First-passage-time properties of diffusion with a broad class of stochastic diffusion coefficients

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Authors: Go Uchida, Hiromi Miyoshi, Hitoshi Washizu
Cited by: 0
References: 53

Abstract

This study investigates the first-passage-time (FPT) properties of particles with a broad class of positive stochastic diffusion coefficients (DCs), representing diffusion in heterogeneous environments or of particles with conformational fluctuations. We demonstrate that for diffusion in a one-dimensional semi-infinite domain with an absorbing boundary, particles will eventually reach the absorbing boundary with probability one. We also show that a stochastic DC provides higher transport efficiency in an early arrival of particles at the boundary than would be expected under diffusion whose DC is the ensemble average of the stochastic DC. Furthermore, a stochastic DC with a larger supremum exhibits a more efficient transport even if ensemble averages are the same. For ergodic DCs, we show three more properties: The mean FPT diverges, the enhancement of early-arrival efficiency diminishes over long times, and the FPT distribution converges to a Lévy-Smirnov distribution in the long-time limit. These properties are shown to arise from the convergence of the time-averaged DC to the ensemble average, with the convergence speed determined by the DC's fluctuation timescale. We finally discuss the similarities and differences of FPT properties between three-dimensional diffusion outside a spherical absorbing boundary and the one-dimensional diffusion. Our results indicate that fluctuations in DCs may need to be non-Markov and/or nonergodic to allow efficient transport of particles to distant targets. Our results also suggest that fluctuations in a DC play an important role, for example, in diffusion-limited reactions triggered by single molecules in physics, chemistry, or biology.

Fields of Study & Subjects

Diffusion and Search Dynamics Advanced Thermodynamics and Statistical Mechanics Advanced Mathematical Modeling in Engineering

Publication details

Journal / source
Physical review. E
Publisher
American Physical Society (APS)
Volume
113
Issue
6
Pages
064108–064108
Publication date
14 May 2026
Language
EN