First passage time statistics for two-channel diffusion

DOI10.1088/1751-8121/AA5204zbMATH Open1459.82230arXiv1608.02397OpenAlexW3102321461MaRDI QIDQ2969879FDOQ2969879

Authors: Aljaž Godec, Ralf Metzler 

Publication date: 23 March 2017

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1608.02397

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zbMATH Keywords

asymptotic analysisfirst passage timeFokker-Planck equationMarkov additive processescellular signallingcoupled intial boundary value problemrandom search processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Fokker-Planck equations (35Q84) Laplace transform (44A10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical mechanics of polymers (82D60) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

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Cited In (22)

• Anisotropic nonlocal diffusion operators for normal and anomalous dynamics
• Diffusion in fluctuating media: first passage time problem
• A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models
• Analytical estimation for the impulse response of an \(n\)-dimensional diffusion channel with an absorbing receiver
• Diffusion on a sphere with localized traps: mean first passage time, eigenvalue asymptotics, and Fekete points
• On the difference between two first passage times
• Transition path properties for one-dimensional systems driven by Poisson white noise
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries
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• Preface: new trends in first-passage methods and applications in the life sciences and engineering
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• Diffusive search for diffusing targets with fluctuating diffusivity and gating
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• Fractional compound Poisson processes with multiple internal states
• Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
• Generalized master equation for first-passage problems in partitioned spaces

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