First-passage time statistics for non-linear diffusion

DOI10.1016/J.PHYSA.2023.129370MaRDI QIDQ6140173zbMATH OpenOpenAlexFDO

Authors Przemysław Chełminiak

Publication date 19 January 2024

Published in Physica A (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2211.13055

zbMATH Keywords

first-passage time distributionharmonic potentialmean first-passage timenon-linear diffusionsurvival probability

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Abstract: Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of the first-passage time statistics. Although first-passage properties of diffusive processes, usually modeled by different types of the linear differential equations, are permanently explored with unflagging intensity, there still exists noticeable niche in this subject concerning the study of the non-linear diffusive processes. Therefore, the objective of the present paper is to fill this gap, at least to some extent. Here, we consider the non-linear diffusion equation in which a diffusivity is power-law dependent on the concentration/probability density, and analyse its properties from the viewpoint of the first-passage time statistics. Depending on the value of the power-law exponent, we demonstrate the exact and approximate expressions for the survival probability and the first-passage time distribution along with its asymptotic representation. These results refer to the freely and harmonically trapped diffusing particle. While in the former case the mean first-passage time is divergent, even though the first-passage time distribution is normalized to unity, it is finite in the latter. To support this result, we derive the exact formula for the mean first-passage time to the target prescribed in the minimum of the harmonic potential.

Cites work

• A guide to first-passage processes
• A kinetic view of statistical physics
• A spectral approach to survival probabilities in porous media
• Brownian motion in a field of force and the diffusion model of chemical reactions
• DIFFUSION FROM AN INSTANTANEOUS POINT SOURCE WITH A CONCENTRATION-DEPENDENT COEFFICIENT
• First exit times of harmonically trapped particles: a didactic review
• First-passage phenomena and their applications
• From first-passage times of random walks in confinement to geometry-controlled kinetics
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• scientific article; zbMATH DE number 3448056 (Why is no real title available?)
• scientific article; zbMATH DE number 1391236 (Why is no real title available?)
• scientific article; zbMATH DE number 3219699 (Why is no real title available?)
• Mathematical biology. Vol. 1: An introduction.
• Maximum of a fractional Brownian motion: Probabilities of small values
• Nonlinear Partial Differential Equations for Scientists and Engineers
• On the diffusion of biological populations
• On the First Passage Time Probability Problem
• On the slow draining of a gravity current moving through a layered permeable medium
• Physics of Stochastic Processes
• Self-Similar Solutions as Intermediate Asymptotics
• Selfsimilarity of diffusions’ first passage times
• Stochastic processes in physics and chemistry.
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
• The narrow escape problem
• The porous medium equation. Mathematical theory
• Theory of fluid flows through natural rocks

This page was built for publication: First-passage time statistics for non-linear diffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6140173)