A hybrid asymptotic-numerical method is presented for obtaining the full probability distribution of capture times of a random walker by multiple small traps located inside a bounded two-dimensional domain with reflective boundaries. As motivation for this study, we calculate the variance in the capture time of a random walker by a single interior trap and determine this quantity to be comparable in magnitude to the mean. This implies that the mean is not necessarily reflective of typical capture times and that the full density must be determined. To solve the underlying diffusion equation, the method of Laplace transforms is used to obtain an elliptic problem of modified Helmholtz type. In the limit of vanishing trap sizes, each trap is represented as a Dirac point source which permits the solution of the transform equation to be represented as a superposition of Helmholtz Green's functions. Using this solution, we construct asymptotic short time solutions of the first passage time density which captures peaks associated with rapid capture by the absorbing traps. When numerical evaluation of the Helmholtz Green's function is employed followed by numerical inversion of the Laplace transform, the method reproduces the density for larger times. We demonstrate the accuracy of our solution technique with comparison to statistics obtained from a time-dependent solution of the diffusion equation and discrete particle simulations. In particular, we demonstrate that the method is capable of capturing the multimodal behavior in the capture time density that arises when the traps are strategically arranged. The hybrid method presented can be applied to scenarios involving both arbitrary domains and trap shapes.
Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known how the escape time decreases with the increase of the trap sizes, for some specific 2D and 3D domains, higher-order asymptotic formulas have been established, providing the dependence of the escape time on the sizes and locations of the traps. Such results allow the use of global optimization to seek trap arrangements that minimize average escape times. In a…
Theoretical derivation and numerical confirmation are provided for the scaling of pore-blockade times as $N^{2+ν}$ for unbiased translocation in two and three dimensions, with $N$ as the polymer length and $ν$ as the Flory exponent of the polymer. The polymer performs Rouse dynamics.
One of the most fundamental quantities associated with polymer translocation through a nanopore is the translocation time $τ$ and its dependence on the chain length $N$. Our simulation results based on both the bond fluctuation Monte Carlo and Molecular Dynamics methods confirm the original prediction $τ\sim N^{2ν+1}$, which scales in the same manner as the Rouse relaxation time of the chain except for a larger prefactor, and invalidates other scaling claims.
We study the passage times of a translocating polymer of length $N$ in three dimensions, while it is pulled through a narrow pore with a constant force $F$ applied to one end of the polymer. At small to moderate forces, satisfying the condition $FN^ν/k_BT\lesssim1$, where $ν\approx0.588$ is the Flory exponent for the polymer, we find that $τ_N$, the mean time the polymer takes to leave the pore, scales as $N^{2+ν}$ independent of $F$, in agreement with our earlier result for F=0. At strong forces, i.e., for $FN^ν/k_BT\gg1$, the behaviour of the passage time crosses over to $τ_N\sim N^2/F$. We …
Exact results for the first passage time and leapover statistics of symmetric and one-sided Levy flights (LFs) are derived. LFs with stable index alpha are shown to have leapover lengths, that are asymptotically power-law distributed with index alpha for one-sided LFs and, surprisingly, with index alpha/2 for symmetric LFs. The first passage time distribution scales like a power-law with index 1/2 as required by the Sparre Andersen theorem for symmetric LFs, whereas one-sided LFs have a narrow distribution of first passage times. The exact analytic results are confirmed by extensive simulation…
We study the translocation process of a polymer in the absence of external fields for various pore diameters $b$ and membrane thickness $L$. The polymer performs Rouse and reptation dynamics. The mean translocation time $<τ_t>$ that the polymer needs to escape from a cell, and the mean dwell time $<τ_d>$ that the polymer spends in the pore during the translocation process, obey scaling relations in terms of the polymer length $N$, $L$ and $b/R_g$, where $R_g$ is the radius of gyration for the polymer. We explain these relations using simple arguments based on polymer dynamics and the equilibri…
We investigate the voltage-driven transport of hybridized DNA through membrane channels. As membrane channels are typically too narrow to accommodate hybridized DNA, the dehybridization of the DNA is the critical rate limiting step in the transport process. Using a two-dimensional stochastic model, we show that the dehybridization process proceeds by two distinct mechanisms; thermal denaturation in the limit of low driving voltage, and direct stripping in the high to moderate voltage regime. Additionally, we investigate the effects of introducing non-homologous defects into the DNA strand.
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 …
The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the efficiency of processes as varied as diffusion-limited reactions, target search processes or spreading of diseases. Most methods to determine the FPT properties in confined domains have been limited to Markovian (memoryless) processes. However, as soon as the random walker interacts with its environment, memory effects can not be neglected. Examples of non Markov…
The stochastic motion of particles in living cells is often spatially inhomogeneous with a higher effective diffusivity in a region close to the cell boundary due to active transport along actin filaments. As a first step to understand the consequence of the existence of two compartments with different diffusion constant for stochastic search problems we consider here a Brownian particle in a circular domain with different diffusion constants in the inner and the outer shell. We focus on the narrow escape problem and compute the mean first passage time (MFPT) for Brownian particles starting at…
Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the diffusion coefficient or the heat conductivity which shape important processes in biology and engineering, is a challenging task. The analysis of such systems is further complicated, because two alternative formulations of the inhomogeneous transport equations exist in the literature -- the Smoluchowski and Fokker-Planck equations, which are also related to the s…
Mean first passage times of higher-dimensional velocity jump processes
California State University at Northridge（北岭加州州立大学）；University of California at Los Angeles（加利福尼亚大学洛杉矶分校）；University of Notre Dame（圣母大学）；University of Alberta（阿尔伯塔大学）
We present an analytical framework to study the first-passage (FP) and first-return (FR) distributions for the broad family of models described by the one-dimensional Fokker-Planck equation in finite domains, identifying general properties of these distributions for different classes of models. When in the Fokker-Planck equation the diffusion coefficient is positive (nonzero) and the drift term is bounded, as in the case of a Brownian walker, both distributions may exhibit a power-law decay with exponent -3/2 for intermediate times. We discuss how the influence of an absorbing state changes th…
We first derive the Hamilton-Jacobi theory underlying continuous-time Markov processes, and then use the construction to develop a variational algorithm for estimating escape (least improbable or first passage) paths for a generic stochastic chemical reaction network that exhibits multiple fixed points. The design of our algorithm is such that it is independent of the underlying dimensionality of the system, the discretization control parameters are updated towards the continuum limit, and there is an easy-to-calculate measure for the correctness of its solution. We consider several applicatio…
Intracellular transport in living cells is often spatially inhomogeneous with an accelerated effective diffusion close to the cell membrane and a ballistic motion away from the centrosome due to active transport along actin filaments and microtubules, respectively. Recently it was reported that the mean first passage time (MFPT) for transport to a specific area on the cell membrane is minimal for an optimal actin cortex width. In this paper we ask whether this optimization in a two-compartment domain can also be achieved by passive Brownian particles. We consider a Brownian motion with differe…
We present an analytical method for computing the mean cover time of a random walk process on arbitrary, complex networks. The cover time is defined as the time a random walker requires to visit every node in the network at least once. This quantity is particularly important for random search processes and target localization in network topologies. Based on the global mean first passage time of target nodes we derive an estimate for the cumulative distribution function of the cover time based on first passage time statistics. We show that our result can be applied to various model networks, in…
We consider a particle undergoing diffusion with stochastic resetting in a bounded domain $\calU\subset \R^d$ for $d=2,3$. The domain is perforated by a set of partially absorbing targets within which the particle may be absorbed at a rate $κ$. Each target is assumed to be much smaller than $|\calU|$, which allows us to use asymptotic and Green's function methods to solve the diffusion equation in Laplace space. In particular, we construct an inner solution within the interior and local exterior of each target, and match it with an outer solution in the bulk of $\calU$. This yields an asymptot…
The mean first passage time (MFPT) for a Brownian particle to reach a small target in cellular microdomains is a key parameter for chemical activation. Although asymptotic estimations of the MFPT are available for various geometries, these formula cannot be applied to degenerated structures where one dimension of is much smaller compared to the others. Here we study the narrow escape time (NET) problem for a Brownian particle to reach a small target located on the surface of a flat cylinder, where the cylinder height is comparable to the target size, and much smaller than the cylinder radius. …
The classical theory of chemical reactions can be understood in terms of diffusive barrier crossing, where the rate of a reaction is determined by the inverse of the mean first passage time (FPT) to cross a free energy barrier. Whenever a few reaction events suffice to trigger a response or the energy barriers are not high, the mean first passage time alone does not suffice to characterize the kinetics, i.e., the kinetics do not occur on a single time-scale. Instead, the full statistics of the FPT are required. We present a spectral representation of the FPT statistics that allows us to unders…
Using analytical techniques and Langevin dynamics simulations, we investigate the dynamics of polymer translocation into a narrow channel of width $R$ embedded in two dimensions, driven by a force proportional to the number of monomers in the channel. Such a setup mimics typical experimental situations in nano/micro-fluidics. During the the translocation process if the monomers in the channel can sufficiently quickly assume steady state motion, we observe the scaling $τ\sim N/F$ of the translocation time $τ$ with the driving force $F$ per bead and the number $N$ of monomers per chain. With sma…
The effective diffusivity $D_e$ of tracer particles diffusing in periodically corrugated axisymmetric two and three dimensional channels is studied. The majority of previous studies of this class of problems are based on perturbative analyses about narrow channels, where the problem can be reduced to an effectively one dimensional one. Here we show how to analyze this class of problems using a much more general approach which even includes the limit of infinitely wide channels. Using the narrow and wide channel asymptotics, we provide a Pad{é} approximant scheme that is able to describe the di…
We develop an asymptotic analysis of target fluxes in the three-dimensional (3D) narrow capture problem. The latter concerns a diffusive search process in which the targets are much smaller than the size of the search domain. The small target assumption allows us to use matched asymptotic expansions and Green's functions to solve the diffusion equation in Laplace space. In particular, we derive an asymptotic expansion of the Laplace transformed flux into each target in powers of the non-dimensionalized target size $ε$. One major advantage of working directly with fluxes is that one can generat…
When does a diffusing particle reach its target for the first time? This first-passage time (FPT) problem is central to the kinetics of molecular reactions in chemistry and molecular biology. Here we explain the behavior of smooth FPT densities, for which all moments are finite, and demonstrate universal yet generally non-Poissonian long-time asymptotics for a broad variety of transport processes. While Poisson-like asymptotics arise generically in the presence of an effective repulsion in the immediate vicinity of the target, a time-scale separation between direct and reflected indirect traje…
