First-passage time analysis of a one-dimensional diffusion-reaction model: application to protein transport along DNA

Closed-form solutions to the dynamics of confined biased lattice random walks in arbitrary dimensions

Biased lattice random walks (BLRW) are used to model random motion with drift in a variety of empirical situations in engineering and natural systems such as phototaxis, chemotaxis, or gravitaxis. When motion is also affected by the presence of external borders resulting from natural barriers or experimental apparatuses, modelling biased random movement in confinement becomes necessary. To study these scenarios, confined BLRW models have been employed but so far only through computational techniques due to the lack of an analytic framework. Here, we lay the groundwork for such an analytical approach by deriving the Green's functions, or propagators, for the confined BLRW in arbitrary dimensions and arbitrary boundary conditions. By using these propagators we construct explicitly the time-dependent first-passage probability in one dimension for reflecting and periodic domains, while in higher dimensions we are able to find its generating function. The latter is used to find the mean first-passage passage time for a d-dimensional box, d-dimensional torus or a combination of both. We show the appearance of surprising characteristics such as the presence of saddles in the spatiotemporal dynamics of the propagator with reflecting boundaries, bimodal features in the first-passage probability in periodic domains and the minimization of the mean first-return time for a bias of intermediate strength in rectangular domains. Furthermore, we quantify how in a multitarget environment with the presence of a bias shorter mean first-passage times can be achieved by placing fewer targets close to boundaries in contrast to many targets away from them.

The stretch to stray on time: Resonant length of random walks in a transient

First-passage times in random walks have a vast number of diverse applications in physics, chemistry, biology, and finance. In general, environmental conditions for a stochastic process are not constant on the time scale of the average first-passage time or control might be applied to reduce noise. We investigate moments of the first-passage time distribution under an exponential transient describing relaxation of environmental conditions. We solve the Laplace-transformed (generalized) master equation analytically using a novel method that is applicable to general state schemes. The first-passage time from one end to the other of a linear chain of states is our application for the solutions. The dependence of its average on the relaxation rate obeys a power law for slow transients. The exponent ν depends on the chain length N like ν=-N/(N+1) to leading order. Slow transients substantially reduce the noise of first-passage times expressed as the coefficient of variation (CV), even if the average first-passage time is much longer than the transient. The CV has a pronounced minimum for some lengths, which we call resonant lengths. These results also suggest a simple and efficient noise control strategy and are closely related to the timing of repetitive excitations, coherence resonance, and information transmission by noisy excitable systems. A resonant number of steps from the inhibited state to the excitation threshold and slow recovery from negative feedback provide optimal timing noise reduction and information transmission.