Spectral properties of the Dirichlet-to-Neumann operator for spheroids.

We study the spectral properties of the Dirichlet-to-Neumann operator and the related Steklov problem in spheroidal domains ranging from a needle to a disk. An explicit matrix representation of this operator for both interior and exterior problems is derived. We show how the anisotropy of spheroids affects the eigenvalues and eigenfunctions of the operator. As examples of physical applications, we discuss diffusion-controlled reactions on spheroidal partially reactive targets and the statistics of encounters between the diffusing particle and the spheroidal boundary.

Escape from textured adsorbing surfaces.

The escape dynamics of sticky particles from textured surfaces is poorly understood despite importance to various scientific and technological domains. In this work, we address this challenge by investigating the escape time of adsorbates from prevalent surface topographies, including holes/pits, pillars, and grooves. Analytical expressions for the probability density function and the mean of the escape time are derived. A particularly interesting scenario is that of very deep and narrow confining spaces within the surface. In this case, the joint effect of the entrapment and stickiness prolongs the escape time, resulting in an effective desorption rate that is dramatically lower than that of the untextured surface. This rate is shown to abide a universal scaling law, which couples the equilibrium constants of adsorption with the relevant confining length scales. While our results are analytical and exact, we also present an approximation for deep and narrow cavities based on an effective description of one-dimensional diffusion that is punctuated by motionless adsorption events. This simple and physically motivated approximation provides high-accuracy predictions within its range of validity and works relatively well even for cavities of intermediate depth. All theoretical results are corroborated with extensive Monte Carlo simulations.

Diffusion-Controlled Reactions: An Overview.

We review the milestones in the century-long development of the theory of diffusion-controlled reactions. Starting from the seminal work by von Smoluchowski, who recognized the importance of diffusion in chemical reactions, we discuss perfect and imperfect surface reactions, their microscopic origins, and the underlying mathematical framework. Single-molecule reaction schemes, anomalous bulk diffusions, reversible binding/unbinding kinetics, and many other extensions are presented. An alternative encounter-based approach to diffusion-controlled reactions is introduced, with emphasis on its advantages and potential applications. Some open problems and future perspectives are outlined.

Diffusion-controlled reactions with non-Markovian binding/unbinding kinetics.

We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given threshold distribution. The particle remains bound to the substrate for a random waiting time drawn from another given distribution and then resumes its bulk diffusion until the next binding and so on. When both distributions are exponential, one retrieves the conventional first-order forward and backward reactions whose reversible kinetics is described by generalized Collins-Kimball's (or back-reaction) boundary condition. In turn, if either of distributions is not exponential, one deals with generalized (non-Markovian) binding or unbinding kinetics (or both). Combining renewal technique with the encounter-based approach, we derive spectral expansions for the propagator, the concentration of particles, and the diffusive flux on the substrate. We study their long-time behavior and reveal how anomalous rarity of binding or unbinding events due to heavy tails of the threshold and waiting time distributions may affect such reversible diffusion-controlled reactions. Distinctions between time-dependent reactivity, encounter-dependent reactivity, and a convolution-type Robin boundary condition with a memory kernel are elucidated.

Encounter-based approach to the escape problem.

We revise the encounter-based approach to imperfect diffusion-controlled reactions, which employs the statistics of encounters between a diffusing particle and the reactive region to implement surface reactions. We extend this approach to deal with a more general setting, in which the reactive region is surrounded by a reflecting boundary with an escape region. We derive a spectral expansion for the full propagator and investigate the behavior and probabilistic interpretations of the associated probability flux density. In particular, we obtain the joint probability density of the escape time and the number of encounters with the reactive region before escape, and the probability density of the first-crossing time of a prescribed number of encounters. We briefly discuss generalizations of the conventional Poissonian-type surface reaction mechanism described by Robin boundary condition and potential applications of this formalism in chemistry and biophysics.

Transport collapse in dynamically evolving networks.

Transport in complex networks can describe a variety of natural and human-engineered processes including biological, societal and technological ones. However, how the properties of the source and drain nodes can affect transport subject to random failures, attacks or maintenance optimization in the network remain unknown. In this article, the effects of both the distance between the source and drain nodes and the degree of the source node on the time of transport collapse are studied in scale-free and lattice-based transport networks. These effects are numerically evaluated for two strategies, which employ either transport-based or random link removal. Scale-free networks with small distances are found to result in larger times of collapse. In lattice-based networks, both the dimension and boundary conditions are shown to have a major effect on the time of collapse. We also show that adding a direct link between the source and the drain increases the robustness of scale-free networks when subject to random link removals. Interestingly, the distribution of the times of collapse is then similar to the one of lattice-based networks.

Diffusion toward a nanoforest of absorbing pillars.

Spiky coatings (also known as nanoforests or Fakir-like surfaces) have found many applications in chemical physics, material sciences, and biotechnology, such as superhydrophobic materials, filtration and sensing systems, and selective protein separation, to name but a few. In this paper, we provide a systematic study of steady-state diffusion toward a periodic array of absorbing cylindrical pillars protruding from a flat base. We approximate a periodic cell of this system by a circular tube containing a single pillar, derive an exact solution of the underlying Laplace equation, and deduce a simple yet exact representation for the total flux of particles onto the pillar. The dependence of this flux on the geometric parameters of the model is thoroughly analyzed. In particular, we investigate several asymptotic regimes, such as a thin pillar limit, a disk-like pillar, and an infinitely long pillar. Our study sheds light onto the trapping efficiency of spiky coatings and reveals the roles of pillar anisotropy and diffusional screening.

Encounter-based approach to diffusion with resetting.

An encounter-based approach consists in using the boundary local time as a proxy for the number of encounters between a diffusing particle and a target to implement various surface reaction mechanisms on that target. In this paper, we investigate the effects of stochastic resetting onto diffusion-controlled reactions in bounded confining domains. We first discuss the effect of position resetting onto the propagator and related quantities; in this way, we retrieve a number of earlier results but also provide complementary insights into them. Second, we introduce boundary local time resetting and investigate its impact. Curiously, we find that this type of resetting does not alter the conventional propagator governing the diffusive dynamics in the presence of a partially reactive target with a constant reactivity. In turn, the generalized propagator for other surface reaction mechanisms can be significantly affected. Our general results are illustrated for diffusion on an interval with reactive end points. Further perspectives and some open problems are discussed.

Mean first-passage time to a small absorbing target in three-dimensional elongated domains.

We derive an approximate formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape inside an elongated domain of a slowly varying axisymmetric profile. For this purpose, the original Poisson equation in three dimensions is reduced to an effective one-dimensional problem on an interval with a semipermeable semiabsorbing membrane. The approximate formula captures correctly the dependence of the MFPT on the distance to the target, the radial profile of the domain, and the size and the shape of the target. This approximation is validated by Monte Carlo simulations.

Depletion of resources by a population of diffusing species.

Depletion of natural and artificial resources is a fundamental problem and a potential cause of economic crises, ecological catastrophes, and death of living organisms. Understanding the depletion process is crucial for its further control and optimized replenishment of resources. In this paper, we investigate a stock depletion by a population of species that undergo an ordinary diffusion and consume resources upon each encounter with the stock. We derive the exact form of the probability density of the random depletion time, at which the stock is exhausted. The dependence of this distribution on the number of species, the initial amount of resources, and the geometric setting is analyzed. Future perspectives and related open problems are discussed.

First-passage times to anisotropic partially reactive targets.

We investigate restricted diffusion in a bounded domain towards a small partially reactive target in three- and higher-dimensional spaces. We propose a simple explicit approximation for the principal eigenvalue of the Laplace operator with mixed Robin-Neumann boundary conditions. This approximation involves the harmonic capacity and the surface area of the target, the volume of the confining domain, the diffusion coefficient, and the reactivity. The accuracy of the approximation is checked by using a finite-elements method. The proposed approximation determines also the mean first-reaction time, the long-time decay of the survival probability, and the overall reaction rate on that target. We identify the relevant lengthscale of the target, which determines its trapping capacity, and we investigate its relation to the target shape. In particular, we study the effect of target anisotropy on the principal eigenvalue by computing the harmonic capacity of prolate and oblate spheroids in various space dimensions. Some implications of these results in chemical physics and biophysics are briefly discussed.

Reversible target-binding kinetics of multiple impatient particles.

Certain biochemical reactions can only be triggered after binding a sufficient number of particles to a specific target region such as an enzyme or a protein sensor. We investigate the distribution of the reaction time, i.e., the first instance when all independently diffusing particles are bound to the target. When each particle binds irreversibly, this is equivalent to the first-passage time of the slowest (last) particle. In turn, reversible binding to the target renders the problem much more challenging and drastically changes the distribution of the reaction time. We derive the exact solution of this problem and investigate the short-time and long-time asymptotic behaviors of the reaction time probability density. We also analyze how the mean reaction time depends on the unbinding rate and the number of particles. Our exact and asymptotic solutions are compared to Monte Carlo simulations.

A first-passage approach to diffusion-influenced reversible binding and its insights into nanoscale signaling at the presynapse.

Synaptic transmission between neurons is governed by a cascade of stochastic calcium ion reaction-diffusion events within nerve terminals leading to vesicular release of neurotransmitter. Since experimental measurements of such systems are challenging due to their nanometer and sub-millisecond scale, numerical simulations remain the principal tool for studying calcium-dependent neurotransmitter release driven by electrical impulses, despite the limitations of time-consuming calculations. In this paper, we develop an analytical solution to rapidly explore dynamical stochastic reaction-diffusion problems based on first-passage times. This is the first analytical model that accounts simultaneously for relevant statistical features of calcium ion diffusion, buffering, and its binding/unbinding reaction with a calcium sensor for synaptic vesicle fusion. In particular, unbinding kinetics are shown to have a major impact on submillisecond sensor occupancy probability and therefore cannot be neglected. Using Monte Carlo simulations we validated our analytical solution for instantaneous calcium influx and that through voltage-gated calcium channels. We present a fast and rigorous analytical tool that permits a systematic exploration of the influence of various biophysical parameters on molecular interactions within cells, and which can serve as a building block for more general cell signaling simulators.

Surface hopping propagator: An alternative approach to diffusion-influenced reactions.

Dynamics of a particle diffusing in a confinement can be seen a sequence of bulk-diffusion-mediated hops on the confinement surface. Here, we investigate the surface hopping propagator that describes the position of the diffusing particle after a prescribed number of encounters with that surface. This quantity plays the central role in diffusion-influenced reactions and determines their most common characteristics such as the propagator, the first-passage time distribution, and the reaction rate. We derive explicit formulas for the surface hopping propagator and related quantities for several Euclidean domains: half-space, circular annuli, circular cylinders, and spherical shells. These results provide the theoretical ground for studying diffusion-mediated surface phenomena. The behavior of the surface hopping propagator is investigated for both "immortal" and "mortal" particles.

The localization regime in a nutshell.

High diffusion-sensitizing magnetic field gradients have been more and more often applied nowadays to achieve a better characterization of the microstructure. As the resulting spin-echo signal significantly deviates from the conventional Gaussian form, various models have been employed to interpret these deviations and to relate them with the microstructural properties of a sample. In this paper, we argue that the non-Gaussian behavior of the signal is a generic universal feature of the Bloch-Torrey equation. We provide a simple yet rigorous description of the localization regime emerging at high extended gradients and identify its origin as a symmetry breaking at the reflecting boundary. We compare the consequent non-Gaussian signal decay to other diffusion NMR regimes such as slow-diffusion, motional-narrowing and diffusion-diffraction regimes. We emphasize limitations of conventional perturbative techniques and advocate for non-perturbative approaches which may pave a way to new imaging modalities in this field.

Pseudo-Darwinian evolution of physical flows in complex networks.

The evolution of complex transport networks is investigated under three strategies of link removal: random, intentional attack and "Pseudo-Darwinian" strategy. At each evolution step and regarding the selected strategy, one removes either a randomly chosen link, or the link carrying the strongest flux, or the link with the weakest flux, respectively. We study how the network structure and the total flux between randomly chosen source and drain nodes evolve. We discover a universal power-law decrease of the total flux, followed by an abrupt transport collapse. The time of collapse is shown to be determined by the average number of links per node in the initial network, highlighting the importance of this network property for ensuring safe and robust transport against random failures, intentional attacks and maintenance cost optimizations.

Paradigm Shift in Diffusion-Mediated Surface Phenomena.

Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation, and filtration processes. Their current description via diffusion equations with mixed boundary conditions is limited to simple surface reactions with infinite or constant reactivity. In this Letter, we propose a probabilistic approach based on the concept of boundary local time to investigate the intricate dynamics of diffusing particles near a reactive surface. Reformulating surface-particle interactions in terms of stopping conditions, we obtain in a unified way major diffusion-reaction characteristics such as the propagator, the survival probability, the first-passage time distribution, and the reaction rate. This general formalism allows us to describe new surface reaction mechanisms such as for instance surface reactivity depending on the number of encounters with the diffusing particle that can model the effects of catalyst fooling or membrane degradation. The disentanglement of the geometric structure of the medium from surface reactivity opens far-reaching perspectives for modeling, optimization, and control of diffusion-mediated surface phenomena.

Diffusion toward non-overlapping partially reactive spherical traps: Fresh insights onto classic problems.

Several classic problems for particles diffusing outside an arbitrary configuration of non-overlapping partially reactive spherical traps in three dimensions are revisited. For this purpose, we describe the generalized method of separation of variables for solving boundary value problems of the associated modified Helmholtz equation. In particular, we derive a semi-analytical solution for the Green function that is the key ingredient to determine various diffusion-reaction characteristics such as the survival probability, the first-passage time distribution, and the reaction rate. We also present modifications of the method to determine numerically or asymptotically the eigenvalues and eigenfunctions of the Laplace operator and the Dirichlet-to-Neumann operator in such perforated domains. Some potential applications in chemical physics and biophysics are discussed, including diffusion-controlled reactions for mortal particles.

Diffusion-influenced reactions on non-spherical partially absorbing axisymmetric surfaces.

The calculation of the diffusion-controlled reaction rate for partially absorbing, non-spherical boundaries presents a formidable problem of broad relevance. In this paper we take the reference case of a spherical boundary and work out a perturbative approach to get a simple analytical formula for the first-order correction to the diffusive flux onto a non-spherical partially absorbing surface of revolution. To assess the range of validity of this formula, we derive exact and approximate expressions for the reaction rate in the case of partially absorbing prolate and oblate spheroids. We also present numerical solutions by a finite-element method that extend the validity analysis beyond spheroidal shapes. Our perturbative solution provides a handy way to quantify the effect of non-sphericity on the rate of capture in the general case of partial surface reactivity.

Reversible reactions controlled by surface diffusion on a sphere.

We study diffusion of particles on the surface of a sphere toward a partially reactive circular target with partly reversible binding kinetics. We solve the coupled diffusion-reaction equations and obtain the exact expressions for the time-dependent concentration of particles and the total diffusive flux. Explicit asymptotic formulas are derived in the small target limit. This study reveals the strong effects of reversible binding kinetics onto diffusion-mediated reactions that may be relevant for many biochemical reactions on cell membranes.