Close encounters of the sticky kind: Brownian motion at absorbing boundaries

Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time. In this paper we develop a class of encounter-based models that deal with absorption at sticky boundaries. Sticky boundaries occur in a diverse range of applications, including cell biology, colloidal physics, finance, and human crowd dynamics. They also naturally arise in active matter, where confined active particles tend to spontaneously accumulate at boundaries even in the absence of any particle-particle interactions. We begin by constructing a one-dimensional encounter-based model of sticky Brownian motion (BM), which is based on the zero-range limit of nonsticky BM with a short-range attractive potential well near the origin. In this limit, the boundary-contact time is given by the amount of time (occupation time) that the particle spends at the origin. We calculate the joint probability density or propagator for the particle position and the occupation time, and then identify an absorption event as the first time that the occupation time crosses a randomly generated threshold. We illustrate the theory by considering diffusion in a finite interval with a partially absorbing sticky boundary at one end. We show how various quantities, such as the mean first passage time (MFPT) for single-particle absorption and the relaxation to steady state at the multiparticle level, depend on moments of the random threshold distribution. Finally, we determine how sticky BM can be obtained by taking a particular diffusion limit of a sticky run-and-tumble particle (RTP).

Renewal equations for single-particle diffusion through a semipermeable interface

Diffusion through semipermeable interfaces has a wide range of applications, ranging from molecular transport through biological membranes to reverse osmosis for water purification using artificial membranes. At the single-particle level, one-dimensional diffusion through a barrier with constant permeability κ_{0} can be modeled in terms of so-called snapping out Brownian motion (BM). The latter sews together successive rounds of partially reflected BMs that are restricted to either the left or right of the barrier. Each round is killed (absorbed) at the barrier when its Brownian local time exceeds an exponential random variable parameterized by κ_{0}. A new round is then immediately started in either direction with equal probability. It has recently been shown that the probability density for snapping out BM satisfies a renewal equation that relates the full density to the probability densities of partially reflected BM on either side of the barrier. Moreover, generalized versions of the renewal equation can be constructed that incorporate non-Markovian, encounter-based models of absorption. In this paper we extend the renewal theory of snapping out BM to single-particle diffusion in bounded domains and higher spatial dimensions. In each case we show how the solution of the renewal equation satisfies the classical diffusion equation with a permeable boundary condition at the interface. That is, the probability flux across the interface is continuous and proportional to the difference in densities on either side of the interface. We also consider an example of an asymmetric interface in which the directional switching after each absorption event is biased. Finally, we show how to incorporate an encounter-based model of absorption for single-particle diffusion through a spherically symmetric interface. We find that, even when the same non-Markovian model of absorption applies on either side of the interface, the resulting permeability is an asymmetric time-dependent function with memory. Moreover, the permeability functions tend to be heavy tailed.

A probabilistic model of diffusion through a semi-permeable barrier

Diffusion through semi-permeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular transport in biological cells to chemical and electrical gap junctions. There are also macroscopic analogues such as animal migration in heterogeneous landscapes. It has recently been shown that one-dimensional diffusion through a barrier with constant permeability κ 0 is equivalent to snapping out Brownian motion (BM). The latter sews together successive rounds of partially reflecting BMs that are restricted to either the left or the right of the barrier. Each round is killed when its Brownian local time exceeds an exponential random variable parameterized by κ 0 . A new round is then immediately started in either direction with equal probability. In this article, we use a combination of renewal theory, Laplace transforms and Green’s function methods to show how an extended version of snapping out BM provides a general probabilistic framework for modelling diffusion through a semi-permeable barrier. This includes modifications of the diffusion process away from the barrier (e.g. stochastic resetting) and non-Markovian models of membrane absorption that kill each round of partially reflected BM. The latter leads to time-dependent permeabilities.

Stochastically switching diffusion with partially reactive surfaces

In this paper we develop a hybrid version of the encounter-based approach to diffusion-mediated absorption at a reactive surface, which takes into account stochastic switching of a diffusing particle's conformational state. For simplicity, we consider a two-state model in which the probability of surface absorption depends on the current particle state and the amount of time the particle has spent in a neighborhood of the surface in each state. The latter is determined by a pair of local times ℓ_{n,t}, n=0,1, which are Brownian functionals that keep track of particle-surface encounters over the time interval [0,t]. We proceed by constructing a differential Chapman-Kolmogorov equation for a pair of generalized propagators P_{n}(x,ℓ_{0},ℓ_{1},t), where P_{n} is the joint probability density for the set (X_{t},ℓ_{0,t},ℓ_{1,t}) when N_{t}=n, where X_{t} denotes the particle position and N_{t} is the corresponding conformational state. Performing a double Laplace transform with respect to ℓ_{0},ℓ_{1} yields an effective system of equations describing diffusion in a bounded domain Ω, in which there is switching between two Robin boundary conditions on ∂Ω. The corresponding constant reactivities are κ_{j}=Dz_{j} and j=0,1, where z_{j} is the Laplace variable corresponding to ℓ_{j} and D is the diffusivity. Given the solution for the propagators in Laplace space, we construct a corresponding probabilistic model for partial absorption, which requires finding the inverse Laplace transform with respect to z_{0},z_{1}. We illustrate the theory by considering diffusion of a particle on the half-line with the boundary at x=0 effectively switching between a totally reflecting and a partially absorbing state. We calculate the flux due to absorption and use this to compute the resulting MFPT in the presence of a renewal-based stochastic resetting protocol. The latter resets the position and conformational state of the particle as well as the corresponding local times. Finally, we indicate how to extend the analysis to higher spatial dimensions using the spectral theory of Dirichlet-to-Neumann operators.