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Mean first-passage time to a small absorbing target in an elongated planar domain

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 Added by Denis Grebenkov
 Publication date 2020
  fields Physics
and research's language is English




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We derive an approximate but fully explicit formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape in a general elongated domain in the plane. Our approximation combines conformal mapping, boundary homogenisation, and Fick-Jacobs equation to express the MFPT in terms of diffusivity and geometric parameters. A systematic comparison with a numerical solution of the original problem validates its accuracy when the starting point is not too close to the target. This is a practical tool for a rapid estimation of the MFPT for various applications in chemical physics and biology.



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The determination of the mean first passage time (MFPT) for a Brownian particle in a bounded 2-D domain containing small absorbing traps is a fundamental problem with biophysical applications. The average MFPT is the expected capture time assuming a uniform distribution of starting points for the random walk. We develop a hybrid asymptotic-numerical approach to predict optimal configurations of $m$ small stationary circular absorbing traps that minimize the average MFPT in near-disk and elliptical domains. For a general class of near-disk domains, we illustrate through several specific examples how simple, but yet highly accurate, numerical methods can be used to implement the asymptotic theory. From the derivation of a new explicit formula for the Neumann Greens function and its regular part for the ellipse, a numerical approach based on our asymptotic theory is used to investigate how the spatial distribution of the optimal trap locations changes as the aspect ratio of an ellipse of fixed area is varied. The results from the hybrid theory for the ellipse are compared with full PDE numerical results computed from the closest point method cite{IWWC2019}. For long and thin ellipses, it is shown that the optimal trap pattern for $m=2,ldots,5$ identical traps is collinear along the semi-major axis of the ellipse. For such essentially 1-D patterns, a thin-domain asymptotic analysis is formulated and implemented to accurately predict the optimal locations of collinear trap patterns and the corresponding optimal average MFPT.
We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $Omega$ and then diffuse toward a reactive area $Gamma$, which can be part of the outer boundary of $Omega$ or a reaction centre in the interior of $Omega$. 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 $Gamma$. 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.
127 - Yuan Lin , Zhongzhi Zhang 2014
We perform an in-depth study for mean first-passage time (MFPT)---a primary quantity for random walks with numerous applications---of maximal-entropy random walks (MERW) performed in complex networks. For MERW in a general network, we derive an explicit expression of MFPT in terms of the eigenvalues and eigenvectors of the adjacency matrix associated with the network. For MERW in uncorrelated networks, we also provide a theoretical formula of MFPT at the mean-field level, based on which we further evaluate the dominant scalings of MFPT to different targets for MERW in uncorrelated scale-free networks, and compare the results with those corresponding to traditional unbiased random walks (TURW). We show that the MFPT to a hub node is much lower for MERW than for TURW. However, when the destination is a node with the least degree or a uniformly chosen node, the MFPT is higher for MERW than for TURW. Since MFPT to a uniformly chosen node measures real efficiency of search in networks, our work provides insight into general searching process in complex networks.
The explicit determinations of the mean first-passage time (MFPT) for trapping problem are limited to some simple structure, e.g., regular lattices and regular geometrical fractals, and determining MFPT for random walks on other media, especially complex real networks, is a theoretical challenge. In this paper, we investigate a simple random walk on the the pseudofractal scale-free web (PSFW) with a perfect trap located at a node with the highest degree, which simultaneously exhibits the remarkable scale-free and small-world properties observed in real networks. We obtain the exact solution for the MFPT that is calculated through the recurrence relations derived from the structure of PSFW. The rigorous solution exhibits that the MFPT approximately increases as a power-law function of the number of nodes, with the exponent less than 1. We confirm the closed-form solution by direct numerical calculations. We show that the structure of PSFW can improve the efficiency of transport by diffusion, compared with some other structure, such as regular lattices, Sierpinski fractals, and T-graph. The analytical method can be applied to other deterministic networks, making the accurate computation of MFPT possible.
We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by Levy stable noises. The complexity of the first passage time statistics (mean first passage time, cumulative first passage time distribution) is elucidated together with a discussion of the proper setup of corresponding boundary conditions that correctly yield the statistics of first passages for these non-Gaussian noises. The validity of the method is tested numerically and compared against analytical formulae when the stability index $alpha$ approaches 2, recovering in this limit the standard results for the Fokker-Planck dynamics driven by Gaussian white noise.
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