Active Brownian particles in a circular disk with an absorbing boundary

Large deviations in statistics of the convex hull of passive and active particles: A theoretical study

We investigate analytically the distribution tails of the area A and perimeter L of a convex hull for different types of planar random walks. For N noninteracting Brownian motions of duration T we find that the large-L and -A tails behave as P(L)∼e^{-b_{N}L^{2}/DT} and P(A)∼e^{-c_{N}A/DT}, while the small-L and -A tails behave as P(L)∼e^{-d_{N}DT/L^{2}} and P(A)∼e^{-e_{N}DT/A}, where D is the diffusion coefficient. We calculated all of the coefficients (b_{N},c_{N},d_{N},e_{N}) exactly. Strikingly, we find that b_{N} and c_{N} are independent of N for N≥3 and N≥4, respectively. We find that the large-L (A) tails are dominated by a single, most probable realization that attains the desired L (A). The left tails are dominated by the survival probability of the particles inside a circle of appropriate size. For active particles and at long times, we find that large-L and -A tails are given by P(L)∼e^{-TΨ_{N}^{per}(L/T)} and P(A)∼e^{-TΨ_{N}^{area}(sqrt[A]/T)}, respectively. We calculate the rate functions Ψ_{N} exactly and find that they exhibit multiple singularities. We interpret these as DPTs of first order. We extended several of these results to dimensions d>2. Our analytic predictions display excellent agreement with existing results that were obtained from extensive numerical simulations.

Controlling Uncertainty of Empirical First-Passage Times in the Small-Sample Regime

We derive general bounds on the probability that the empirical first-passage time τ[over ¯]_{n}≡∑_{i=1}^{n}τ_{i}/n of a reversible ergodic Markov process inferred from a sample of n independent realizations deviates from the true mean first-passage time by more than any given amount in either direction. We construct nonasymptotic confidence intervals that hold in the elusive small-sample regime and thus fill the gap between asymptotic methods and the Bayesian approach that is known to be sensitive to prior belief and tends to underestimate uncertainty in the small-sample setting. We prove sharp bounds on extreme first-passage times that control uncertainty even in cases where the mean alone does not sufficiently characterize the statistics. Our concentration-of-measure-based results allow for model-free error control and reliable error estimation in kinetic inference, and are thus important for the analysis of experimental and simulation data in the presence of limited sampling.

Survival probabilities and first-passage distributions of self-propelled particles in spherical cavities

A model of self-propelled motion in a closed compartment containing simple or complex fluids is formulated in this paper in terms of the dynamics of a point particle moving in a spherical cavity under the action of random thermal forces and exponentially correlated noise. The particle's time evolution is governed by a generalized Langevin equation (GLE) in which the memory function, connected to the thermal forces by a fluctuation-dissipation relation, is described by Jeffrey's model of viscoelasticity (which reduces to a model of ordinary viscous dynamics in a suitable limit). The GLE is transformed exactly to a Fokker-Planck equation that in spherical polar coordinates is in turn found to admit of an exact solution for the particle's probability density function under absorbing boundary conditions at the surface of the sphere. The solution is used to derive an expression (that is also exact) for the survival probability of the particle in the sphere, starting from its center, which is then used to calculate the distribution of the particle's first-passage times to the boundary. The behavior of these quantities is investigated as a function of the Péclet number and the persistence time of the athermal forces, providing insight into the effects of nonequilibrium fluctuations on confined particle motion in three dimensions.