Leftward, rightward, and complete exit-time distributions of jump processes.

First-passage properties of continuous stochastic processes confined in a one-dimensional interval are well described. However, for jump processes (discrete random walks), the characterization of the corresponding observables remains elusive, despite their relevance in various contexts. Here we derive exact asymptotic expressions for the leftward, rightward, and complete exit-time distributions from the interval [0,x] for symmetric jump processes starting from x_{0}=0, in the large x and large time limit. We show that both the leftward probability F_{[under 0]̲,x}(n) to exit through 0 at step n and rightward probability F_{0,[under x]̲}(n) to exit through x at step n exhibit a universal behavior dictated by the large-distance decay of the jump distribution parametrized by the Levy exponent µ. In particular, we exhaustively describe the n≪(x/a_{µ})^{µ} and n≫(x/a_{µ})^{µ} limits and obtain explicit results in both regimes. Our results finally provide exact asymptotics for exit-time distributions of jump processes in regimes where continuous limits do not apply.

Range-Controlled Random Walks.

We introduce range-controlled random walks with hopping rates depending on the range N, that is, the total number of previously distinct visited sites. We analyze a one-parameter class of models with a hopping rate N^{a} and determine the large time behavior of the average range, as well as its complete distribution in two limit cases. We find that the behavior drastically changes depending on whether the exponent a is smaller, equal, or larger than the critical value, a_{d}, depending only on the spatial dimension d. When a>a_{d}, the forager covers the infinite lattice in a finite time. The critical exponent is a_{1}=2 and a_{d}=1 when d≥2. We also consider the case of two foragers who compete for food, with hopping rates depending on the number of sites each visited before the other. Surprising behaviors occur in 1D where a single walker dominates and finds most of the sites when a>1, while for a<1, the walkers evenly explore the line. We compute the gain of efficiency in visiting sites by adding one walker.

Imperfect narrow escape problem.

We consider the kinetics of the imperfect narrow escape problem, i.e., the time it takes for a particle diffusing in a confined medium of generic shape to reach and to be adsorbed by a small, imperfectly reactive patch embedded in the boundary of the domain, in two or three dimensions. Imperfect reactivity is modeled by an intrinsic surface reactivity κ of the patch, giving rise to Robin boundary conditions. We present a formalism to calculate the exact asymptotics of the mean reaction time in the limit of large volume of the confining domain. We obtain exact explicit results in the two limits of large and small reactivities of the reactive patch, and a semianalytical expression in the general case. Our approach reveals an anomalous scaling of the mean reaction time as the inverse square root of the reactivity in the large-reactivity limit, valid for an initial position near the extremity of the reactive patch. We compare our exact results with those obtained within the "constant flux approximation"; we show that this approximation turns out to give exactly the next-to-leading-order term of the small-reactivity limit, and provides a good approximation of the reaction time far from the reactive patch for all reactivities, but not in the vicinity of the boundary of the reactive patch due to the above-mentioned anomalous scaling. These results thus provide a general framework to quantify the mean reaction times for the imperfect narrow escape problem.

Splitting Probabilities of Symmetric Jump Processes.

We derive a universal, exact asymptotic form of the splitting probability for symmetric continuous jump processes, which quantifies the probability π_{0,[under x]_}(x_{0}) that the process crosses x before 0 starting from a given position x_{0}∈[0,x] in the regime x_{0}≪x. This analysis provides in particular a fully explicit determination of the transmission probability (x_{0}=0), in striking contrast with the trivial prediction π_{0,[under x]_}(0)=0 obtained by taking the continuous limit of the process, which reveals the importance of the microscopic properties of the dynamics. These results are illustrated with paradigmatic models of jump processes with applications to light scattering in heterogeneous media in realistic 3D slab geometries. In this context, our explicit predictions of the transmission probability, which can be directly measured experimentally, provide a quantitative characterization of the effective random process describing light scattering in the medium.

Everlasting impact of initial perturbations on first-passage times of non-Markovian random walks.

Persistence, defined as the probability that a signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. Often, persistence decays algebraically with time with non trivial exponents. However, general analytical methods to calculate persistence exponents cannot be applied to the ubiquitous case of non-Markovian systems relaxing transiently after an imposed initial perturbation. Here, we introduce a theoretical framework that enables the non-perturbative determination of persistence exponents of Gaussian non-Markovian processes with non stationary dynamics relaxing to a steady state after an initial perturbation. Two situations are analyzed: either the system is subjected to a temperature quench at initial time, or its past trajectory is assumed to have been observed and thus known. Our theory covers the case of spatial dimension higher than one, opening the way to characterize non-trivial reaction kinetics for complex systems with non-equilibrium initial conditions.

Joint statistics of space and time exploration of one-dimensional random walks.

The statistics of first-passage times of random walks to target sites has proved to play a key role in determining the kinetics of space exploration in various contexts. In parallel, the number of distinct sites visited by a random walker and related observables has been introduced to characterize the geometry of space exploration. Here, we address the question of the joint distribution of the first-passage time to a target and the number of distinct sites visited when the target is reached, which fully quantifies the coupling between the kinetics and geometry of search trajectories. Focusing on one-dimensional systems, we present a general method and derive explicit expressions of this joint distribution for several representative examples of Markovian search processes. In addition, we obtain a general scaling form, which holds also for non-Markovian processes and captures the general dependence of the joint distribution on its space and time variables. We argue that the joint distribution has important applications to various problems, such as a conditional form of the Rosenstock trapping model, and the persistence properties of self-interacting random walks.

Distribution of the span of one-dimensional confined random processes before hitting a target.

We derive the distribution of the number of distinct sites visited by a random walker before hitting a target site of a finite one-dimensional (1D) domain. Our approach holds for the general class of Markovian processes with connected span-i.e., whose trajectories have no "holes." We show that the distribution can be simply expressed in terms of splitting probabilities only. We provide explicit results for classical examples of random processes with relevance to target search problems, such as simple symmetric random walks, biased random walks, persistent random walks, and resetting random walks. As a by-product, explicit expressions for the splitting probabilities of all these processes are given. Extensions to reflecting boundary conditions, continuous processes, and an example of a random process with a nonconnected span are discussed.

Sustainable engineering of sewers and sewage treatment plants for scenarios with urine diversion.

Urine diversion (UD) has been studied for decades as a way to enable distributed sanitation and to recycle nutrients onto land to fuel circular economies. No study to date has attempted a quantitative technical and economic analysis of the downstream effects of UD on sewage transport and treatment. This work used the SeweX model to reveal for the first time that through UD, hydrogen sulfide concentration in sewer headspaces can be reduced, and consequently sewer corrosion can be reduced. For a long rising main of 5 km, sewer headspace H2S can be reduced from 280 ppm to 200 ppm by diverting 75% of the urine. The same scenario enables the reduction of sewer corrosion from 12 to 10 mm/yr. Modeling sewage treatment plants with BioWin showed that sewage treatment responds to UD with a sharp reduction of the anoxic volume and a decrease of energy requirement by up to 50% at 75% UD. An upgrade of bioreactors to increase capacity by 20% can be completely avoided if 7% of the catchment's urine is diverted. Reductions in upgrade expenditure by up to 75% can provide the economic incentive for the uptake of UD.

Anomalous persistence exponents for normal yet aging diffusion.

The persistence exponent θ, which characterizes the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. So far, anomalous values of the persistence exponent (θ≠1/2) were obtained, but only for anomalous processes (i.e., with Hurst exponent H≠1/2). Here we exhibit examples of ageing processes which, even if they display asymptotically a normal diffusive scaling (H=1/2), are characterized by anomalous persistent exponents that we determine analytically. Based on this analysis, we propose the following general criterion: The persistence exponent of asymptotically diffusive processes is anomalous if the increments display ageing and depend on the observation time T at all timescales.

Survival probability of stochastic processes beyond persistence exponents.

For many stochastic processes, the probability [Formula: see text] of not-having reached a target in unbounded space up to time [Formula: see text] follows a slow algebraic decay at long times, [Formula: see text]. This is typically the case of symmetric compact (i.e. recurrent) random walks. While the persistence exponent [Formula: see text] has been studied at length, the prefactor [Formula: see text], which is quantitatively essential, remains poorly characterized, especially for non-Markovian processes. Here we derive explicit expressions for [Formula: see text] for a compact random walk in unbounded space by establishing an analytic relation with the mean first-passage time of the same random walk in a large confining volume. Our analytical results for [Formula: see text] are in good agreement with numerical simulations, even for strongly correlated processes such as Fractional Brownian Motion, and thus provide a refined understanding of the statistics of longest first-passage events in unbounded space.

Tracer diffusion in crowded narrow channels.

We summarise different results on the diffusion of a tracer particle in lattice gases of hard-core particles with stochastic dynamics, which are confined to narrow channels-single-files, comb-like structures and quasi-one-dimensional channels with the width equal to several particle diameters. We show that in such geometries a surprisingly rich, sometimes even counter-intuitive, behaviour emerges, which is absent in unbounded systems. This is well-documented for the anomalous diffusion in single-files. Less known is the anomalous dynamics of a tracer particle in crowded branching single-files-comb-like structures, where several kinds of anomalous regimes take place. In narrow channels, which are broader than single-files, one encounters a wealth of anomalous behaviours in the case where the tracer particle is subject to a regular external bias: here, one observes an anomaly in the temporal evolution of the tracer particle velocity, super-diffusive at transient stages, and ultimately a giant diffusive broadening of fluctuations in the position of the tracer particle, as well as spectacular multi-tracer effects of self-clogging of narrow channels. Interactions between a biased tracer particle and a confined crowded environment also produce peculiar patterns in the out-of-equilibrium distribution of the environment particles, very different from the ones appearing in unbounded systems. For moderately dense systems, a surprising effect of a negative differential mobility takes place, such that the velocity of a biased tracer particle can be a non-monotonic function of the force. In some parameter ranges, both the velocity and the diffusion coefficient of a biased tracer particle can be non-monotonic functions of the density. We also survey different results obtained for a tracer particle diffusion in unbounded systems, which will permit a reader to have an exhaustively broad picture of the tracer diffusion in crowded environments.

Universal first-passage statistics in aging media.

It has been known for a long time that the kinetics of diffusion-limited reactions can be quantified by the time needed for a diffusing molecule to reach a target: the first-passage time (FPT). So far the general determination of the mean first-passage time to a target in confinement has left aside aging media, such as glassy materials, cellular media, or cold atoms in optical lattices. Here we consider general non-Markovian scale-invariant diffusion processes, which model a broad class of transport processes of molecules in aging media, and demonstrate that all the moments of the FPT obey universal scalings with the confining volume with nontrivial exponents. Our analysis shows that a nonlinear scaling with the volume of the mean FPT, which quantities the mean reaction time, is the hallmark of aging and provides a general tool to quantify its impact on reaction kinetics in confinement.

Optimally frugal foraging.

We introduce the frugal foraging model in which a forager performs a discrete-time random walk on a lattice in which each site initially contains S food units. The forager metabolizes one unit of food at each step and starves to death when it last ate S steps in the past. Whenever the forager eats, it consumes all food at its current site and this site remains empty forever (no food replenishment). The crucial property of the forager is that it is frugal and eats only when encountering food within at most k steps of starvation. We compute the average lifetime analytically as a function of the frugality threshold and show that there exists an optimal strategy, namely, an optimal frugality threshold k^{*} that maximizes the forager lifetime.

Does greed help a forager survive?

We investigate the role of greed on the lifetime of a random-walking forager on an initially resource-rich lattice. Whenever the forager lands on a food-containing site, all the food there is eaten and the forager can hop S more steps without food before starving. Upon reaching an empty site, the forager comes one time unit closer to starvation. The forager is also greedy-given a choice to move to an empty or to a food-containing site in its local neighborhood, the forager moves preferentially toward food. Surprisingly, the forager lifetime varies nonmonotonically with greed, with different senses of the nonmonotonicity in one and two dimensions. Also unexpectedly, the forager lifetime in one dimension has a huge peak for very negative greed where the forager is food averse.

Search in patchy media: Exploitation-exploration tradeoff.

How to best exploit patchy resources? We introduce a minimal exploitation-migration model that incorporates the coupling between a searcher's trajectory, modeled by a random walk, and ensuing depletion of the environment by the searcher's consumption of resources. The searcher also migrates to a new patch when it takes S consecutive steps without finding resources. We compute the distribution of consumed resources F_{t} at time t for this non-Markovian searcher and show that consumption is maximized by exploring multiple patches. In one dimension, we derive the optimal strategy to maximize F_{t}. This strategy is robust with respect to the distribution of resources within patches and the criterion for leaving the current patch. We also show that F_{t} has an optimum in the ecologically relevant case of two-dimensional patchy environments.

Mean first-passage times of non-Markovian random walkers in confinement.

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.

Nonlinear response and emerging nonequilibrium microstructures for biased diffusion in confined crowded environments.

We study analytically the dynamics and the microstructural changes of a host medium caused by a driven tracer particle moving in a confined, quiescent molecular crowding environment. Imitating typical settings of active microrheology experiments, we consider here a minimal model comprising a geometrically confined lattice system (a two-dimensional striplike or a three-dimensional capillary-like system) populated by two types of hard-core particles with stochastic dynamics (a tracer particle driven by a constant external force and bath particles moving completely at random). Resorting to a decoupling scheme, which permits us to go beyond the linear-response approximation (Stokes regime) for arbitrary densities of the lattice gas particles, we determine the force-velocity relation for the tracer particle and the stationary density profiles of the host medium particles around it. These results are validated a posteriori by extensive numerical simulations for a wide range of parameters. Our theoretical analysis reveals two striking features: (a) We show that, under certain conditions, the terminal velocity of the driven tracer particle is a nonmonotonic function of the force, so in some parameter range the differential mobility becomes negative, and (b) the biased particle drives the whole system into a nonequilibrium steady state with a stationary particle density profile past the tracer, which decays exponentially, in sharp contrast with the behavior observed for unbounded lattices, where an algebraic decay is known to take place.

Universality classes of foraging with resource renewal.

We determine the impact of resource renewal on the lifetime of a forager that depletes its environment and starves if it wanders too long without eating. In the framework of a minimal starving random-walk model with resource renewal, there are three universal classes of behavior as a function of the renewal time. For sufficiently rapid renewal, foragers are immortal, while foragers have a finite lifetime otherwise. In the specific case of one dimension, there is a third regime, for sufficiently slow renewal, in which the lifetime of the forager is independent of the renewal time. We outline an enumeration method to determine the mean lifetime of the forager in the mortal regime.

A Phase 2 Randomized Study Investigating the Efficacy and Safety of Myostatin Antibody LY2495655 versus Placebo in Patients Undergoing Elective Total Hip Arthroplasty.

BACKGROUND: Total hip arthroplasty relieves joint pain in patients with end stage osteoarthritis. However, postoperative muscle atrophy often results in suboptimal lower limb function. There is a need to improve functional recovery after total hip arthroplasty. OBJECTIVES: To assess safety and efficacy of LY2495655, a humanized monoclonal antibody targeting myostatin, in patients undergoing elective total hip arthroplasty. DESIGN: Phase 2, randomized, parallel, double-blind, 12-week clinical trial with a 12-week follow-up period. SETTING: Forty-two sites in 11 countries. PARTICIPANTS: Individuals (N=400) aged ≥50 years scheduled for elective total hip arthroplasty for osteoarthritis within 10 ± 6 days after randomization. INTERVENTION: Placebo or LY2495655 (35 mg, 105 mg, or 315 mg) subcutaneous injections at weeks 0 (randomization date), 4, 8, and 12 with follow up until week 24. MEASUREMENTS: Primary endpoint: probability that LY2495655 increases appendicular lean mass (operated limb excluded) by at least 2.5% more than placebo at week 12, using dual-energy x-ray absorptiometry. Exploratory endpoints: muscle strength, performance based and self-reported measures of physical function, and whole body composition over time. RESULTS: Participants: 59% women, aged 69 ± 8 years, BMI 29 ± 5 kg/m2. Groups were comparable at baseline. The primary objective was not reached as LY2495655 changes in lean mass did not meet the superiority threshold at week 12. However, LY2495655 105 and LY2495655 315 experienced progressive increases in appendicular lean mass that were statistically significant versus placebo at weeks 8 and 16. Whole body fat mass decreased in LY2495655 315 versus placebo at weeks 8 and 16. No meaningful differences were detected between groups in other exploratory endpoints. Injection site reactions occurred more often in LY2495655 patients than in placebo patients. No other safety signals were detected. CONCLUSION: Dose-dependent increases in appendicular lean body mass and decreases in fat mass were observed, although this study did not achieve the threshold of its primary objective.

Diffusion and Subdiffusion of Interacting Particles on Comblike Structures.

We study the dynamics of a tracer particle (TP) on a comb lattice populated by randomly moving hard-core particles in the dense limit. We first consider the case where the TP is constrained to move on the backbone of the comb only. In the limit of high density of the particles, we present exact analytical results for the cumulants of the TP position, showing a subdiffusive behavior ∼t^{3/4}. At longer times, a second regime is observed where standard diffusion is recovered, with a surprising nonanalytical dependence of the diffusion coefficient on the particle density. When the TP is allowed to visit the teeth of the comb, based on a mean-field-like continuous time random walk description, we unveil a rich and complex scenario with several successive subdiffusive regimes, resulting from the coupling between the geometrical constraints of the comb lattice and particle interactions. In this case, remarkably, the presence of hard-core interactions asymptotically speeds up the TP motion along the backbone of the structure.