Probability distribution of the boundary local time of reflected Brownian motion in Euclidean domains

Adsorption and Permeation Events in Molecular Diffusion

How many times can a diffusing molecule permeate across a membrane or be adsorbed on a substrate? We employ an encounter-based approach to find the statistics of adsorption or permeation events for molecular diffusion in a general confining medium. Various features of these statistics are illustrated for two practically relevant cases: a flat boundary and a spherical confinement. Some applications of these fundamental results are discussed.

Spectral properties of the Dirichlet-to-Neumann operator for spheroids

We study the spectral properties of the Dirichlet-to-Neumann operator and the related Steklov problem in spheroidal domains ranging from a needle to a disk. An explicit matrix representation of this operator for both interior and exterior problems is derived. We show how the anisotropy of spheroids affects the eigenvalues and eigenfunctions of the operator. As examples of physical applications, we discuss diffusion-controlled reactions on spheroidal partially reactive targets and the statistics of encounters between the diffusing particle and the spheroidal boundary.

Diffusion-Controlled Reactions: An Overview

We review the milestones in the century-long development of the theory of diffusion-controlled reactions. Starting from the seminal work by von Smoluchowski, who recognized the importance of diffusion in chemical reactions, we discuss perfect and imperfect surface reactions, their microscopic origins, and the underlying mathematical framework. Single-molecule reaction schemes, anomalous bulk diffusions, reversible binding/unbinding kinetics, and many other extensions are presented. An alternative encounter-based approach to diffusion-controlled reactions is introduced, with emphasis on its advantages and potential applications. Some open problems and future perspectives are outlined.

Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman-Kac Approach

We derive, through subordination techniques, a generalized Feynman-Kac equation in the form of a time fractional Schrödinger equation. We relate such equation to a functional which we name the subordinated local time. We demonstrate through a stochastic treatment how this generalized Feynman-Kac equation describes subdiffusive processes with reactions. In this interpretation, the subordinated local time represents the number of times a specific spatial point is reached, with the amount of time spent there being immaterial. This distinction provides a practical advance due to the potential long waiting time nature of subdiffusive processes. The subordinated local time is used to formulate a probabilistic understanding of subdiffusion with reactions, leading to the well known radiation boundary condition. We demonstrate the equivalence between the generalized Feynman-Kac equation with a reflecting boundary and the fractional diffusion equation with a radiation boundary. We solve the former and find the first-reaction probability density in analytic form in the time domain, in terms of the Wright function. We are also able to find the survival probability and subordinated local time density analytically. These results are validated by stochastic simulations that use the subordinated local time description of subdiffusion in the presence of reactions.

Encounter-based approach to the escape problem

We revise the encounter-based approach to imperfect diffusion-controlled reactions, which employs the statistics of encounters between a diffusing particle and the reactive region to implement surface reactions. We extend this approach to deal with a more general setting, in which the reactive region is surrounded by a reflecting boundary with an escape region. We derive a spectral expansion for the full propagator and investigate the behavior and probabilistic interpretations of the associated probability flux density. In particular, we obtain the joint probability density of the escape time and the number of encounters with the reactive region before escape, and the probability density of the first-crossing time of a prescribed number of encounters. We briefly discuss generalizations of the conventional Poissonian-type surface reaction mechanism described by Robin boundary condition and potential applications of this formalism in chemistry and biophysics.

Encounter-based approach to diffusion with resetting

An encounter-based approach consists in using the boundary local time as a proxy for the number of encounters between a diffusing particle and a target to implement various surface reaction mechanisms on that target. In this paper, we investigate the effects of stochastic resetting onto diffusion-controlled reactions in bounded confining domains. We first discuss the effect of position resetting onto the propagator and related quantities; in this way, we retrieve a number of earlier results but also provide complementary insights into them. Second, we introduce boundary local time resetting and investigate its impact. Curiously, we find that this type of resetting does not alter the conventional propagator governing the diffusive dynamics in the presence of a partially reactive target with a constant reactivity. In turn, the generalized propagator for other surface reaction mechanisms can be significantly affected. Our general results are illustrated for diffusion on an interval with reactive end points. Further perspectives and some open problems are discussed.

Depletion of resources by a population of diffusing species

Depletion of natural and artificial resources is a fundamental problem and a potential cause of economic crises, ecological catastrophes, and death of living organisms. Understanding the depletion process is crucial for its further control and optimized replenishment of resources. In this paper, we investigate a stock depletion by a population of species that undergo an ordinary diffusion and consume resources upon each encounter with the stock. We derive the exact form of the probability density of the random depletion time, at which the stock is exhausted. The dependence of this distribution on the number of species, the initial amount of resources, and the geometric setting is analyzed. Future perspectives and related open problems are discussed.

First-encounter time of two diffusing particles in two- and three-dimensional confinement

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 formulas for the mean first-encounter time 〈T〉, as well as for the decay time T characterizing the monoexponential long-time decay of the survival probability. Based on the distance between the boundary and the center of mass of two particles, we obtain an empirical lower bound t_{B} for the time at which S(t) starts to significantly deviate from its counterpart for the no boundary case. Surprisingly, for small-sized particles, the dominant contribution to T depends only on the total diffusivity D=D_{1}+D_{2}, in sharp contrast to the one-dimensional case. This contribution can be related to the Wiener sausage generated by a fictitious Brownian particle with diffusivity D. In two dimensions, the first subleading contribution to T is found to depend weakly on the ratio D_{1}/D_{2}. We also investigate the slow-diffusion limit when D_{2}≪D_{1}, and we discuss the transition to the limit when one particle is a fixed target. Finally, we give some indications to anticipate when T can be expected to be a good approximation for 〈T〉.

Contact statistics in populations of noninteracting random walkers in two dimensions

The interaction between individuals in biological populations, dilute components of chemical systems, or particles transported by turbulent flows depends critically on their contact statistics. This work clarifies those statistics under the simplifying assumptions that the underlying motions approximate a Brownian random walk and that the particles can be treated as noninteracting. We measure the contact-interval (also called the waiting-time or interarrival-time), contact-count, and contact-duration distributions in populations of individuals undergoing noninteracting continuous-space-time random walks on a periodic two-dimensional plane (a torus) as functions of the population number density, walker radius, and random-walk step size. The contact-interval is exponentially distributed for times longer than the ballistic mean-free-collision time but not for times shorter than that, and the contact duration distribution is strongly peaked at the ballistic-crossing time for head-on collisions when the ballistic-crossing time is short compared to the mean step duration. While successive contacts between individuals are independent, the probability of repeat contact decreases with time after a previous contact. This leads to a negative duration dependence of the waiting-time interval and overdispersion of the contact-count probability density function for all time intervals. The paper demonstrates that for populations of small particles (with a walker radius that is small compared to the mean-separation or random-walk step size), the ballistic mean-free-collision interval, the ballistic-crossing time, and the random-walk-step duration can be used to construct temporal scalings which allow for common waiting-time, contact-count, and contact-duration distributions across different populations. Semi-analytic approximations for both the waiting-time and contact-duration distributions are also presented.

Surface hopping propagator: An alternative approach to diffusion-influenced reactions

Dynamics of a particle diffusing in a confinement can be seen a sequence of bulk-diffusion-mediated hops on the confinement surface. Here, we investigate the surface hopping propagator that describes the position of the diffusing particle after a prescribed number of encounters with that surface. This quantity plays the central role in diffusion-influenced reactions and determines their most common characteristics such as the propagator, the first-passage time distribution, and the reaction rate. We derive explicit formulas for the surface hopping propagator and related quantities for several Euclidean domains: half-space, circular annuli, circular cylinders, and spherical shells. These results provide the theoretical ground for studying diffusion-mediated surface phenomena. The behavior of the surface hopping propagator is investigated for both "immortal" and "mortal" particles.

Paradigm Shift in Diffusion-Mediated Surface Phenomena

Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation, and filtration processes. Their current description via diffusion equations with mixed boundary conditions is limited to simple surface reactions with infinite or constant reactivity. In this Letter, we propose a probabilistic approach based on the concept of boundary local time to investigate the intricate dynamics of diffusing particles near a reactive surface. Reformulating surface-particle interactions in terms of stopping conditions, we obtain in a unified way major diffusion-reaction characteristics such as the propagator, the survival probability, the first-passage time distribution, and the reaction rate. This general formalism allows us to describe new surface reaction mechanisms such as for instance surface reactivity depending on the number of encounters with the diffusing particle that can model the effects of catalyst fooling or membrane degradation. The disentanglement of the geometric structure of the medium from surface reactivity opens far-reaching perspectives for modeling, optimization, and control of diffusion-mediated surface phenomena.

Diffusion toward non-overlapping partially reactive spherical traps: Fresh insights onto classic problems

Several classic problems for particles diffusing outside an arbitrary configuration of non-overlapping partially reactive spherical traps in three dimensions are revisited. For this purpose, we describe the generalized method of separation of variables for solving boundary value problems of the associated modified Helmholtz equation. In particular, we derive a semi-analytical solution for the Green function that is the key ingredient to determine various diffusion-reaction characteristics such as the survival probability, the first-passage time distribution, and the reaction rate. We also present modifications of the method to determine numerically or asymptotically the eigenvalues and eigenfunctions of the Laplace operator and the Dirichlet-to-Neumann operator in such perforated domains. Some potential applications in chemical physics and biophysics are discussed, including diffusion-controlled reactions for mortal particles.