First-passage statistics for aging diffusion in systems with annealed and quenched disorder

Quantifying anomalous chemical diffusion through disordered porous rock materials

Fickian (normal) diffusion models show limitations in quantifying diffusion-controlled migration of solute species through porous rock structures, as observed in experiments. Anomalous diffusion prevails and can be interpreted using a Continuous Time Random Walk (CTRW) framework with a clear mechanistic underpinning. From the associated fractional diffusion equation we derive solutions over a broad range of anomalous diffusion behaviours, from highly anomalous to nearly Fickian, that yield temporal breakthrough curves and spatial concentration profiles of diffusing solutes. We illustrate that these solutions can be tailored to match realistic experimental conditions and resulting measurements that display anomalous diffusion. In particular, our analysis enables clear differentiation between early-time Fickian and anomalous diffusion, which becomes more pronounced over longer durations. It is shown that recent measurements of diffusion in natural rocks display distinct anomalous behaviour, with significant implications for critical assessment of solute migration in diverse geological and engineering applications.

Aging and confinement in subordinated fractional Brownian motion

We study the effects of aging properties of subordinated fractional Brownian motion (FBM) with drift and in harmonic confinement, when the measurement of the stochastic process starts a time t_{a}>0 after its original initiation at t=0. Specifically, we consider the aged versions of the ensemble mean-squared displacement (MSD) and the time-averaged MSD (TAMSD), along with the aging factor. Our results are favorably compared with simulations results. The aging subordinated FBM exhibits a disparity between MSD and TAMSD and is thus weakly nonergodic, while strong aging is shown to effect a convergence of the MSD and TAMSD. The information on the aging factor with respect to the lag time exhibits an identical form to the aging behavior of subdiffusive continuous-time random walks (CTRW). The statistical properties of the MSD and TAMSD for the confined subordinated FBM are also derived. At long times, the MSD in the harmonic potential has a stationary value, that depends on the Hurst index of the parental (nonequilibrium) FBM. The TAMSD of confined subordinated FBM does not relax to a stationary value but increases sublinearly with lag time, analogously to confined CTRW. Specifically, short aging times t_{a} in confined subordinated FBM do not affect the aged MSD, while for long aging times the aged MSD has a power-law increase and is identical to the aged TAMSD.

Controls that expedite first-passage times in disordered systems

First-passage time statistics in disordered systems exhibiting scale invariance are studied widely. In particular, long trapping times in energy or entropic traps are fat-tailed distributed, which slow the overall transport process. We study the statistical properties of the first-passage time of biased processes in different models, and we employ the big-jump principle that shows the dominance of the maximum trapping time on the first-passage time. We demonstrate that the removal of this maximum significantly expedites transport. As the disorder increases, the system enters a phase where the removal shows a dramatic effect. Our results show how we may speed up transport in strongly disordered systems exploiting scale invariance. In contrast to the disordered systems studied here, the removal principle has essentially no effect in homogeneous systems; this indicates that improving the conductance of a poorly conducting system is, theoretically, relatively easy as compared to a homogeneous system.

Heterogeneity-induced lane and band formation in self-driven particle systems

The collective motion of interacting self-driven particles describes many types of coordinated dynamics and self-organisation. Prominent examples are alignment or lane formation which can be observed alongside other ordered structures and nonuniform patterns. In this article, we investigate the effects of different types of heterogeneity in a two-species self-driven particle system. We show that heterogeneity can generically initiate segregation in the motion and identify two heterogeneity mechanisms. Longitudinal lanes parallel to the direction of motion emerge when the heterogeneity statically lies in the agent characteristics (quenched disorder). While transverse bands orthogonal to the motion direction arise from dynamic heterogeneity in the interactions (annealed disorder). In both cases, non-linear transitions occur as the heterogeneity increases, from disorder to ordered states with lane or band patterns. These generic features are observed for a first and a second order motion model and different characteristic parameters related to particle speed and size. Simulation results show that the collective dynamics occur in relatively short time intervals, persist stationary, and are partly robust against random perturbations.

Rate equations, spatial moments, and concentration profiles for mobile-immobile models with power-law and mixed waiting time distributions

We present a framework for systems in which diffusion-advection transport of a tracer substance in a mobile zone is interrupted by trapping in an immobile zone. Our model unifies different model approaches based on distributed-order diffusion equations, exciton diffusion rate models, and random-walk models for multirate mobile-immobile mass transport. We study various forms for the trapping time dynamics and their effects on the tracer mass in the mobile zone. Moreover, we find the associated breakthrough curves, the tracer density at a fixed point in space as a function of time, and the mobile and immobile concentration profiles and the respective moments of the transport. Specifically, we derive explicit forms for the anomalous transport dynamics and an asymptotic power-law decay of the mobile mass for a Mittag-Leffler trapping time distribution. In our analysis we point out that even for exponential trapping time densities, transient anomalous transport is observed. Our results have direct applications in geophysical contexts, but also in biological, soft matter, and solid state systems.

Gaussian process and Lévy walk under stochastic noninstantaneous resetting and stochastic rest

A stochastic process with movement, return, and rest phases is considered in this paper. For the movement phase, the particles move following the dynamics of the Gaussian process or the ballistic type of Lévy walk, and the time of each movement is random. For the return phase, the particles will move back to the origin with a constant velocity or acceleration or under the action of a harmonic force after each movement, so that this phase can also be treated as a noninstantaneous resetting. After each return, a rest with a random time at the origin follows. The asymptotic behaviors of the mean-squared displacements with different kinds of movement dynamics, returning, and random resting time are discussed. The stationary distributions are also considered when the process is localized. In addition, the mean first passage time is considered when the dynamic of the movement phase is Brownian motion.

Third-order transport coefficient tensor of charged-particle swarms in electric and magnetic fields

Third-order transport coefficient tensor of charged-particle swarms in neutral gases in the presence of spatially uniform electric and magnetic fields is considered using a multiterm solution of Boltzmann's equation and Monte Carlo simulation technique. The structure of the third-order transport coefficient tensor and symmetries along its individual components in varying configurations of electric and magnetic fields are addressed using a group projector technique and through symmetry considerations of the Boltzmann equation. In addition, we focus upon the physical interpretation of the third-order transport coefficient tensor by considering the extended diffusion equation which incorporates the contribution of the third-order transport coefficients to the density profile of charged particles. Numerical calculations are carried out for electron and ion swarms for a range of model gases with the aim of establishing accurate benchmarks for third-order transport coefficients. The effects of ion to neutral-particle mass ratio are also examined. The errors of the two-term approximation for solving the Boltzmann equation and limitations of previous treatments of the high-order charged-particle transport properties are also highlighted.

Nonergodicity in silo unclogging: Broken and unbroken arches

We report an experiment on the unclogging dynamics in a two-dimensional silo submitted to a sustained gentle vibration. We find that arches present a jerking motion where rearrangements in the positions of their beads are interspersed with quiescent periods. This behavior occurs for both arches that break down and those that withstand the external perturbation: Arches evolve until they either collapse or get trapped in a stable configuration. This evolution is described in terms of a scalar variable characterizing the arch shape that can be modeled as a continuous-time random walk. By studying the diffusivity of this variable, we show that the unclogging is a weakly nonergodic process. Remarkably, arches that do not collapse explore different configurations before settling in one of them and break ergodicity much in the same way than arches that break down.

Exact results for first-passage-time statistics in biased quenched trap models

We provide exact results for the mean and variance of first-passage times (FPTs) of making a directed revolution in the presence of a bias in heterogeneous quenched environments where the disorder is expressed by random traps on a ring with period L. FPT statistics are crucially affected by the disorder realization. In the large-L limit, we obtain exact formulas for the FPT statistics, which are described by the sample mean and variance for waiting times of periodically arranged traps. Furthermore, we find that these formulas are still useful for nonperiodic heterogeneous environments; i.e., the results are valid for almost all disorder realizations. Our findings are fundamentally important for the application of FPT to estimate diffusivity of a heterogeneous environment under a bias.

Universal first-passage statistics in aging media

It has been known for a long time that the kinetics of diffusion-limited reactions can be quantified by the time needed for a diffusing molecule to reach a target: the first-passage time (FPT). So far the general determination of the mean first-passage time to a target in confinement has left aside aging media, such as glassy materials, cellular media, or cold atoms in optical lattices. Here we consider general non-Markovian scale-invariant diffusion processes, which model a broad class of transport processes of molecules in aging media, and demonstrate that all the moments of the FPT obey universal scalings with the confining volume with nontrivial exponents. Our analysis shows that a nonlinear scaling with the volume of the mean FPT, which quantities the mean reaction time, is the hallmark of aging and provides a general tool to quantify its impact on reaction kinetics in confinement.

Third-order transport coefficients for localised and delocalised charged-particle transport

We derive third-order transport coefficients of skewness for a phase-space kinetic model that considers the processes of scattering collisions, trapping, detrapping and recombination losses. The resulting expression for the skewness tensor provides an extension to Fick’s law which is in turn applied to yield a corresponding generalised advection-diffusion-skewness equation. A physical interpretation of trap-induced skewness is presented and used to describe an observed negative skewness due to traps. A relationship between skewness, diffusion, mobility and temperature is formed by analogy with Einstein’s relation. Fractional transport is explored and its effects on the flux transport coefficients are also outlined.

Temporal Correlations of the Running Maximum of a Brownian Trajectory

We study the correlations between the maxima m and M of a Brownian motion (BM) on the time intervals [0,t_{1}] and [0,t_{2}], with t_{2}>t_{1}. We determine the exact forms of the distribution functions P(m,M) and P(G=M-m), and calculate the moments E{(M-m)^{k}} and the cross-moments E{m^{l}M^{k}} with arbitrary integers l and k. We show that correlations between m and M decay as sqrt[t_{1}/t_{2}] when t_{2}/t_{1}→∞, revealing strong memory effects in the statistics of the BM maxima. We also compute the Pearson correlation coefficient ρ(m,M) and the power spectrum of M_{t}, and we discuss a possibility of extracting the ensemble-averaged diffusion coefficient in single-trajectory experiments using a single realization of the maximum process.

Sample-dependent first-passage-time distribution in a disordered medium

Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well described by the annealed continuous-time random walk. We propose an approximate expression for the first-passage-time (FPT) distribution in a given sample that enables detailed comparison of the two problems. For a system of finite size, the number and spatial arrangement of deep traps yield significant sample-to-sample variations in the FPT statistics. Numerical simulations of a quenched trap model with power-law sojourn times confirm the existence of two characteristic time scales and a non-self-averaging FPT distribution, as predicted by our theory.

Optimization and universality of Brownian search in a basic model of quenched heterogeneous media

The kinetics of a variety of transport-controlled processes can be reduced to the problem of determining the mean time needed to arrive at a given location for the first time, the so-called mean first-passage time (MFPT) problem. The occurrence of occasional large jumps or intermittent patterns combining various types of motion are known to outperform the standard random walk with respect to the MFPT, by reducing oversampling of space. Here we show that a regular but spatially heterogeneous random walk can significantly and universally enhance the search in any spatial dimension. In a generic minimal model we consider a spherically symmetric system comprising two concentric regions with piecewise constant diffusivity. The MFPT is analyzed under the constraint of conserved average dynamics, that is, the spatially averaged diffusivity is kept constant. Our analytical calculations and extensive numerical simulations demonstrate the existence of an optimal heterogeneity minimizing the MFPT to the target. We prove that the MFPT for a random walk is completely dominated by what we term direct trajectories towards the target and reveal a remarkable universality of the spatially heterogeneous search with respect to target size and system dimensionality. In contrast to intermittent strategies, which are most profitable in low spatial dimensions, the spatially inhomogeneous search performs best in higher dimensions. Discussing our results alongside recent experiments on single-particle tracking in living cells, we argue that the observed spatial heterogeneity may be beneficial for cellular signaling processes.

Aging scaled Brownian motion

Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly nonstationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form that is identical to the aging behavior of scale-free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly nonergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time.

Weak ergodicity breaking and ageing in anomalous diffusion

Modern single particle tracking techniques and many large scale simulations produce time series r(t) of the position of a tracer particle. Standardly these are evaluated in terms of the time averaged mean squared displacement. For ergodic processes such as Brownian motion, one can interpret the results of such an analysis in terms of the known theories for the corresponding ensemble averaged mean squared displacement, if only the measurement time is sufficiently long. In anomalous diffusion processes, that are widely observed over many orders of magnitude, the equivalence between (long) time and ensemble averages may be broken (weak ergodicity breaking). In such cases the time averages may no longer be interpreted in terms of ensemble theories. Here we collect some recent results on weakly non-ergodic systems with respect to the time averaged mean squared displacement and the inherent irreproducibility of individual measurements. We also address the phenomenon of ageing, the dependence of physical observables on the time span between initial preparation of the system and the start of the measurement.

Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking

This Perspective summarises the properties of a variety of anomalous diffusion processes and provides the necessary tools to analyse and interpret recorded anomalous diffusion data.