Mean first-passage times of non-Markovian random walkers in confinement.
hal.structure.identifier | Laboratoire Ondes et Matière d'Aquitaine [LOMA] | |
dc.contributor.author | GUÉRIN, T | |
hal.structure.identifier | Laboratoire de Physique Théorique de la Matière Condensée [LPTMC] | |
dc.contributor.author | LEVERNIER, N | |
hal.structure.identifier | Laboratoire de Physique Théorique de la Matière Condensée [LPTMC] | |
dc.contributor.author | BÉNICHOU, O | |
hal.structure.identifier | Laboratoire Jean Perrin [LJP] | |
hal.structure.identifier | Laboratoire de Physique Théorique de la Matière Condensée [LPTMC] | |
dc.contributor.author | VOITURIEZ, R | |
dc.date.created | 2015-11-19 | |
dc.date.issued | 2016-06-16 | |
dc.identifier.issn | 0028-0836 | |
dc.description.abstractEn | The first-passage time, defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role in quantifying the efficiency of processes as varied as diffusion-limited reactions, target search processes or the spread of diseases. Most methods of determining the properties of first-passage time in confined domains have been limited to Markovian (memoryless) processes. However, as soon as the random walker interacts with its environment, memory effects cannot be neglected: that is, the future motion of the random walker does not depend only on its current position, but also on its past trajectory. Examples of non-Markovian dynamics include single-file diffusion in narrow channels, or the motion of a tracer particle either attached to a polymeric chain or diffusing in simple or complex fluids such as nematics, dense soft colloids or viscoelastic solutions. Here we introduce an analytical approach to calculate, in the limit of a large confining volume, the mean first-passage time of a Gaussian non-Markovian random walker to a target. The non-Markovian features of the dynamics are encompassed by determining the statistical properties of the fictitious trajectory that the random walker would follow after the first-passage event takes place, which are shown to govern the first-passage time kinetics. This analysis is applicable to a broad range of stochastic processes, which may be correlated at long times. Our theoretical predictions are confirmed by numerical simulations for several examples of non-Markovian processes, including the case of fractional Brownian motion in one and higher dimensions. These results reveal, on the basis of Gaussian processes, the importance of memory effects in first-passage statistics of non-Markovian random walkers in confinement. | |
dc.language.iso | en | |
dc.publisher | Nature Publishing Group | |
dc.rights.uri | http://creativecommons.org/licenses/by-sa/ | |
dc.title.en | Mean first-passage times of non-Markovian random walkers in confinement. | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1038/nature18272 | |
dc.subject.hal | Physique [physics]/Matière Condensée [cond-mat]/Mécanique statistique [cond-mat.stat-mech] | |
dc.description.sponsorshipEurope | First-passage times and optimization of target search strategies | |
bordeaux.journal | Nature | |
bordeaux.page | 356-9 | |
bordeaux.volume | 534 | |
bordeaux.issue | 7607 | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-01344629 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-01344629v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Nature&rft.date=2016-06-16&rft.volume=534&rft.issue=7607&rft.spage=356-9&rft.epage=356-9&rft.eissn=0028-0836&rft.issn=0028-0836&rft.au=GU%C3%89RIN,%20T&LEVERNIER,%20N&B%C3%89NICHOU,%20O&VOITURIEZ,%20R&rft.genre=article |
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