No Arabic abstract
We consider a particle diffusing outside a compact planar set and investigate its boundary local time $ell_t$, i.e., the rescaled number of encounters between the particle and the boundary up to time $t$. In the case of a disk, this is also the (rescaled) number of encounters of two diffusing circular particles in the plane. For that case, we derive explicit integral representations for the probability density of the boundary local time $ell_t$ and for the probability density of the first-crossing time of a given threshold by $ell_t$. The latter density is shown to exhibit a very slow long-time decay due to extremely long diffusive excursions between encounters. We briefly discuss some practical consequences of this behavior for applications in chemical physics and biology.
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.
The time which a diffusing particle spends in a certain region of space is known as the occupation time, or the residence time. Recently the joint occupation time statistics of an ensemble of non-interacting particles was addressed using the single-particle statistics. Here we employ the Macroscopic Fluctuation Theory (MFT) to study the occupation time statistics of many emph{interacting} particles. We find that interactions can significantly change the statistics and, in some models, even cause a singularity of the large-deviation function describing these statistics. This singularity can be interpreted as a dynamical phase transition. We also point out to a close relation between the MFT description of the occupation-time statistics of non-interacting particles and the level 2 large deviation formalism which describes the occupation-time statistics of a single particle.
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.
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 to the case when the diffusivities are not equal, and focus on the long-time behavior of the survival probability. Our results highlight the great impact of boundary effects in diffusion-controlled kinetics even for simple one-dimensional settings, as well as the difficulty of obtaining analytic results as soon as translational invariance of such systems is broken.
We consider a one-dimensional infinite lattice where at each site there sits an agent carrying a velocity, which is drawn initially for each agent independently from a common distribution. This system evolves as a Markov process where a pair of agents at adjacent sites exchange their positions with a specified rate, while retaining their respective velocities, only if the velocity of the agent on the left site is higher. We study the statistics of the net displacement of a tagged agent $m(t)$ on the lattice, in a given duration $t$, for two different kinds of rates: one in which a pair of agents at sites $i$ and $i+1$ exchange their sites with rate $1$, independent of the velocity difference between the neighbors, and another in which a pair exchange their sites with a rate equal to their relative speed. In both cases, we find $m(t)sim t$ for large $t$. In the first case, for a randomly picked agent, $m/t$, in the limit $tto infty$, is distributed uniformly on $[-1,1]$ for all continuous distributions of velocities. In the second case, the distribution is given by the distribution of the velocities itself, with a Galilean shift by the mean velocity. We also find the large time approach to the limiting forms and compare the results with numerical simulations. In contrast, if the exchange of velocities occurs at unit rate, independent of their values, and irrespective of which is faster, $m(t)/t$ for large $t$ is has a gaussian distribution, whose width varies as $t^{-1/2}$.