We study a two state ``jumping diffusivity'' model for a Brownian process alternating between two different diffusion constants, $D_{+}>D_{-}$, with random waiting times in both states whose distribution is rather general. In the limit of long measurement times Gaussian behavior with an effective diffusion coefficient is recovered. We show that for equilibrium initial conditions and when the limit of the diffusion coefficient $D_-\to0$ is taken, the short time behavior leads to a cusp, namely a non - analytical behavior, in the distribution of the displacements $P(x,t)$ for $x\longrightarrow 0$. Visually this cusp, or tent-like shape, resembles similar behavior found in many experiments of diffusing particles in disordered environments, such as glassy systems and intracellular media. This general result depends only on the existence of finite mean values of the waiting times at the different states of the model. Gaussian statistics in the long time limit is achieved due to ergodicity and convergence of the distribution of the temporal occupation fraction in state $D_{+}$ to a $δ$-function. The short time behavior of the same quantity converges to a uniform distribution, which leads to the non - analyticity in $P(x,t)$. We demonstrate how super - statistical framework is a zeroth order short time expansion of $P(x,t)$, in the number of transitions, that does not yield the cusp like shape. The latter, considered as the key feature of experiments in the field, is found with the first correction in perturbation theory.
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…
Diffusing diffusivity model with dichotomous noise
Pohang University of Science and Technology (POSTECH)（浦项科技大学）；Asia Pacific Center for Theoretical Physics (APCTP)（亚太理论物理中心）；Sorbonne Université, CNRS, Laboratoire de Physique Théorique de la Matière Condensée (UMR CNRS 7600)（索邦大学、法国国家科学研究中心、凝聚态物质理论物理实验室）
It has experimentally been found by Lampo et al. [Biophys. J. 112, 532 (2017)] that, for two different types of cell, the distribution of the diffusivities of RNA-protein particles over cytoplasm obeys an exponential law. Then, an interesting issue has been pointed out: this exponential distribution is the maximal entropy distribution. Here, time evolution of entropy associated with local fluctuations of the diffusivity is studied. The entropy rate under the diffusing diffusivity equation, which admits the exponential fluctuation as its stationary solution, is shown to be positive. The present…
A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely separated time scales, a set of three equations are derived for the fast degree of freedom, the slow degree of freedom and the coupling between these two hierarchies. It is shown that this approach consistently describes "diffusing diffusivity" and non-Gaussian normal diffusion.
The mechanism of diffusing diffusivity predicts that, in environments where the diffusivity changes gradually, the displacement distribution becomes non-Gaussian, even though the mean-squared displacement (MSD) grows linearly with time. Here, we report single-particle tracking measurements of the diffusion of colloidal spheres near a planar substrate. Because the local effective diffusivity is known, we have been able to carry out the first direct test of this mechanism for diffusion in inhomogeneous media.
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of "diffusing diffusivity" models, the diffusivity changes continuously via a prescribed stochastic equation. In turn, the diffusivity switches randomly between discrete values in the second class of "switching diffusion" models. For both cases, we quantify the impact of the diffusivity dynamics onto the first-passage time distribution of a particle via the moment-gen…
Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian displacement distribution (DisD), with roughly exponential tails at short times, a situation they termed "anomalous yet Brownian" diffusion. The diversity of systems in which this is observed calls for a generic model. We present such a model where there is "diffusivity memory" but no "direction memory" in the particle trajectory, and we show that it leads to both a…
A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the Chubinsky-Slater idea of a diffusing diffusivity we here establish and analyze a minimal model framework of diffusion processes with fluctuating diffusivity. In particular, we demonstrate the equivalence of the diffusing diffusivity process with a superstatistical approach with a distribution of diffusivities, at times shorter than the diffusivity correlation time…
Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a diffusing diffusivity. Based on a random diffusivity model, we here focus on the ergodic property and the scatter of the amplitude of time-averaged mean-squared displacement (TAMSD). Further, we individually investigate this model with three categories of diffusivities, including diffusivity being a random variable $D$, a time-dependent but uncorrelated diffusivity…
We study the dynamics of a single diffusing particle (a "man") with diffusivity $D_M$ that is attacked by another diffusing particle (a "mosquito") with fixed diffusivity $D_m$. Each time the mosquito meets and bites the man, the diffusivity of the man is reduced by a fixed amount, while the diffusivity of the mosquito is unchanged. The mosquito is also displaced by a small distance $\pm a$ with respect to the man after each encounter. The man is defined as dead when $D_M$ reaches zero. At the moment when the man dies, his probability distribution of displacements $x$ is given by a Cauchy form…
Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the particles are non-interacting, their total number $N$ in the steady state is Poisson-distributed with mean $\bar{N}$ predicted from a deterministic reaction-diffusion equation. Here we determine the most likely density history of this driven system conditional on observing a given $N$. We also consider two prototypical examples of \emph{interacting} diffusing parti…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments and the displacement probability density function. Here we develop the complementary power spectral description for a broad class of random diffusivity processes. In our approach we cater for typical single particle tracking data in which a small number of trajectories with finite duration are garnered. Apart from the diffusing-diffusivity model we study a r…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indee…
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 stat…
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 $d>2$, ${\mathcal P}(T)$ …
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 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…
Despite a long history and a clear overall understanding of properties of random walks on an incipient infinite cluster in percolation, some important information on it seems to be missing in the literature. In the present work, we revisit the problem by performing massive numerical simulations for (sub)diffusion of particles on such clusters. Thus, we discuss the shape of the probability density function (PDF) of particles' displacements, and the way it converges to its long-time limiting scaling form. Moreover, we discuss the properties of the mean squared displacement (MSD) of a particle di…
Theoretical analysis, which maps single molecule time trajectories of a molecular motor onto unicyclic Markov processes, allows us to evaluate the heat dissipated from the motor and to elucidate its dependence on the mean velocity and diffusivity. Unlike passive Brownian particles in equilibrium, the velocity and diffusion constant of molecular motors are closely inter-related to each other. In particular, our study makes it clear that the increase of diffusivity with the heat production is a natural outcome of active particles, which is reminiscent of the recent experimental premise that the …
We study the transport of self-propelled particles in dynamic complex environments. To obtain exact results, we introduce a model of run-and-tumble particles (RTPs) moving in discrete time on a $d$-dimensional cubic lattice in the presence of diffusing hard core obstacles. We derive an explicit expression for the diffusivity of the RTP, which is exact in the limit of low density of fixed obstacles. To do so, we introduce a generalization of Kac's theorem on the mean return times of Markov processes, which we expect to be relevant for a large class of lattice gas problems. Our results show the …
We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on the particle density. A non-equilibrium stationary flux can be induced by suitable boundary conditions, and we show indeed that it is mesoscopically described by a Fourier equation with a density dependent diffusivity. A simple mean-field description predicts a critical diffusivity if the hopping amplitude vanishes for a certain walker density. Actually, we ev…
In this work we study the transport properties of non-interacting overdamped particles, moving on tilted disordered potentials, subjected to Gaussian white noise. We give exact formulas for the drift and diffusion coefficients for the case of random potentials resulting from the interaction of a particle with a "random polymer". In our model the "random polymer" is made up, by means of some stochastic process, of monomers that can be taken from a finite or countable infinite set of possible monomer types. For the case of uncorrelated random polymers we found that the diffusion coefficient exhi…
We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the diffusion coefficient on the particle position. Combining analytical approaches with stochastic simulations, we show that the functional form of the space-dependent diffusion coefficient and the initial conditions of the diffusing particles are vital for their statistical and ergodic properties. In all three cases a weak ergodicity breaking between the time and en…
The properties of diffusion processes are drastically affected by heterogeneities of the medium that can induce non-Gaussian behavior of the propagator in contrast with the idealized realm of Brownian motion. In this paper we analyze the diffusion propagator when distinct origins of heterogeneity (e.g. time-fractional diffusion, diffusing diffusivity, distributed diffusivity across a population) are combined. These combinations allow one to describe new classes of strongly heterogeneous processes relevant to biology. Based on a combined subordination technique, we obtain the exact propagator f…
Suppose that $N_0$ independently diffusing particles, each with diffusivity $D$, are initially released at $x=\ell>0$ on the semi-infinite interval $0\leq x<\infty$ with an absorber at $x=0$. We determine the probability ${\cal P}(N)$ that $N$ particles survive until time $t=T$. We also employ macroscopic fluctuation theory to find the most likely history of the system, conditional on there being exactly $N$ survivors at time $t=T$. Depending on the basic parameter $\ell/\sqrt{4DT}$, very different histories can contribute to the extreme cases of $N=N_0$ (all particles survive) and $N=0$ (no s…
We study the Langevin dynamics of a dipole diffusing in a random electrical field E derived from a quenched Gaussian potential. We show that in a suitable adiabatic limit (where the dynamics of the dipole moment is much faster than the dynamics of its position), one can reduce the coupled stochastic equations to an effective Langevin equation for a particle diffusing in an effective potential with a spatially varying and anisotropic local diffusivity $κ_{ij}$. Analytic results, close to the adiabatic limit, for the diffusion constant $κ_e$ are found in one dimension and a finite temperature dy…
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 propose a model for the motion of a single active particle in a heterogeneous environment where the heterogeneity may arise due to the crowding, conformational fluctuations and/or slow rearrangement of the surroundings. Describing the active particle in terms of the Ornstein-Uhlenbeck process (OUP) and incorporating the heterogeneity in the thermal bath using the two separate models, namely "diffusing diffusivity" and "switching diffusion", we explore the essential dynamical properties of the particle for its one-dimensional motion. In addition, we show how the dynamical behavior is control…
We study reaction-diffusion processes with concentration-dependent diffusivity. First, we determine the decay of the concentration in the single-species and two-species diffusion-controlled annihilation processes. We then consider two natural inhomogeneous realizations. The two-species annihilation process is investigated in the situation when the reactants are initially separated, namely each species occupies a half space. In particular, we determine the growth law of the width of the reaction zone. The single-species annihilation process is studied in the situation when the spatially localiz…
We discuss the situations under which Brownian yet non-Gaussian (BnG) diffusion can be observed in the model of a particle's motion in a random landscape of diffusion coefficients slowly varying in space. Our conclusion is that such behavior is extremely unlikely in the situations when the particles, introduced into the system at random at $t=0$, are observed from the preparation of the system on. However, it indeed may arise in the case when the diffusion (as described in Ito interpretation) is observed under equilibrated conditions. This paradigmatic situation can be translated into the mode…
We consider the dynamics of diffusing particles in one space dimension with annihilation on collision and nucleation (creation of particles) with constant probability per unit time and length. The cases of nucleation of single particles and nucleation in pairs are considered. A new method of analysis permits exact calculation of the steady state density and its time evolution in terms of the three parameters describing the microscopic dynamics: the nucleation rate, the initial separation of nucleated pairs and the diffusivity of a particle. For paired nucleation at sufficiently small initial s…
Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of the first-passage time statistics. Although first-passage properties of diffusive processes, usually modeled by different types of the linear differential equations, are permanently explored with unflagging intensity, there still exists noticeable niche in this subject concerning the study of the non-linear diffusive processes. Therefore, the objective of the…
We investigate the average time for the earliest particle to hit a spherical absorber when a homogeneous gas of freely diffusing particles with density $ρ$ and diffusivity $D$ is prepared in a deterministic state and is initially separated by a minimum distance $\ell$ from this absorber. In the high-density limit, this first absorption time scales as $\frac{\ell^2}{D}\frac{1}{\lnρ\ell}$ in one dimension; we also obtain the first absorption time in three dimensions. In one dimension, we determine the probability that the $k^{\rm th}$-closest particle is the first one to hit the absorber. At lar…
Brownian particles suspended in disordered crowded environments often exhibit non-Gaussian normal diffusion (NGND), whereby their displacements grow with mean square proportional to the observation time and non-Gaussian statistics. Their distributions appear to decay almost exponentially according to "universal" laws largely insensitive to the observation time. This effect is generically attributed to slow environmental fluctuations, which perturb the local configuration of the suspension medium. To investigate the microscopic mechanisms responsible for the NGND phenomenon, we study Brownian d…
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is ascribed to the heterogeneity of the medium and is captured by random parameter models such as "superstatistics" or "diffusing diffusivity". Independently, scientists working in the area of time series analysis and statistics have studied a class of discrete-time processes with similar properties, namely, random coefficient autoregressive models. In this wor…
We investigate both analytically and by computer simulations the ensemble averaged, time averaged, non-ergodic, and ageing properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (ageing) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time averag…
Minimizing capture time with many small traps in heterogeneous media
Laboratoire de Physique de la Matière Condensée, CNRS – Ecole Polytechnique, Institut Polytechnique de Paris（凝聚态物质物理实验室，法国国家科学研究中心-巴黎综合理工学院，巴黎理工学院）；Dalhousie University（达尔豪斯大学）
A topic of intense current investigation pursues the question how the highly crowded environment of biological cells affects the dynamic properties of passively diffusing particles. Motivated by recent experiments we report results of extensive simulations of the motion of a finite sized tracer particle in a heterogeneously crowded environment. For given spatial distributions of monodisperse crowders we demonstrate how anomalous diffusion with strongly non-Gaussian features arises in this model system. We investigate both biologically relevant situations of particles released either at the sur…
Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples range from molecules advancing along dendritic spines to anti-predator displacements of animals due to sparse vegetation. Despite the prevalence of such systems, a general framework to model the movement explicitly in the presence of spatial heterogeneities is missing. Here, we tackle this challenge and develop an analytic theory to model inert particle-envir…
Quasi-two-dimensional dispersions of Brownian particles with competitive interactions: Dynamical clustering, non-Gaussianity and hydrodynamic correlations
Technische Universität Berlin（柏林工业大学）；Forschungszentrum Jülich（于利希研究中心）；Heinrich-Heine Universität Düsseldorf（杜塞尔多夫海因里希·海涅大学）
In this paper we develop a hybrid version of the encounter-based approach to diffusion-mediated absorption at a reactive surface, which takes into account stochastic switching of a diffusing particle's conformational state. For simplicity, we consider a two-state model in which the probability of surface absorption depends on the current particle state and the amount of time the particle has spent in a neighborhood of the surface in each state. The latter is determined by a pair of local times $\ell_{n,t}$, $n=0,1$, which are Brownian functionals that keep track of particle-surface encounters …
