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.

Nature 534 356 doi: 10.1038/nature18272

Nature Physical Sciences Research

 
STRATEGIES FOR A COMPANY’S INTELLECTUAL PROPERTY. IP protection is a part of your business strategy and matches your commercial goals. A simple IP strategy is to protect your product and service by getting patent, trademark and copyright certificates.
 

U.S. COMPANY REGISTRATION. We help our foreign clients with registering U.S. business to support moving their innovations to U.S. market. We assist in navigating the process of setting up a new business and support while it grows.

EXHIBITION PRESENTATION. We are working with major organizers of international conferences in USA. We discuss in advance all possible discounts and available places for your expositions.