arXiv subjects

J. Klafter

Publications and source records attributed to J. Klafter.

At least 19 recordsLinked to original sources

arXiv2015

Lévy walks

Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in which the dispersal process is faster than dictated by Brownian diffusion. The Lévy walk model combines two key features, the ability to generate anomalously fast diffusion and a finite velocity of a random walker. Recent results in optics, Hamiltonian chaos, cold atom dynamics, bio-physics, and behavioral science demonstrate that this particular type of random walks provides significant insight into complex transport phenomena. This review provides a self-consistent introduction to Lévy walks, surveys their existing applications, including latest advances, and outlines further perspectives.

cond-mat.stat-mech↗

arXiv2010

Geometry-controlled kinetics

It has long been appreciated that transport properties can control reaction kinetics. This effect can be characterized by the time it takes a diffusing molecule to reach a target -- the first-passage time (FPT). Although essential to quantify the kinetics of reactions on all time scales, determining the FPT distribution was deemed so far intractable. Here, we calculate analytically this FPT distribution and show that transport processes as various as regular diffusion, anomalous diffusion, diffusion in disordered media and in fractals fall into the same universality classes. Beyond this theoretical aspect, this result changes the views on standard reaction kinetics. More precisely, we argue that geometry can become a key parameter so far ignored in this context, and introduce the concept of "geometry-controlled kinetics". These findings could help understand the crucial role of spatial organization of genes in transcription kinetics, and more generally the impact of geometry on diffusion-limited reactions.

cond-mat.stat-mech↗

arXiv2009

Survival of an evasive prey

We study the survival of a prey that is hunted by N predators. The predators perform independent random walks on a square lattice with V sites and start a direct chase whenever the prey appears within their sighting range. The prey is caught when a predator jumps to the site occupied by the prey. We analyze the efficacy of a lazy, minimal-effort evasion strategy according to which the prey tries to avoid encounters with the predators by making a hop only when any of the predators appears within its sighting range; otherwise the prey stays still. We show that if the sighting range of such a lazy prey is equal to 1 lattice spacing, at least 3 predators are needed in order to catch the prey on a square lattice. In this situation, we establish a simple asymptotic relation ln(Pev)(t) \sim (N/V)2ln(Pimm(t)) between the survival probabilities of an evasive and an immobile prey. Hence, when the density of the predators is low N/V<<1, the lazy evasion strategy leads to the spectacular increase of the survival probability. We also argue that a short-sighting prey (its sighting range is smaller than the sighting range of the predators) undergoes an effective superdiffusive motion, as a result of its encounters with the predators, whereas a far-sighting prey performs a diffusive-type motion.

cond-mat.stat-mech↗

arXiv2008

Probing microscopic origins of confined subdiffusion by first-passage observables

Subdiffusive motion of tracer particles in complex crowded environments, such as biological cells, has been shown to be widepsread. This deviation from brownian motion is usually characterized by a sublinear time dependence of the mean square displacement (MSD). However, subdiffusive behavior can stem from different microscopic scenarios, which can not be identified solely by the MSD data. In this paper we present a theoretical framework which permits to calculate analytically first-passage observables (mean first-passage times, splitting probabilities and occupation times distributions) in disordered media in any dimensions. This analysis is applied to two representative microscopic models of subdiffusion: continuous-time random walks with heavy tailed waiting times, and diffusion on fractals. Our results show that first-passage observables provide tools to unambiguously discriminate between the two possible microscopic scenarios of subdiffusion. Moreover we suggest experiments based on first-passage observables which could help in determining the origin of subdiffusion in complex media such as living cells, and discuss the implications of anomalous transport to reaction kinetics in cells.

cond-mat.stat-mech↗

arXiv2008

Survival probability of a particle in a sea of mobile traps: A tale of tails

We study the long-time tails of the survival probability $P(t)$ of an $A$ particle diffusing in $d$-dimensional media in the presence of a concentration $ρ$ of traps $B$ that move sub-diffusively, such that the mean square displacement of each trap grows as $t^γ$ with $0\leq γ\leq 1$. Starting from a continuous time random walk (CTRW) description of the motion of the particle and of the traps, we derive lower and upper bounds for $P(t)$ and show that for $γ\leq 2/(d+2)$ these bounds coincide asymptotically, thus determining asymptotically exact results. The asymptotic decay law in this regime is exactly that obtained for immobile traps. This means that for sufficiently subdiffusive traps, the moving $A$ particle sees the traps as essentially immobile, and Lifshitz or trapping tails remain unchanged. For $γ> 2/(d+2)$ and $d\leq 2$ the upper and lower bounds again coincide, leading to a decay law equal to that of a stationary particle. Thus, in this regime the moving traps see the particle as essentially immobile. For $d>2$, however, the upper and lower bounds in this $γ$ regime no longer coincide and the decay law for the survival probability of the $A$ particle remains ambiguous.

cond-mat.stat-mech↗

arXiv2008

Number of distinct sites visited by a subdiffusive random walker

The asymptotic mean number of distinct sites visited by a subdiffusive continuous time random walker in two dimensions seems not to have been explicitly calculated anywhere in the literature. This number has been calculated for other dimensions for only one specific asymptotic behavior of the waiting time distribution between steps. We present an explicit derivation for two cases in all integer dimensions so as to formally complete a tableaux of results. In this tableaux we include the dominant as well as subdominant contributions in all integer dimensions. Other quantities that can be calculated from the mean number of distinct sites visited are also discussed.

cond-mat.stat-mech↗

arXiv2007

First-passage times in complex scale-invariant media

How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from the crucial role played by first encounter properties in various real situations, including transport in disordered media, neuron firing dynamics, spreading of diseases or target search processes. Most methods to determine the FPT properties in confining domains have been limited to effective 1D geometries, or for space dimensions larger than one only to homogeneous media1. Here we propose a general theory which allows one to accurately evaluate the mean FPT (MFPT) in complex media. Remarkably, this analytical approach provides a universal scaling dependence of the MFPT on both the volume of the confining domain and the source-target distance. This analysis is applicable to a broad range of stochastic processes characterized by length scale invariant properties. Our theoretical predictions are confirmed by numerical simulations for several emblematic models of disordered media, fractals, anomalous diffusion and scale free networks.

cond-mat.stat-mech↗

arXiv2007

On the relationships between kinetic schemes and two-state single molecule trajectories

Trajectories of a signal that fluctuates between two states which originate from single molecule activities have become ubiquitous. Common examples are trajectories of ionic flux through individual membrane-channels, and of photon counts collected from diffusion, activity, and conformational changes of biopolymers. By analyzing the trajectory, one wishes to deduce the underlying mechanism, which is usually described by a multi-substate kinetic scheme. In previous works, we divided kinetic schemes that generate two-state trajectories into two types: reducible schemes and irreducible schemes. We showed that all the information in trajectories generated from reducible schemes is contained in the waiting time probability density functions (PDFs) of the two states. It follows that reducible schemes with the same waiting time PDFs are not distinguishable. In this work, we further characterize the topologies of kinetic schemes, now of irreducible schemes, and further study two-state trajectories from the two types of scheme. We suggest various methods for extracting information about the underlying kinetic scheme from the trajectory (e. g., calculate the binned successive waiting times PDF and analyze the ordered waiting times trajectory), and point out the advantages and disadvantages of each. We show that the binned successive waiting times PDF is not only more robust than other functions when analyzing finite trajectories, but contains, in most cases, more information about the underlying kinetic scheme than other functions in the limit of infinitely long trajectories. For some cases however, analyzing the ordered waiting times trajectory may supply unique information about the underlying kinetic scheme.

q-bio.QM↗

arXiv2006

On the First Passage Time and Leapover Properties of Levy Motions

We investigate two coupled properties of Levy stable random motions: The first passage times (FPTs) and the first passage leapovers (FPLs). While, in general, the FPT problem has been studied quite extensively, the FPL problem has hardly attracted any attention. Considering a particle that starts at the origin and performs random jumps with independent increments chosen from a Levy stable probability law $λ_(alpha,beta)(x)$, the FPT measures how long it takes the particle to arrive at or cross a target. The FPL addresses a different question: Given that the first passage jump crosses the target, then how far does it get beyond the target? These two properties are investigated for three subclasses of Levy stable motions: (i) symmetric Levy motions characterized by Levy index $α$ ($0<α<2$) and skewness parameter $β=0$, (ii) one-sided Levy motions with $0<α<1$, $β=1$, and (iii) two-sided skewed Levy motions, the extreme case, $1<α<2$, $β=-1$.

cond-mat.soft↗

arXiv2006

Death of linear response and field-induced dispersion in subdiffusion

We discuss the response of continuous time random walks to an oscillating external field within the generalized master equation approach. We concentrate on the time dependence of the two first moments of the walker's displacements. We show that for power law waiting time distributions with 0 < alpha < 1 corresponding to a semi-Markovian situation showing nonstationarity the mean particle position tends to a constant, and the response to the external perturbation dies out. On the other hand, the oscillating field leads to a new additional contribution to the dispersion of the particle position, proportional to the square of its amplitude and growing with time. These new effects, amenable to experimental observation, result directly from the non-stationary property of the system.

cond-mat.stat-mech↗

arXiv2005

Mean joint residence time of two Brownian particles in a sphere

We calculate the mean joint residence time of two Brownian particles in a sphere, for very general initial conditions. In particular, we focus on the dependence of this residence time as a function of the diffusion coefficients of the two particles. Our results can be useful for describing kinetics of bimolecular diffusion controlled reactions activated by catalytic sites.

cond-mat.soft↗

arXiv2005

Saltatory drift in a randomly driven two-wave potential

Dynamics of a classical particle in a one-dimensional, randomly driven potential is analysed both analytically and numerically. The potential considered here is composed of two identical spatially-periodic saw-tooth-like components, one of which is externally driven by a random force. We show that under certain conditions the particle may travel against the averaged external force performing a saltatory unidirectional drift with a constant velocity. Such a behavior persists also in situations when the external force averages out to zero. We demonstrate that the physics behind this phenomenon stems from a particular behavior of fluctuations in random force: upon reaching a certain level, random fluctuations exercise a locking function creating points of irreversibility which the particle can not overpass. Repeated (randomly) in each cycle, this results in a saltatory unidirectional drift. This mechanism resembles the work of an escapement-type device in watches. Considering the overdamped limit, we propose simple analytical estimates for the particle's terminal velocity.

cond-mat.stat-mech↗

arXiv2005

Microscopic Model of Charge Carrier Transfer in Complex Media

We present a microscopic model of a charge carrier transfer under an action of a constant electric field in a complex medium. Generalizing previous theoretical approaches, we model the dynamical environment hindering the carrier motion by dynamic percolation, i.e., as a medium comprising particles which move randomly on a simple cubic lattice, constrained by hard-core exclusion, and may spontaneously annihilate and re-appear at some prescribed rates. We determine analytically the density profiles of the "environment" particles, as seen from the stationary moving charge carrier, and calculate its terminal velocity as the function of the applied field and other system parameters. We realize that for sufficiently small external fields the force exerted on the carrier by the "environment" particles shows a viscous-like behavior and define an analog of the Stokes formula for such dynamic percolative environments. The corresponding friction coefficient is also derived.

cond-mat.stat-mech↗

arXiv2005

Single Stranded DNA Translocation Through a Fluctuating Nanopore

We investigate the translocation of a single stranded DNA (ssDNA) through a pore, which fluctuates between two conformations, by using coupled master equations (ME). The probability density function (PDF) of the first passage times (FPT) of the translocation process is calculated, displaying a triple, double or mono-peaked behavior, depending on the system parameters. An analytical expression for the mean first passage time (MFPT) of the translocation process is derived, and provides an extensive characterization of the translocation process.

q-bio.SC↗

arXiv2004

From Diffusion to Anomalous Diffusion: A Century after Einstein's Brownian Motion

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term memory. The coarse-grained behavior of such processes is described by the diffusion equation. However, many natural processes do not possess the Markovian property and exhibit to anomalous diffusion. We consider here the case of subdiffusive processes, which are semi-Markovian and correspond to continuous-time random walks in which the waiting time for a step is given by a probability distribution with a diverging mean value. Such a process can be considered as a process subordinated to normal diffusion under operational time which depends on this pathological waiting-time distribution. We derive two different but equivalent forms of kinetic equations, which reduce to know fractional diffusion or Fokker-Planck equations for waiting-time distributions following a power-law. For waiting time distributions which are not pure power laws one or the other form of the kinetic equation is advantageous, depending on whether the process slows down or accelerates in the course of time.

cond-mat.stat-mech↗

arXiv2004

Insight into Resonant Activation in Discrete Systems

The resonant activation phenomenon (RAP) in a discrete system is studied using the master equation formalism. We show that the RAP corresponds to a non-monotonic behavior of the frequency dependent first passage time probability density function (pdf). An analytical expression for the resonant frequency is introduced, which, together with numerical results, helps understand the RAP behavior in the space spanned by the transition rates for the case of reflecting and absorbing boundary conditions. The limited range of system parameters for which the RAP occurs is discussed. We show that a minimum and a maximum in the mean first passage time (MFPT) can be obtained when both boundaries are absorbing. Relationships to some biological systems are suggested.

cond-mat.other↗

arXiv2004

Translocation of a Single Stranded DNA Through a Conformationally Changing Nanopore

We investigate the translocation of a single stranded DNA through a pore which fluctuates between two conformations, using coupled master equations. The probability density function of the first passage times (FPT) of the translocation process is calculated, displaying a triple, double or mono peaked behavior, depending on the interconversion rates between the conformations, the applied electric field, and the initial conditions. The cumulative probability function of the FPT, in a field-free environment, is shown to have two regimes, characterized by fast and slow timescales. An analytical expression for the mean first passage time of the translocation process is derived, and provides, in addition to the interconversion rates, an extensive characterization of the translocation process. Relationships to experimental observations are discussed.

cond-mat.stat-mech↗

arXiv2004

Distributed-Order Fractional Kinetics

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by distributed-order equations. In the present paper we consider different forms of distributed-order fractional kinetic equations and investigate the effects described by different classes of such equations. In particular, the equations describing accelerating and decelerating subdiffusion, as well as the those describing accelerating and decelerating superdiffusion are presented.

cond-mat.stat-mech↗