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When does a diffusing particle reach its target for the first time? This first-passage time (FPT) problem is central to the kinetics of molecular reactions in chemistry and molecular biology. Here, we explain the behavior of smooth FPT densities, for which all moments are finite, and demonstrate universal yet generally non-Poissonian long-time asymptotics for a broad variety of transport processes. While Poisson-like asymptotics arise generically in the presence of an effective repulsion in the immediate vicinity of the target, a time-scale separation between direct and reflected indirect trajectories gives rise to a universal proximity effect: Direct paths, heading more or less straight from the point of release to the target, become typical and focused, with a narrow spread of the corresponding first-passage times. Conversely, statistically dominant indirect paths exploring the entire system tend to be massively dissimilar. The initial distance to the target particularly impacts gene regulatory or competitive stochastic processes, for which few binding events often determine the regulatory outcome. The proximity effect is independent of details of the transport, highlighting the robust character of the FPT features uncovered here.
The interaction between two associating hydrophobic particles has traditionally been explained in terms of the release of entropically frustrated hydration shell water molecules. However, this picture cannot account for the kinetics of hydrophobic association and is therefore not capable of providing a microscopic description of the hydrophobic interaction (HI). Here, Monte Carlo simulations of a pair of molecular-scale apolar solutes in aqueous solution reveal the critical role of collective fluctuations in the hydrogen bond (HB) network for the microscopic picture of the HI. The main contribution to the HI is the relaxation of solute-water translational correlations. The existence of a heat capacity maximum at the desolvation barrier is shown to arise from softening of non-HB water fluctuations and the relaxation of many-body correlations in the labile HB network. The microscopic event governing the kinetics of hydrophobic association has turned out to be a relatively large critical collective fluctuation in hydration water displacing a substantial fraction of HB clusters from the inner to the outer region of the first hydration shell.
Anomalous diffusion is being discovered in a fast growing number of systems. The exact nature of this anomalous diffusion provides important information on the physical laws governing the studied system. One of the central properties analysed for finite particle motion time series is the intrinsic variability of the apparent diffusivity, typically quantified by the ergodicity breaking parameter EB. Here we demonstrate that frequently EB is insufficient to provide a meaningful measure for the observed variability of the data. Instead, important additional information is provided by the higher order moments entering by the skewness and kurtosis. We analyse these quantities for three popular anomalous diffusion models. In particular, we find that even for the Gaussian fractional Brownian motion a significant skewness in the results of physical measurements occurs and needs to be taken into account. Interestingly, the kurtosis and skewness may also provide sensitive estimates of the anomalous diffusion exponent underlying the data. We also derive a new result for the EB parameter of fractional Brownian motion valid for the whole range of the anomalous diffusion parameter. Our results are important for the analysis of anomalous diffusion but also provide new insights into the theory of anomalous stochastic processes.
Anomalous diffusion is being discovered in a fast growing number of systems. The exact nature of this anomalous diffusion provides important information on the physical laws governing the studied system. One of the central properties analysed for finite particle motion time series is the intrinsic variability of the apparent diffusivity, typically quantified by the ergodicity breaking parameter EB. Here we demonstrate that frequently EB is insufficient to provide a meaningful measure for the observed variability of the data. Instead, important additional information is provided by the higher order moments entering by the skewness and kurtosis. We analyse these quantities for three popular anomalous diffusion models. In particular, we find that even for the Gaussian fractional Brownian motion a significant skewness in the results of physical measurements occurs and needs to be taken into account. Interestingly, the kurtosis and skewness may also provide sensitive estimates of the anomalous diffusion exponent underlying the data. We also derive a new result for the EB parameter of fractional Brownian motion valid for the whole range of the anomalous diffusion parameter. Our results are important for the analysis of anomalous diffusion but also provide new insights into the theory of anomalous stochastic processes.
Anomalous diffusion is being discovered in a fast growing number of systems. The exact nature of this anomalous diffusion provides important information on the physical laws governing the studied system. One of the central properties analysed for finite particle motion time series is the intrinsic variability of the apparent diffusivity, typically quantified by the ergodicity breaking parameter EB. Here we demonstrate that frequently EB is insufficient to provide a meaningful measure for the observed variability of the data. Instead, important additional information is provided by the higher order moments entering by the skewness and kurtosis. We analyse these quantities for three popular anomalous diffusion models. In particular, we find that even for the Gaussian fractional Brownian motion a significant skewness in the results of physical measurements occurs and needs to be taken into account. Interestingly, the kurtosis and skewness may also provide sensitive estimates of the anomalous diffusion exponent underlying the data. We also derive a new result for the EB parameter of fractional Brownian motion valid for the whole range of the anomalous diffusion parameter. Our results are important for the analysis of anomalous diffusion but also provide new insights into the theory of anomalous stochastic processes.
Optimization and universality of Brownian search in a basic model of quenched heterogeneous media
(2015)
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.
We study ultraslow diffusion processes with logarithmic mean squared displacement (MSD) < x(2)(t)> similar or equal to log(gamma)t. Comparison of annealed (renewal) continuous time random walks (CTRWs) with logarithmic waiting time distribution psi(tau) similar or equal to 1/(tau log(1+gamma)tau) and Sinai diffusion in quenched random landscapes reveals striking similarities, despite the great differences in their physical nature. In particular, they exhibit a weakly non-ergodic disparity of the time-averaged and ensemble-averaged MSDs. Remarkably, for the CTRW we observe that the fluctuations of time averages become universal, with an exponential suppression of mobile trajectories. We discuss the fundamental connection between the Golosov localization effect and non-ergodicity in the sense of the disparity between ensemble-averaged MSD and time-averaged MSD.
Aging, the dependence of the dynamics of a physical process on the time t(a) since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of quantum dots to the tracer dispersion in living biological cells. Here we study the effects of aging on one of the most fundamental properties of a stochastic process, the first-passage dynamics. We find that for an aging continuous time random walk process, the scaling exponent of the density of first-passage times changes twice as the aging progresses and reveals an intermediate scaling regime. The first-passage dynamics depends on t(a) differently for intermediate and strong aging. Similar crossovers are obtained for the first-passage dynamics for a confined and driven particle. Comparison to the motion of an aged particle in the quenched trap model with a bias shows excellent agreement with our analytical findings. Our results demonstrate how first-passage measurements can be used to unravel the age t(a) of a physical system.
We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can only recognise the target in one of the modes, which is shown to effect a non-trivial first passage behaviour. We also address the scenario of intermittent immobilisation. In both cases we prove that despite the perfectly non-recurrent motion of two-channel Markov additive diffusion in 3 dimensions the first passage statistics at long times do not display Poisson-like behaviour if none of the phases has a vanishing diffusion coefficient. This stands in stark contrast to the standard (one-channel) Markov diffusion counterpart. We also discuss the relevance of our results in the context of cellular signalling.
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening series of new results focusing mostly on the so-called mean and global first passage time (MFPT and GFPT, respectively) of such processes. Here we push the understanding of first passage processes one step further. For a simple heterogeneous system we derive rigorously the complete distribution of first passage times (FPTs). Our results demonstrate that the typical FPT significantly differs from the MFPT, which corresponds to the long time behaviour of the FPT distribution. Conversely, the short time behaviour is shown to correspond to trajectories connecting directly from the initial value to the target. Remarkably, we reveal a previously overlooked third characteristic time scale of the first passage dynamics mirroring brief excursion away from the target.