arXiv subjects

D. S. Grebenkov

Publications and source records attributed to D. S. Grebenkov.

At least 19 recordsLinked to original sources

arXiv2026

Asymptotic Analysis of the Narrow Escape and Berg-Purcell problems on general three-dimensional domains with reactive boundary patches

We present an asymptotic analysis of two diffusive capture problems in general smooth closed three-dimensional geometries with multiple small reactive boundary patches of arbitrary shapes. (i) The narrow escape problem seeks to determine the escape rate of Brownian particles from an enclosed region through small boundary windows. (ii) The related Berg-Purcell (or narrow entrance) problem seeks to resolve the capture rate for signaling molecules diffusing outside the cell and entering through localized reactions at membrane-bound receptors. We obtain matched asymptotic solutions of these two problems and thus address the long-standing challenge of describing the role that curvature and local reactivities play in modulating diffusive capture rates. Our explicit expansions quantify local effects on diffusive capture through the sizes, shapes, and reactivities of the patches together with the principal curvatures of the manifold at each patch. In turn, we examine global effects on diffusive capture such as the spatial configuration of patches on the manifold, as encloded by the associated surface Neumann Green's function and its regular part. The accuracy of our asymptotic formulas is validated against a full numerical solution for an ellipsoidal domain. Overall, our results yield new insights on how geometry and stochasticity combine to shape the dynamics of various biological processes.

math.AP↗

arXiv2022

First-encounter time of two diffusing particles in two- and three-dimensional confinement

The statistics of the first-encounter time of diffusing particles changes drastically when they are placed under confinement. In the present work, we make use of Monte Carlo simulations to study the behavior of a two-particle system in two- and three-dimensional domains with reflecting boundaries. Based on the outcome of the simulations, we give a comprehensive overview of the behavior of the survival probability $S(t)$ and the associated first-encounter time probability density $H(t)$ over a broad time range spanning several decades. In addition, we provide numerical estimates and empirical formulas for the mean first-encounter time $\langle \cal{T}\rangle $, as well as for the decay time $T$ characterizing the monoexponential long-time decay of the survival probability. Based on the distance between the boundary and the center of mass of two particles, we obtain an empirical lower bound $t_B$ for the time at which $S(t)$ starts to significantly deviate from its counterpart for the no boundary case. Surprisingly, for small-sized particles, the dominant contribution to $T$ depends only on the total diffusivity $D=D_1+D_2$, in sharp contrast to the one-dimensional case. This contribution can be related to the Wiener sausage generated by a fictitious Brownian particle with diffusivity $D$. In two dimensions, the first subleading contribution to $T$ is found to depend weakly on the ratio $D_1/D_2$. We also investigate the slow-diffusion limit when $D_2 \ll D_1$ and discuss the transition to the limit when one particle is a fixed target. Finally, we give some indications to anticipate when $T$ can be expected to be a good approximation for $\langle \cal{T}\rangle$.

cond-mat.stat-mech↗

arXiv2021

A physicist's guide to explicit summation formulas involving zeros of Bessel functions and related spectral sums

We summarize the mathematical basis and practical hints for the explicit analytical computation of spectral sums that involve the eigenvalues of the Laplace operator in simple domains. Such spectral sums appear as spectral expansions of heat kernels, survival probabilities, first-passage time densities, and reaction rates in many diffusion-oriented applications. As the eigenvalues are determined by zeros of an appropriate linear combination of a Bessel function and its derivative, there are powerful analytical tools for computing such spectral sums. We discuss three main strategies: representations of meromorphic functions as sums of partial fractions, Fourier-Bessel and Dini series, and direct evaluation of the Laplace-transformed heat kernels. The major emphasis is put on a pedagogic introduction, the practical aspects of these strategies, their advantages and limitations. The review summarizes many summation formulas for spectral sums that are dispersed in the literature.

math-ph↗

arXiv2020

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.

cond-mat.stat-mech↗

arXiv2020

Exact first-passage time distributions for three random diffusivity models

We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}_t=\sqrt{2 D_0 V(B_t)}\,ξ_t$, where $ξ_t$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, and $V(B_t)$ is a stochastic "diffusivity" (noise strength), which itself is a functional of independent Brownian motion $B_t$. We derive exact, compact expressions for the probability density functions (PDFs) of the first passage time (FPT) $t$ from a fixed location $x_0$ to the origin for three different realisations of the stochastic diffusivity: a cut-off case $V(B_t) =Θ(B_t)$ (Model I), where $Θ(x)$ is the Heaviside theta function; a Geometric Brownian Motion $V(B_t)=\exp(B_t)$ (Model II); and a case with $V(B_t)=B_t^2$ (Model III). We realise that, rather surprisingly, the FPT PDF has exactly the Lévy-Smirnov form (specific for standard Brownian motion) for Model II, which concurrently exhibits a strongly anomalous diffusion. For Models I and III either the left or right tails (or both) have a different functional dependence on time as compared to the Lévy-Smirnov density. In all cases, the PDFs are broad such that already the first moment does not exist. Similar results are obtained in three dimensions for the FPT PDF to an absorbing spherical target.

cond-mat.stat-mech↗

arXiv2020

First-encounter time of two diffusing particles in confinement

We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we focus on two one-dimensional settings: a half-line and an interval. We first consider the case with equal particle diffusivities, for which exact results can be obtained for the survival probability and the associated first-encounter time density over the full time domain. We also evaluate the moments of the first-encounter time when they exist. We then turn to the case when the diffusivities are not equal, and focus on the long-time behavior of the survival probability. Our results highlight the great impact of boundary effects in diffusion-controlled kinetics even for simple one-dimensional settings, as well as the difficulty of obtaining analytic results as soon as translational invariance of such systems is broken.

cond-mat.stat-mech↗

arXiv2020

Universal spectral features of different classes of random diffusivity processes

.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments and the displacement probability density function. Here we develop the complementary power spectral description for a broad class of random diffusivity processes. In our approach we cater for typical single particle tracking data in which a small number of trajectories with finite duration are garnered. Apart from the diffusing-diffusivity model we study a range of previously unconsidered random diffusivity processes, for which we obtain exact forms of the probability density function. These new processes are different versions of jump processes as well as functionals of Brownian motion. The resulting behaviour subtly depends on the specific model details. Thus, the central part of the probability density function may be Gaussian or non-Gaussian, and the tails may assume Gaussian, exponential, log-normal or even power-law forms. For all these models we derive analytically the moment-generating function for the single-trajectory power spectral density. We establish the generic $1/f^2$-scaling of the power spectral density as function of frequency in all cases. Moreover, we establish the probability density for the amplitudes of the random power spectral density of individual trajectories. The latter functions reflect the very specific properties of the different random diffusivity models considered here. Our exact results are in excellent agreement with extensive numerical simulations.

cond-mat.stat-mech↗

arXiv2019

Full distribution of first exit times in the narrow escape problem

In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small "escape window" in the otherwise impermeable boundary, once it arrives to this window and over-passes an entropic barrier at the entrance to it. This generic problem is mathematically identical to that of a diffusion-mediated reaction with a partially-reactive site on the container's boundary. Considerable knowledge is available on the dependence of the mean first-reaction time (FRT) on the pertinent parameters. We here go a distinct step further and derive the full FRT distribution for the NEP. We demonstrate that typical FRTs may be orders of magnitude shorter than the mean one, thus resulting in a strong defocusing of characteristic temporal scales. We unveil the geometry-control of the typical times, emphasising the role of the initial distance to the target as a decisive parameter. A crucial finding is the further FRT defocusing due to the barrier, necessitating repeated escape or reaction attempts interspersed with bulk excursions. These results add new perspectives and offer a broad comprehension of various features of the by-now classical NEP that are relevant for numerous biological and technological systems.

cond-mat.stat-mech↗

arXiv2019

Heterogeneities Shape Passive Intracellular Transport

A living cell's interior is one of the most complex and intrinsically dynamic systems, providing an elaborate interplay between cytosolic crowding and ATP-driven motion, which controls cellular functionality. Here, we investigated two distinct fundamental features of the merely passive, not-bio-motor shuttled material transport within the cytoplasm of Dictyostelium discoideum cells: the anomalous non-linear scaling of the mean-squared displacement of a 150nm-diameter particle and non-Gaussian distribution of increments. Relying on single-particle tracking data of 320,000 data points, we performed a systematic analysis of four possible origins for non-Gaussian transport: (1) sample-based variability, (2) rare occurring strong motion events, (3) ergodicity breaking/ageing, and (4) spatio-temporal heterogeneities of the intracellular medium. After excluding the first three reasons, we investigated the remaining hypothesis of a heterogeneous cytoplasm as cause for non-Gaussian transport. A novel fit model with randomly distributed diffusivities implementing medium heterogeneities suits the experimental data. Strikingly, the non-Gaussian feature is independent of the cytoskeleton condition and lag time. This reveals that efficiency and consistency of passive intracellular transport and the related anomalous scaling of the mean-squared displacement are regulated by cytoskeleton components, while cytoplasmic heterogeneities are responsible for the generic, non-Gaussian distribution of increments.

physics.bio-ph↗

arXiv2018

A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of "diffusing diffusivity" models, the diffusivity changes continuously via a prescribed stochastic equation. In turn, the diffusivity switches randomly between discrete values in the second class of "switching diffusion" models. For both cases, we quantify the impact of the diffusivity dynamics onto the first-passage time distribution of a particle via the moment-generating function of the integrated diffusivity. We provide general formulas and some explicit solutions for some particular cases of practical interest.

cond-mat.stat-mech↗

arXiv2018

Emergence of correlations between securities at short time scales

The correlation matrix is the key element in optimal portfolio allocation and risk management. In particular, the eigenvectors of the correlation matrix corresponding to large eigenvalues can be used to identify the market mode, sectors and style factors. We investigate how these eigenvalues depend on the time scale of securities returns in the U.S. market. For this purpose, one-minute returns of the largest 533 U.S. stocks are aggregated at different time scales and used to estimate the correlation matrix and its spectral properties. We propose a simple lead-lag factor model to capture and reproduce the observed time-scale dependence of eigenvalues. We reveal the emergence of several dominant eigenvalues as the time scale increases. This important finding evidences that the underlying economic and financial mechanisms determining the correlation structure of securities depend as well on time scales.

q-fin.TR↗

arXiv2018

Semi-analytical computation of Laplacian Green functions in three-dimensional domains with disconnected spherical boundaries

We apply the generalized method of separation of variables (GMSV) to solve boundary value problems for the Laplace operator in three-dimensional domains with disconnected spherical boundaries (i.e., an arbitrary configuration of non-overlapping partially reactive spherical sinks or obstacles). We consider both exterior and interior problems and all most common boundary conditions: Dirichlet, Neumann, Robin, and conjugate one. Using the translational addition theorems for solid harmonics to switch between the local spherical coordinates, we obtain a semi-analytical expression of the Green function as a linear combination of partial solutions whose coefficients are fixed by boundary conditions. Although the numerical computation of the coefficients involves series truncation and matrix inversion, the use of the solid harmonics as basis functions naturally adapted to the intrinsic symmetries of the problem makes the GMSV particularly efficient, especially for exterior problems. The obtained Green function is the key ingredient to solve boundary value problems and to determine various characteristics of stationary diffusion such as reaction rate, escape probability, harmonic measure, residence time, and mean first passage time, to name but a few. The relevant aspects of the numerical implementation and potential applications in chemical physics, heat transfer, electrostatics, and hydrodynamics are discussed.

physics.comp-ph↗

arXiv2017

Mode matching methods for spectral and scattering problems

We present several applications of mode matching methods in spectral and scattering problems. First, we consider the eigenvalue problem for the Dirichlet Laplacian in a finite cylindrical domain that is split into two subdomains by a "perforated" barrier. We prove that the first eigenfunction is localized in the larger subdomain, i.e., its $L_2$ norm in the smaller subdomain can be made arbitrarily small by setting the diameter of the "holes" in the barrier small enough. This result extends the well known localization of Laplacian eigenfunctions in dumbbell domains. We also discuss an extension to noncylindrical domains with radial symmetry. Second, we study a scattering problem in an infinite cylindrical domain with two identical perforated barriers. If the holes are small, there exists a low frequency at which an incident wave is fully transmitted through both barriers. This result is counter-intuitive as a single barrier with the same holes would fully reflect incident waves with low frequences.

math-ph↗

arXiv2017

On spectral properties of the Bloch-Torrey operator in two dimensions

We investigate a two-dimensional Schrödinger operator, $-h^2 Δ+iV(x)$, with a purely complex potential $iV(x)$. A rigorous definition of this non-selfadjoint operator is provided for bounded and unbounded domains with common boundary conditions (Dirichlet, Neumann, Robin and transmission). We propose a general perturbative approach to construct its quasimodes in the semi-classical limit. An alternative WKB construction is also discussed. These approaches are local and thus valid for both bounded and unbounded domains, allowing one to compute the approximate eigenvalues to any order in the small $h$ limit. The general results are further illustrated on the particular case of the Bloch-Torrey operator, $-h^2Δ+ ix_1$, for which a four-term asymptotics is explicitly computed. Its high accuracy is confirmed by a numerical computation of the eigenvalues and eigenfunctions of this operator for a disk and circular annuli. The localization of eigenfunctions near the specific boundary points is revealed. Some applications in the field of diffusion nuclear magnetic resonance are discussed.

math.SP↗

arXiv2017

Unravelling intermittent features in single particle trajectories by a local convex hull method

We propose a new model-free method to detect change points between distinct phases in a single random trajectory of an intermittent stochastic process. The local convex hull (LCH) is constructed for each trajectory point, while its geometric properties (e.g., the diameter or the volume) are used as discriminators between phases. The efficiency of the LCH method is validated for six models of intermittent motion, including Brownian motion with different diffusivities or drifts, fractional Brownian motion with different Hurst exponents, and surface-mediated diffusion. We discuss potential applications of the method for detection of active and passive phases in the intracellular transport, temporal trapping or binding of diffusing molecules, alternating bulk and surface diffusion, run and tumble (or search) phases in the motion of bacteria and foraging animals, and instantaneous firing rates in neurons.

cond-mat.stat-mech↗

arXiv2016

The escape problem for mortal walkers

We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a first-order kinetics (i.e., exponentially distributed lifetimes), we study the effect of the associated death rate onto the survival probability, the exit probability, and the mean first passage time. We derive the upper and lower bounds and some approximations for these quantities. We reveal three asymptotic regimes of small, intermediate and large death rates. General estimates and asymptotics are compared to several explicit solutions for simple domains, and to numerical simulations. These results allow one to account for stochastic photobleaching of fluorescent tracers in bio-imaging, degradation of mRNA molecules in genetic translation mechanisms, or high mortality rates of spermatozoa in the fertilization process. This is also a mathematical ground for optimizing storage containers and materials to reduce the risk of leakage of dangerous chemicals or nuclear wastes.

physics.chem-ph↗

arXiv2016

The complex Airy operator with a semi-permeable barrier

We consider a suitable extension of the complex Airy operator, $-d^2/dx^2 + ix$, on the real line with a transmission boundary condition at the origin. We provide a rigorous definition of this operator and study its spectral properties. In particular, we show that the spectrum is discrete, the space generated by the generalized eigenfunctions is dense in $L^2$ (completeness), and we analyze the decay of the associated semi-group. We also present explicit formulas for the integral kernel of the resolvent in terms of Airy functions, investigate its poles, and derive the resolvent estimates.

math-ph↗

arXiv2015

Analytical theory of oxygen transfer in the human placenta

We propose an analytical approach to solving the diffusion-convection equations governing oxygen transport in the human placenta. We show that only two geometrical characteristics of a placental cross-section, villi density and the effective villi radius, are needed to predict fetal oxygen uptake. We also identify two combinations of physiological parameters that determine oxygen uptake in a given placenta: (i) the maximal oxygen inflow of a placentone if there were no tissue blocking the flow, and (ii) the ratio of transit time of maternal blood through the intervillous space to oxygen extraction time. We derive analytical formulas for fast and simple calculation of oxygen uptake and provide two diagrams of efficiency of oxygen transport in an arbitrary placental cross-section. We finally show that artificial perfusion experiments with no-hemoglobin blood tend to give a two-orders-of-magnitude underestimation of the in vivo oxygen uptake and that the optimal geometry for such setup alters significantly. The theory allows one to adjust the results of artificial placenta perfusion experiments to account for oxygen-hemoglobin dissociation. Combined with image analysis techniques, the presented model can give an easy-to-use tool for prediction of the human placenta efficiency.

q-bio.QM↗