedge domain with absorbing boundaries. By analytical arguments and numerical simulation we show that in the long time limit the first passage time density scales as t**{-1+pi*(2H-2)/(2*Theta)} in terms of the Hurst exponent H and the wedge angle Theta. We discuss this scaling behaviour in connection with the reaction kinetics of FBM particles in a one-dimensional domain.
We consider a particle diffusing inside a wedge with absorbing boundaries and driven by a radial flow of incompressible fluid generated by a source at the apex. The survival probability decays as (time)^{-b} with exponent depending on the opening angle of the wedge and the Reynolds number associated with the hydrodynamic flow. The computation of the decay exponent reduces to finding the ground state energy of the quantum particle in an infinitely deep potential well with shape determined by the radial flow velocity.
We introduce a model of interacting random walkers on a finite one dimensional chain with absorbing boundaries or targets at the ends. Walkers are of two types: informed particles that move ballistically towards a given target, and diffusing uninformed particles that are biased towards close informed particles. This model mimics the dynamics of hierarchical groups of animals, where an informed individual tries to persuade and lead the movement of its conspecifics. We characterize the success of the persuasion by the first-passage probability of the uninformed particle to the target, and we int…
