We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $Ω$ and then diffuse toward a reactive area $Γ$, which can be part of the outer boundary of $Ω$ or a reaction centre in the interior of $Ω$. For both cases of perfect and partial reactions, we obtain the explicit formulas for the first two moments of the fastest first-passage time (fFPT), i.e., the time when the first out of the $N$ particles reacts with $Γ$. Moreover, we investigate the full probability density of the fFPT. We discuss a significant role of the initial condition in the scaling of the average fastest first-passage time with the particle number $N$, namely, a much stronger dependence ($1/N$ and $1/N^2$ for partially and perfectly reactive targets, respectively), in contrast to the well known inverse-logarithmic behaviour found when all particles are released from the same fixed point. We combine analytic solutions with scaling arguments and stochastic simulations to rationalise our results, which open new perspectives for studying the relevance of multiple searchers in various situations of molecular reactions, in particular, in living cells.
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes under consideration are Markovian, despite abundant non-Markovian dynamics found in complex systems. Here we introduce a simple and physically appealing analytical framework to calculate the first passage time statistics of non-Markovian walkers grounded in a fundamental principle of nonequilibrium statistical physics that connects the fluctuations in stochasti…
We present an analytical approximation scheme for the first passage time distribution on a finite interval of a random walker on a random forcing energy landscape. The approximation scheme captures the behavior of the distribution over all timescales in the problem. The results are carefully checked against numerical simulations.
The first passage statistics of a continuous time random walker with Poisson distributed jumps on one and two dimensional infinite lattices is investigated. An exact expression for the probability of first return to the origin in one dimension is derived for a symmetric random walker as well as a biased random walker. The Laplace transform of the occupation probability of a site for a symmetric random walker on a two dimensional lattice is identified with the lattice Green's function for a square lattice. This allows computation of the exact first passage distribution to any arbitrary site on …
The motion of a lazy Pearson walker is studied with different probability ($p$) of jump in two and three dimensions. The probability of exit ($P_e$) from a zone of radius $r_e$, is studied as a function of $r_e$ with different values of jump probability $p$. The exit probability $P_e$ is found to scale as ${P_e}p^α=F({r_e}p^β)$, which is obtained by method of data collapse. The first passage time ($t_1$) i.e., the time required for first exit from a zone is studied. The probability distribution ($P(t_1)$) of first passage time was studied for different values of jump probability ($p$). The pro…
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…
We develop a model to compute the first-passage time of a random walker in a crowded environment. Hard-core particles with the same size and diffusion coefficient than the tracer diffuse, and the model allows to compute the first passage time of the tracer on euclidian lattices. The result is compared to classical Nakazato-Kitahara model, and extends previous results obtained for persistent random walker. The crowding in a confined media acts as a memory effect, and thus lead to a persistent-like behavior.
Exact collective first-passage statistics of N trail-interacting walkers
Laboratoire Jean Perrin, CNRS/Sorbonne Université（让·佩兰实验室，法国国家科学研究中心/索邦大学）；Collège de France（法兰西公学院）；Laboratoire de Physique Théorique de la Matière Condensée, CNRS/Sorbonne Université（凝聚态物质理论物理实验室，法国国家科学研究中心/索邦大学）
We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal equation and present closed-form expressions for different quantities of the resetting dynamics in terms of the underlying reset-free propagator or Green's function. We apply our formalism to the biased random walk dynamics in one-dimensional unbounded space and show how one recovers in the continuous limits results for diffusion with resetting. The resetting dy…
We study the problem of random search in finite networks with a tree topology, where it is expected that the distribution of the first-passage time F(t) decays exponentially. We show that the slope of the exponential tail is independent of the initial conditions of entering the tree in general, and scales exponentially or as a power law with the extent of the tree L, depending on the tendency p to jump toward the target node. It is unfeasible to uniquely determine L and p from measuring the tail slope or the mean first-passage time (MFPT) of an ordinary diffusion along the tree. To unravel the…
Understanding the topological characteristics of complex networks and how they affect navigability is one of the most important goals in science today, as it plays a central role in various economic, biological, ecological and social systems. Here, we apply First Passage analysis tools to investigate the properties and characteristics of random walkers in networks with different topology. Starting with the simplest two-dimensional square lattice, we modify its topology incrementally by randomly reconnecting links between sites. We characterize these networks by First Passage Time from a signif…
We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory fluctuations of the first passage, based on the distribution of the so-called uniformity index $ω$, measuring the similarity of the first passage times of two independent walkers starting at the same location. We show that the characteristic shape of $P(ω)$ exhibits a transition from unimodal to bimodal, depending on the starting point of the trajectories. From the …
Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two walkers, which is evaluated in limiting cases and checked against extensive kinetic Monte Carlo simulations. We analyze the continuum limit which is approached very slowly, with corrections that vanish logarithmically with the lattice size. We then examine the influence of the shape of the lattice on the first-passage probability, where we focus on the aspec…
We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $λ^{n}$ with $λ\leq1$ . We also present, for pedagogical purposes, a continuum system with a diffusion constant decaying exponentially in continuous time. Qualitatively both systems are alike in their global properties. However, the discrete case shows very rich mathematical structure, depending on the value of the shrinking parameter, such as self-repetitive and fractal-like structure for the first passage characteristics. The results we p…
The global first passage time density of a network is the probability that a random walker released at a random site arrives at an absorbing trap at time T. We find simple expressions for the mean global first passage time <T> for five fractals. We also find an exact expression for the second moment <T^2> and show that the variance of the first passage time, Var(T), scales with the number of nodes within the fractal N such that Var(T) ~ N^(4/\bar{d}), where \bar{d} is the spectral dimension.
Self-interacting random walks are endowed with long range memory effects that emerge from the interaction of the random walker at time $t$ with the territory that it has visited at earlier times $t'<t$. This class of non Markovian random walks has applications in a broad range of examples, ranging from insects to living cells, where a random walker modifies locally its environment -- leaving behind footprints along its path, and in turn responds to its own footprints. Because of their inherent non Markovian nature, the exploration properties of self-interacting random walks have remained elusi…
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a first-order kinetics (i.e., exponentially distributed lifetimes), we study the effect of the associated death rate onto the survival probability, the exit probability, and the mean first passage time. We derive the upper and lower bounds and some approximations for these quantities. We reveal three asymptotic regimes of small, intermediate and large death ra…
We study the efficiency of a two-channel reaction between two walkers on a finite one-dimensional periodic lattice. The walkers perform a combination of synchronous and asynchronous jumps on the lattice and react instantaneously when they meet at the same site (first channel) or upon position exchange (second channel). We develop a method based on a conditional first-passage problem to obtain exact results for the mean number of time steps needed for the reaction to take place as well as for higher order moments. Previous results obtained in the framework of a difference equation approach are …
We consider a mortal random walker on a family of hierarchical graphs in the presence of some trap sites. The configuration comprising the graph, the starting point of the walk, and the locations of the trap sites is taken to be exactly self-similar as one goes from one generation of the family to the next. Under these circumstances, the total probability that the walker hits a trap is determined exactly as a function of the single-step survival probability $q$ of the mortal walker. On the $n^{\rm th}$ generation graph of the family, this probability is shown to be given by the $n^{\rm th}$ it…
We introduce a general approach for the study of the collective dynamics of non-interacting random walkers on connected networks. We analyze the movement of $R$ independent (Markovian) walkers, each defined by its own transition matrix. By using the eigenvalues and eigenvectors of the $R$ independent transition matrices, we deduce analytical expressions for the collective stationary distribution and the average number of steps needed by the random walkers to start in a particular configuration and reach specific nodes the first time (mean first-passage times), as well as global times that char…
We consider the mean first passage time of a random walker moving in a potential landscape on a finite interval, starting and end points being at different potentials. From analytical calculations and Monte Carlo simulations we demonstrate that the mean first passage time for a piecewise linear curve between these two points is minimised by introduction of a potential barrier. Due to thermal fluctuations this barrier may be crossed. It turns out that the corresponding expense for this activation is less severe than the gain from an increased slope towards the end point. In particular, the resu…
Random walks on discrete lattices are fundamental models that form the basis for our understanding of transport and diffusion processes. For a single random walker on complex networks, many properties such as the mean first passage time and cover time are known. However, many recent applications such as search engines and recommender systems involve multiple random walkers on complex networks. In this work, based on numerical simulations, we show that the fraction of nodes of scale-free network not visited by $W$ random walkers in time $t$ has a stretched exponential form independent of the de…
We study here the extreme statistics of Brownian particles escaping from a cusp funnel: the fastest Brownian particles among $n$ follow an ensemble of optimal trajectories located near the shortest path from the source to the target. For the time of such first arrivers, we derive an asymptotic formula that differs from the classical narrow escape and dire strait obtained for the mean first passage time. Consequently, when particles are initially distributed at a given distance from a cusp, the fastest do see some properties characterizing the cusp geometry. Therefore, when many particles diffu…
The model of a tired random walker, whose jump-length decays exponentially in time, is proposed and the motion of such a tired random walker is studied systematically in one, two and three dimensional contin- uum. In all cases, the diffusive nature of walker, breaks down due to tiring which is quite obvious. In one dimension, the distribution of the displace- ment of a tired walker remains Gaussian (as observed in normal walker) with reduced width. In two and three dimensions, the probability distribution of displacement becomes nonmonotonic and unimodal. The most probable displacement and the…
We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial correlations makes this problem analytically intractable. However, for a mean-field approximation in which the walkers can jump anywhere in the system, we obtain a simple asymptotic form for the mean first-passage time to have a given number k of particles at a distinguished site. We show numerically, and argue heuristically, that for large enough k, the mea…
We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only input the transition probabilities into the target node. It is derived from the calculation of the average resolvent of a deformed ensemble of random sub-stochastic matrices $H=\langle H\rangle +δH$, with $\langle H\rangle$ rank-$1$ and non-negative. The accuracy of the formula depends on the spectral gap of the reduced transition matrix, and it is tested nu…
Exploration and trapping properties of random walkers that may evanesce at any time as they walk have seen very little treatment in the literature, and yet a finite lifetime is a frequent occurrence, and its effects on a number of random walk properties may be profound. For instance, whereas the average number of distinct sites visited by an immortal walker grows with time without bound, that of a mortal walker may, depending on dimensionality and rate of evanescence, remain finite or keep growing with the passage of time. This number can in turn be used to calculate other classic quantities s…
First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to outperform the completion of many first passage processes which otherwise would take longer time to finish. However, most of the studies so far assumed continuous time underlying first passage time processes and moreover considered continuous time resetting restricting out restart processes broken up into synchronized time steps. To bridge this gap, in this paper,…
Rare Events and Redundancy in Random Walkers Target Search in a Finite Domain
Università degli Studi di Parma（帕尔马大学）；INFN, Gruppo Collegato di Parma（意大利国家核物理研究所帕尔马协作组）；Istituto dei Materiali per l’Elettronica ed il Magnetismo (IMEM-CNR)（电子与磁性材料研究所（IMEM-CNR））
We study discrete-time random walks on arbitrary networks with first-passage resetting processes. To the end, a set of nodes are chosen as observable nodes, and the walker is reset instantaneously to a given resetting node whenever it hits either of observable nodes. We derive exact expressions of the stationary occupation probability, the average number of resets in the long time, and the mean first-passage time between arbitrary two non-observable nodes. We show that all the quantities can be expressed in terms of the fundamental matrix $\textbf{Z}=(\textbf{I}-\textbf{Q})^{-1}$, where $\text…
We consider the persistent exclusion process in which a set of persistent random walkers interact via hard-core exclusion on a hypercubic lattice in $d$ dimensions. We work within the ballistic regime whereby particles continue to hop in the same direction over many lattice sites before reorienting. In the case of two particles, we find the mean first-passage time to a jammed state where the particles occupy adjacent sites and face each other. This is achieved within an approximation that amounts to embedding the one-dimensional system in a higher-dimensional reservoir. Numerical results demon…
We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position, the so-called global mean first-passage time (GMFPT). This bound is simply expressed in terms of the equilibrium distribution at the target, and implies a minimal scaling of the GMFPT with the network size. We show that this minimal scaling, which can be arbitrarily slow for a proper choice of highly connected target, is realized under the simple condition t…
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, th…
We investigate time-dependent properties of a single particle model in which a random walker moves on a triangle and is subjected to non-local boundary conditions. This model exhibits spontaneous breaking of a Z_2 symmetry. The reduced size of the configuration space (compared to related many-particle models that also show spontaneous symmetry breaking) allows us to study the spectrum of the time-evolution operator. We break the symmetry explicitly and find a stable phase, and a meta-stable phase which vanishes at a spinodal point. At this point, the spectrum of the time evolution operator has…
The Sparre-Andersen theorem is a remarkable result in one-dimensional random walk theory concerning the universality of the ubiquitous first-passage-time distribution. It states that the probability distribution $ρ_n$ of the number of steps needed for a walker starting at the origin to land on the positive semi-axes does not depend on the details of the distribution for the jumps of the walker, provided this distribution is symmetric and continuous, where in particular $ρ_n \sim n^{-3/2}$ for large number of steps $n$. On the other hand, there are many physical situations in which the time spe…
Tethering effects on first-passage variables of lattice random walks in linear and quadratic focal point potentials
SISSA – International School for Advanced Studies（国际高等研究院）；Istituto dei Sistemi Complessi, Consiglio Nazionale delle Ricerche（复杂系统研究所，意大利国家研究委员会）；School of Engineering Mathematics and Technology, University of Bristol（布里斯托大学工程数学与技术学院）
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…
A study of persistence dynamics is made for the first time in a quantum system by considering the dynamics of a quantum random walk. For a discrete walk on a line starting at $x=0$ at time $t=0$, the persistence probability $P(x,t)$ that a site at $x$ has not been visited till time $t$ has been calculated. $P(x,t)$ behaves as $(t/|x|-1)^{-α}$ with $α\sim 0.3$ while the global fraction ${\cal{P}}(t) = \sum_xP(x,t)/2t$ of sites remaining unvisited at time $t$ attains a constant value. $F(x,t)$, the probability that the site at $x$ is visited for the first time at $t$ behaves as $(t/|x|-1)^{-β}/|…
In these lecture notes I will discuss the universal first-passage properties of a simple correlated discrete-time sequence {x_0=0, x_1,x_2.... x_n} up to n steps where x_i represents the position at step i of a random walker hopping on a continuous line by drawing independently, at each time step, a random jump length from an arbitrary symmetric and continuous distribution (it includes, e.g., the Levy flights). I will focus on the statistics of two extreme observables associated with the sequence: (i) its global maximum and the time step at which the maximum occurs and (ii) the number of recor…
The time distribution of relaxation events in an aging system is investigated via molecular dynamics simulations. The focus is on the distribution functions of the first passage time, $p_1(Δt)$, and the persistence time, $p(τ)$. In contrast to previous reports, both $p_1$ and $p$ are found to evolve with time upon aging. The age dependence of the persistence time distribution is shown to be sensitive to the details of the algorithm used to extract it from particle trajectories. By updating the reference point in event detection algorithm and accounting for the event specific aging time, we unc…
Theory of stochastic processes provides theoretical tools which can be efficiently used to explore properties of noise induced escape kinetics. Since noise facilitated escape over the potential barrier resembles free climbing, one can use the first passage time theory in analysis of rock climbing. We perform the analysis of the mean first passage time in order to answer the question regarding the optimal, i.e., resulting in the fastest climbing, rope length. It is demonstrated that there is a discrete set of favorable rope lengths assuring shortest climbing times, as they correspond to local m…
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…
How much time does it take for a fluctuating system, such as a polymer chain, to reach a target configuration that is rarely visited -- typically because of a high energy cost ? This question generally amounts to the determination of the first-passage time statistics to a target zone in phase space with lower occupation probability. Here, we present an analytical method to determine the mean first-passage time of a generic non-Markovian random walker to a rarely visited threshold, which goes beyond existing weak-noise theories. We apply our method to polymer systems, to determine (i) the first…
In this paper we provide an analysis of a mean first passage time problem of a random walker subject to a bi-variate $α$-stable Lévy type noise from a 2-dimensional disk. For an appropriate choice of parameters the mean first passage time reveals non-trivial, non-monotonous dependence on the stability index $α$ describing jumps' length asymptotics both for spherical and Cartesian Lévy flights. Finally, we study escape from $d$-dimensional hyper-sphere showing that $d$-dimensional escape process can be used to discriminate between various types of multi-variate $α$-stable noises, especially sph…
