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We consider a particle diffusing outside a compact planar set and investigate its boundary local time $\ell_t$, i.e., the rescaled number of encounters between the particle and the boundary up to time $t$. In the case of a disk, this is…

Statistical Mechanics · Physics 2020-12-30 Denis S. Grebenkov

In this paper we consider a multiparticle version of a recent probabilistic framework for studying diffusion-mediated surface reactions. The basic idea of the probabilistic approach is to consider the joint probability density or…

Statistical Mechanics · Physics 2022-10-19 Paul C Bressloff

We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

Probability · Mathematics 2007-08-28 A. N. Downes , K. Borovkov

We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we…

Statistical Mechanics · Physics 2020-09-16 F. Le Vot , S. B. Yuste , E. Abad , D. S. Grebenkov

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.…

Statistical Mechanics · Physics 2020-08-19 Denis S. Grebenkov

A general topic of current interest is the analysis of diffusion problems in singularly perturbed domains with small interior targets or traps (the narrow capture problem). One major application is to intracellular diffusion, where the…

Statistical Mechanics · Physics 2022-04-13 Paul C. Bressloff

We investigate the statistical correlation between the first-reaction time of a diffusing particle and its boundary local time accumulated until the reaction event. Since the reaction event occurs after multiple encounters of the particle…

Statistical Mechanics · Physics 2026-02-04 Yilin Ye , Denis S. Grebenkov

How long does a diffusing molecule spend in a close vicinity of a confining boundary or a catalytic surface? This quantity is determined by the boundary local time, which plays thus a crucial role in the description of various…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov

Diffusion with an incorporated resetting mechanism provides a reference framework for modeling a wide range of natural phenomena. Within this framework, the optimal resetting rate is a key quantity that arises from the optimization of the…

Statistical Mechanics · Physics 2026-05-12 Pedro Julián-Salgado , Pavel Castro-Villarreal , Leonardo Dagdug , Denis Boyer

We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…

Chemical Physics · Physics 2022-10-10 Denis S. Grebenkov

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…

Statistical Mechanics · Physics 2023-10-03 Ziyad Benkhadaj , Denis S. Grebenkov

Consider a one dimensional diffusion process on the diffusion interval $I$ originated in $x_0\in I$. Let $a(t)$ and $b(t)$ be two continuous functions of $t$, $t>t_0$ with bounded derivatives and with $a(t)<b(t)$ and $a(t),b(t)\in I$,…

Probability · Mathematics 2014-03-10 Laura Sacerdote , Ottavia Telve , Cristina Zucca

In this paper, we investigate the effects of stochastic resetting on diffusion in $\R^d\backslash \calU$, where $\calU$ is a bounded obstacle with a partially absorbing surface $\partial \calU$. We begin by considering a Robin boundary…

Statistical Mechanics · Physics 2022-06-29 Paul C. Bressloff

The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in…

Biological Physics · Physics 2013-08-06 Samuel A. Isaacson , Jay Newby

In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…

Probability · Mathematics 2008-11-18 Konstantin A. Borovkov , Andrew N. Downes

When a flux of Brownian particles is injected in a narrow window located on the surface of a bounded domain, these particles diffuse and can eventually escape through a cluster of narrow windows. At steady-state, we compute asymptotically…

Analysis of PDEs · Mathematics 2024-07-31 Frédéric Paquin-Lefebvre , David Holcman

We investigate the long-time behavior of the survival probability of a tagged particle in a single-file diffusion in a finite interval. The boundary conditions are of two types: 1) one boundary is absorbing the second is reflecting, 2) both…

Statistical Mechanics · Physics 2013-05-01 Artem Ryabov

Diffusive search for a static target is a common problem in statistical physics with numerous applications in chemistry and biology. We look at this problem from a different perspective and investigate the statistics of encounters between…

Statistical Mechanics · Physics 2023-10-17 Denis S. Grebenkov

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…

Statistical Mechanics · Physics 2023-10-03 Denis S. Grebenkov

Motivated by a novel method for granular segregation, we analyze the one dimensional drift-diffusion between two absorbing boundaries. The time evolution of the probability distribution and the rate of absorption are given by explicit…

Statistical Mechanics · Physics 2009-10-31 Zeno Farkas , Tamas Fulop
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