Diffusion through permeable interfaces: Fundamental equations and their application to first-passage and local time statistics

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we obtain such an equation from a microscopic description using a la...

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Main Authors: Toby Kay, Luca Giuggioli
Format: Article
Language:English
Published: American Physical Society 2022-09-01
Series:Physical Review Research
Online Access:http://doi.org/10.1103/PhysRevResearch.4.L032039
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author Toby Kay
Luca Giuggioli
author_facet Toby Kay
Luca Giuggioli
author_sort Toby Kay
collection DOAJ
description The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we obtain such an equation from a microscopic description using a lattice random walk model. The sought after Fokker-Planck description and the corresponding backward Kolmogorov equation are employed to investigate first-passage and local time statistics and gain new insights. Among them a surprising phenomenon, in the case of a semibounded domain, is the appearance of a regime of dependence and independence on the location of the permeable barrier in the mean first-passage time. The new formalism is completely general: it allows to study the dynamics in the presence of multiple permeable barriers as well as reactive heterogeneities in bounded or unbounded domains and under the influence of external forces.
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spelling doaj.art-30f6096dbd0d44cc8335ac21d4146adf2024-04-12T17:24:20ZengAmerican Physical SocietyPhysical Review Research2643-15642022-09-0143L03203910.1103/PhysRevResearch.4.L032039Diffusion through permeable interfaces: Fundamental equations and their application to first-passage and local time statisticsToby KayLuca GiuggioliThe diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we obtain such an equation from a microscopic description using a lattice random walk model. The sought after Fokker-Planck description and the corresponding backward Kolmogorov equation are employed to investigate first-passage and local time statistics and gain new insights. Among them a surprising phenomenon, in the case of a semibounded domain, is the appearance of a regime of dependence and independence on the location of the permeable barrier in the mean first-passage time. The new formalism is completely general: it allows to study the dynamics in the presence of multiple permeable barriers as well as reactive heterogeneities in bounded or unbounded domains and under the influence of external forces.http://doi.org/10.1103/PhysRevResearch.4.L032039
spellingShingle Toby Kay
Luca Giuggioli
Diffusion through permeable interfaces: Fundamental equations and their application to first-passage and local time statistics
Physical Review Research
title Diffusion through permeable interfaces: Fundamental equations and their application to first-passage and local time statistics
title_full Diffusion through permeable interfaces: Fundamental equations and their application to first-passage and local time statistics
title_fullStr Diffusion through permeable interfaces: Fundamental equations and their application to first-passage and local time statistics
title_full_unstemmed Diffusion through permeable interfaces: Fundamental equations and their application to first-passage and local time statistics
title_short Diffusion through permeable interfaces: Fundamental equations and their application to first-passage and local time statistics
title_sort diffusion through permeable interfaces fundamental equations and their application to first passage and local time statistics
url http://doi.org/10.1103/PhysRevResearch.4.L032039
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