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We review some representative results for first-passage problems involving so-called mortal or evanescent walkers, i.e., walkers with a finite lifetime. The mortality constraint plays a key role in the modeling of many real scenarios, as it filters out long Brownian trajectories, thereby drastically modifying space exploration properties. Among such scenarios, we consider here different first-passage problems, including one or many searchers, resetting, anomalous diffusion, evolving domains, and the narrow escape problem. In spite of the different physics, the mathematical treatment draws strongly on the formalism for standard (i.e., immortal) walkers.

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 $\langle \cal{T}\rangle$.

We study in this work the dynamics of a collection of identical hollow spheres (ping-pong balls) that rest on a horizontal metallic grid. Fluidization is achieved by means of a turbulent air current coming from below. The upflow is adjusted so that the particles do not levitate over the grid, resulting in quasi-two-dimensional dynamics. We show that the behavior of diffusion and correlations in this system is particularly rich. Noticeably as well (and related to the complex dynamical behavior), a variety of phases appear, with important peculiarities with respect to analogous setups. We observe gas, liquid, glass, and hexagonal crystal phases. Most notably, we show that the melting of the hexagonal crystal occurs in coexistence with a liquid phase. This strikingly differs from the corresponding transition in a purely two-dimensional systems of air-fluidized disks, for which no phase coexistence has been reported in the literature., Comment: 14 pages, 9 figures; supplementary material with additional figures, experiment movies and experimental data available in external link

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.

We consider the dynamics of a separable Continuous Time Random Walk (CTRW) when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid vesicles, biofilms and tissues, but also macroscopic systems such as expanding aquifers during rainy periods, or the expanding universe. The considered CTRW can be subdiffusive, normal diffusive or superdiffusive, including the particular case of a L\'evy flight. We first consider the case of zero velocity field. In the subdiffusive case, we reveal an interesting time dependence of the kurtosis of the particle probability density function. In particular, for a suitable parameter choice, we find that the propagator, which is fat tailed at short times, may cross over to a Gaussian-like propagator. We subsequently incorporate the effect of the velocity field and derive a bi-fractional diffusion-advection equation encoding the time evolution of the particle distribution. We apply this equation to study the mixing kinetics of two diffusing pulses, whose peaks move towards each other under the action of velocity fields acting in opposite directions. This deterministic motion of the peaks, together with the diffusive spreading of each pulse, tends to increase particle mixing, thereby counteracting the peak separation induced by the domain growth. As a result of this competition, different regimes of mixing arise. In the case of L\'evy flights, apart from the non-mixing regime, one has two different mixing regimes in the long-time limit, depending on the exact parameter choice: In one of these regimes, mixing is mainly driven by diffusive spreading, while in the other mixing is controlled by the velocity fields acting on each pulse. Possible implications for encounter-controlled reactions in real systems are discussed., Comment: 35 pages, 8 figures

Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a one-dimensional domain that is evolving. The model equations, which have been derived from generalized continuous time random walks, can incorporate complexities such as subdiffusive transport and inhomogeneous domain stretching and shrinking. A method for constructing analytic expressions for short time moments of the position of the particles is developed and moments calculated from this approach are shown to compare favourably with results from random walk simulations and numerical integration of the reaction transport equation. The results show the important role played by the initial condition. In particular, it strongly affects the time dependence of the moments in the short time regime by introducing additional drift and diffusion terms. We also discuss how our reaction transport equation could be applied to study the spreading of a population on an evolving interface., Comment: 38 pages, 10 figures

We study normal diffusive and subdiffusive processes in a harmonic potential (Ornstein-Uhlenbeck process) on a uniformly growing/contracting domain. Our starting point is a recently derived fractional Fokker-Planck equation, which covers both the case of Brownian diffusion and the case of a subdiffusive Continuous-Time Random Walk (CTRW). We find a high sensitivity of the random walk properties to the details of the domain growth rate, which gives rise to a variety of regimes with extremely different behaviors. At the origin of this rich phenomenology is the fact that the walkers still move while they wait to jump, since they are dragged by the deterministic drift arising from the domain growth. Thus, the increasingly long waiting times associated with the ageing of the subdiffusive CTRW imply that, in the time interval between two consecutive jumps, the walkers might travel over much longer distances than in the normal diffusive case. This gives rise to seemingly counterintuitive effects. For example, on a static domain, both Brownian diffusion and subdiffusive CTRWs yield a stationary particle distribution with finite width when a harmonic potential is at play, thus indicating a confinement of the diffusing particle. However, for a sufficiently fast growing/contracting domain, this qualitative behavior breaks down, and differences between the Brownian case and the subdiffusive case are found. In the case of Brownian particles, a sufficiently fast exponential domain growth is needed to break the confinement induced by the harmonic force; in contrast, for subdiffusive particles such a breakdown may already take place for a sufficiently fast power-law domain growth. Our analytic and numerical results for both types of diffusion are fully confirmed by random walk simulations., Comment: 37 pages, 12 figures

We consider a mortal random walker on a family of hierarchical graphs in the presence of some trap sites. The configuration comprising the graph, the starting point of the walk, and the locations of the trap sites is taken to be exactly self-similar as one goes from one generation of the family to the next. Under these circumstances, the total probability that the walker hits a trap is determined exactly as a function of the single-step survival probability $q$ of the mortal walker. On the $n^{\rm th}$ generation graph of the family, this probability is shown to be given by the $n^{\rm th}$ iterate of a certain scaling function or map $q \rightarrow f(q)$. The properties of the map then determine, in each case, the behavior of the trapping probability, the mean time to trapping, the temporal scaling factor governing the random walk dimension on the graph, and other related properties. The formalism is illustrated for the cases of a linear hierarchical lattice and the Sierpinski graphs in $2$ and $3$ Euclidean dimensions. We find an effective reduction of the random walk dimensionality due to the ballistic behavior of the surviving particles induced by the mortality constraint. The relevance of this finding for experiments involving travel times of particles in diffusion-decay systems is discussed., Comment: 40 pages, 6 figures

The kinetics of encounter-controlled processes in growing domains is markedly different from that in a static domain. Here, we consider the specific example of diffusion limited coalescence and annihilation reactions in one-dimensional space. In the static case, such reactions are among the few systems amenable to exact solution, which can be obtained by means of a well-known method of intervals. In the case of a uniformly growing domain, we show that a double transformation in time and space allows one to extend this method to compute the main quantities characterizing the spatial and temporal behavior. We show that a sufficiently fast domain growth brings about drastic changes in the behavior. In this case, the reactions stop prematurely, as a result of which the survival probability of the reacting particles tends to a finite value at long times and their spatial distribution freezes before reaching the fully self-ordered state. We obtain exact results for the survival probability and for key properties characterizing the degree of self-ordering induced by the chemical reactions, i.e., the interparticle distribution function and the pair correlation function. These results are confirmed by numerical simulations., Comment: 40 pages, 10 figures

Reaction-diffusion models have been used over decades to study biological systems. In this context, evolution equations for probability distribution functions and the associated stochastic differential equations have nowadays become indispensable tools. In population dynamics, say, such approaches are utilized to study many systems, e.g., colonies of microorganisms or ecological systems. While the majority of studies focus on the case of a static domain, the time-dependent case is also important, as it allows one to deal with situations where the domain growth takes place over time scales that are relevant for the computation of reaction rates and of the associated reactant distributions. Such situations are indeed frequently encountered in the field of developmental biology, notably in connection with pattern formation, embryo growth or morphogen gradient formation. In this chapter, we review some recent advances in the study of pure diffusion processes in growing domains. These results are subsequently taken as a starting point to study the kinetics of a simple reaction-diffusion process, i.e., the encounter-controlled annihilation reaction. The outcome of the present work is expected to pave the way for the study of more complex reaction-diffusion systems of possible relevance in various fields of research., Comment: Invited chapter to the volume 39 of Handbook of Statistics (Elsevier), accepted for publication

We study diffusion-reaction processes on periodic square planar lattices and simple cubic (sc) lattices. Considered first is a single diffusing reactant undergoing an irreversible reaction upon first encounter with a stationary co-reactant ["one-walker (1W) problem"]. We then generalize this scenario to allow for a competing reaction, i.e., instantaneous trapping of the diffusing reactant with probability $s$ at any vacant site before interacting with a (stationary) co-reactant at a target site. We determine the mean walklength of the diffusing reactant until irreversible reaction occurs. We use generating functions and the theory of finite Markov processes, as well as MC simulations. To investigate the dependence of walklength on lattice size we compute the first, finite size corrections to the Green function of the sc lattice, and provide a Pad\'e approximation for this quantity. Finally, we consider the case where both reactant and co-reactant undergo synchronous nearest-neighbor displacements ["two-walker (2W) problem"]. In this case, reactant and co-reactant can individually be trapped with probability $s$ at any vacant lattice site, or can undergo an irreversible reaction on first encounter at any site. When $s=0$ we find that, both for the 1W and the 2W problem, for lattices with (approximately) the same number of sites, the mean walklength is smaller (and hence the reaction efficiency greater) in $d=3$ than in $d=2$. Increasing $s$ tends to reduce differences in system dimensionality, and distinctions between the 1W problem and the 2W problem. Our model provides a good starting point to develop studies on the efficiency of apparently diverse diffusion-reaction processes, such as diffusion on a partially poisoned catalytic substrate or photosynthetic trapping of excitations., Comment: 32 pages, 2 figures. The previous version has been expanded to incorporate a new formula [Eq. (8)], as well as the corresponding derivation in a new appendix. Minor changes in the text have also been performed

Expanding media are typical in many different fields, e.g. in Biology and Cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties. Here, we focus on such effects when the diffusion process is described by the Continuous Time Random Walk (CTRW) model. For the case where the jump length and the waiting time probability density functions (pdfs) are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including L\'evy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. For a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "Big Crunch" effect stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model. In the case of an exponential expansion, exact recurrence relations for the Laplace-transformed moments are obtained. Our results confirm the intuitive expectation that the medium expansion hinders the mixing of diffusive particles occupying separate regions. In the case of L\'evy flights, we quantify this effect by means of the so-called "L\'evy horizon"., Comment: 36 pages, 4 figures (v2: corrected typos, improved notation, three new references and a new appendix)

We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical expression for the Green's function (propagator) and investigate both analytically and numerically how this function and the associated moments behave. We also study first-passage properties in expanding hyperspherical geometries. We show that in all cases the behavior is determined to a great extent by the so-called Brownian conformal time $\tau(t)$, which we define via the relation $\dot \tau=1/a^2$, where $a(t)$ is the expansion scale factor. If the medium expansion is driven by a power law [$a(t) \propto t^\gamma$ with $\gamma>0$], we find interesting crossover effects in the mixing effectiveness of the diffusion process when the characteristic exponent $\gamma$ is varied. Crossover effects are also found at the level of the survival probability and of the moments of the first passage-time distribution with two different regimes separated by the critical value $\gamma=1/2$. The case of an exponential scale factor is analyzed separately both for expanding and contracting media. In the latter situation, a stationary probability distribution arises in the long time limit., Comment: 33 pages, 8 figs

We address the problem of diffusion on a comb whose teeth display a varying length. Specifically, the length $\ell$ of each tooth is drawn from a probability distribution displaying the large-$\ell$ behavior $P(\ell) \sim \ell^{-(1+\alpha)}$ ($\alpha>0$). Our method is based on the mean-field description provided by the well-tested CTRW approach for the random comb model, and the obtained analytical result for the diffusion coefficient is confirmed by numerical simulations. We subsequently incorporate retardation effects arising from binding/unbinding kinetics into our model and obtain a scaling law characterizing the corresponding change in the diffusion coefficient. Finally, our results for the diffusion coefficient are used as an input to compute concentration recovery curves mimicking FRAP experiments in comb-like geometries such as spiny dendrites. We show that such curves cannot be fitted perfectly by a model based on scaled Brownian motion, i.e., a standard diffusion equation with a time-dependent diffusion coefficient. However, differences between the exact curves and such fits are small, thereby providing justification for the practical use of models relying on scaled Brownian motion as a fitting procedure for recovery curves arising from particle diffusion in comb-like systems., Comment: 35 pages (double-spaced),10 figures

We present a simple paradigm for detection of an immobile target by a space-time coupled random walker with a finite lifetime. The motion of the walker is characterized by linear displacements at a fixed speed and exponentially distributed duration, interrupted by random changes in the direction of motion and resumption of motion in the new direction with the same speed. We call these walkers "mortal creepers". A mortal creeper may die at any time during its motion according to an exponential decay law characterized by a finite mean death rate $\omega_m$. While still alive, the creeper has a finite mean frequency $\omega$ of change of the direction of motion. In particular, we consider the efficiency of the target search process, characterized by the probability that the creeper will eventually detect the target. Analytic results confirmed by numerical results show that there is an $\omega_m$-dependent optimal frequency $\omega=\omega_{opt}$ that maximizes the probability of eventual target detection. We work primarily in one-dimensional ($d=1$) domains and examine the role of initial conditions and of finite domain sizes. Numerical results in $d=2$ domains confirm the existence of an optimal frequency of change of direction, thereby suggesting that the observed effects are robust to changes in dimensionality. In the $d=1$ case, explicit expressions for the probability of target detection in the long time limit are given. In the case of an infinite domain, we compute the detection probability for arbitrary times and study its early- and late-time behavior. We further consider the survival probability of the target in the presence of many independent creepers beginning their motion at the same location and at the same time. We also consider a version of the standard "target problem" in which many creepers start at random locations at the same time., Comment: 18 pages, 7 figures. The title has been changed with respect to the one in the previous version

Anomalous diffusion, in particular subdiffusion, is frequently invoked as a mechanism of motion in dense biological media, and may have a significant impact on the kinetics of binding/unbinding events at the cellular level. In this work we incorporate anomalous diffusion in a previously developed model for FRAP experiments. Our particular implementation of subdiffusive transport is based on a continuous time random walk (CTRW) description of the motion of fluorescent particles, as CTRWs lend themselves particularly well to the inclusion of binding/unbinding events. In order to model switching between bound and unbound states of fluorescent subdiffusive particles, we derive a fractional reaction-subdiffusion equation of rather general applicability. Using suitable initial and boundary conditions, this equation is then incorporated in the model describing two-dimensional kinetics of FRAP experiments. We find that this model can be used to obtain excellent fits to experimental data. Moreover, recovery curves corresponding to different radii of the circular bleach spot can be fitted by a single set of parameters. While not enough evidence has been collected to claim with certainty that CTRW is the underlying transport mechanism in FRAP experiments, the compatibility of our results with experimental data fuels the discussion as to whether normal diffusion or anomalous diffusion is the appropriate model, and as to whether anomalous diffusion effects are important to fully understand the outcomes of FRAP experiments. On a more technical side, we derive explicit analytic solutions of our model in certain limits., Comment: 21 pages, 3 figures, submitted to "Journal of Statistical Mechanics: Theory and Experiment": Special Issue "Fractional Dynamics: Theory and Applications"

We study how an evanescence process affects the number of distinct sites visited by a continuous time random walker in one dimension. We distinguish two very different cases, namely, when evanescence can only occur concurrently with a jump, and when evanescence can occur at any time. The first is characteristic of trapping processes on a lattice, whereas the second is associated with spontaneous death processes such as radioactive decay. In both of these situations we consider three different forms of the waiting time distribution between jumps, namely, exponential, long-tailed, and ultra-slow.

We study some of the salient features of the arrival statistics and exploration properties of mortal random walkers, that is, walkers that may die as they move, or as they wait to move. Such evanescence or death events have profound consequences for quantities such as the number of distinct sites visited which are relevant for the computation of encounter-controlled rates in chemical kinetics. We exploit the observation that well-known methods developed decades ago for immortal walkers are widely applicable to mortal walkers. The particular cases of exponential and power-law evanescence are considered in detail. Finally, we discuss the relevance of our results to the target problem with mortal traps and a particular application thereof, namely, the defect diffusion model. Evanescence of defects is postulated as a possible complementary contribution or perhaps even an alternative to anomalous diffusion to explain observed stretched exponential relaxation behavior.

When low-energy He ions are scattered from a Ge surface, the fraction of positive ions exhibits characteristic oscillations as a function of ion energy. These oscillations are caused by quasi-resonant neutralization (qRN), a process which can be observed for materials with a narrow band nearly resonant with the unperturbed He-1s level. In the present manuscript, we employ recently developed theoretical methods to extract quantitative information on the efficiency of qRN. Our evaluation reveals that qRN is a highly efficient process leading to ion fractions two orders of magnitude lower than in systems for which neutralization is only due to Auger processes., Comment: Removed typos. Improved clarity of some passages. Minor changes in section IV, first and last paragraph

Exploration and trapping properties of random walkers that may evanesce at any time as they walk have seen very little treatment in the literature, and yet a finite lifetime is a frequent occurrence, and its effects on a number of random walk properties may be profound. For instance, whereas the average number of distinct sites visited by an immortal walker grows with time without bound, that of a mortal walker may, depending on dimensionality and rate of evanescence, remain finite or keep growing with the passage of time. This number can in turn be used to calculate other classic quantities such as the survival probability of a target surrounded by diffusing traps. If the traps are immortal, the survival probability will vanish with increasing time. However, if the traps are evanescent, the target may be spared a certain death. We analytically calculate a number of basic and broadly used quantities for evanescent random walkers., Comment: 5 pages, 2 figures, some minor typos in the previous version corrected

We calculate the survival probability of an immobile target surrounded by a sea of uncorrelated diffusive or subdiffusive evanescent traps, i.e., traps that disappear in the course of their motion. Our calculation is based on a fractional reaction-subdiffusion equation derived from a continuous time random walk model of the system. Contrary to an earlier method valid only in one dimension (d=1), the equation is applicable in any Euclidean dimension d and elucidates the interplay between anomalous subdiffusive transport, the irreversible evanescence reaction and the dimension in which both the traps and the target are embedded. Explicit results for the survival probability of the target are obtained for a density \rho(t) of traps which decays (i) exponentially and (ii) as a power law. In the former case, the target has a finite asymptotic survival probability in all integer dimensions, whereas in the latter case there are several regimes where the values of the decay exponent for \rho(t) and the anomalous diffusion exponent of the traps determine whether or not the target has a chance of eternal survival in one, two and three dimensions.

It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have shown that extensions of such CTRW models incorporating reactive processes to the mesoscopic transport equations may lead to non-intuitive reaction-subdiffusion equations. In particular, one such equation has been recently derived for a subdiffusive random walker subject to a linear (first-order) death process. We take this equation as a starting point to study the developmental biology key problem of morphogen gradient formation, both for the uniform case where the morphogen degradation rate coefficient (reactivity) is constant and for the non-uniform case (position-dependent reactivity). In the uniform case we obtain exponentially decreasing stationary concentration profiles and we study their robustness with respect to perturbations in the incoming morphogen flux. In the non-uniform case we find a rich phenomenology at the level of the stationary profiles. We conclude that the analytic form of the long-time morphogen concentration profiles is very sensitive to the spatial dependence of the reactivity and the specific value of the anomalous diffusion coefficient., Comment: 9 pages, 3 figures, preliminary version of the extended abstract for an oral contribution to the workshop FDA'10 (4th IFAC Workshop on Fractional Differentiation and Its Applications)

Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at time t given that it started its walk from r_0 at time t=0. The passage from the CTRW to an integro-differential equation is well understood when the particles are not evanescent. Depending on the distribution of stepping times and distances, one arrives at standard macroscopic equations that may be "normal" (diffusion) or "anomalous" (subdiffusion and/or superdiffusion). The macroscopic description becomes considerably more complicated and not particularly intuitive if the particles can die during their walk. While such equations have been derived for specific cases, e.g., for location-independent exponential evanescence, we present a more general derivation valid under less stringent constraints than those found in the current literature.

The efficiency of an encounter-controlled two-channel reaction between two independently-mobile reactants on a lattice is characterized by the mean number $\rt$ of steps to reaction. The two reactants are distinguished by their mass with the "light" walker performing a jump to a nearest-neighbor site in each time step, while the "heavy" walker hops only with a probability $p$; we associate $p$ with the "temperature" of the system. Lattices subject to periodic and to confining boundary conditions are considered. For periodic lattices, depending on the initial state, the reaction time either falls off monotonically with $p$ or displays a local minimum with respect to $p$; occurrence of the latter signals a regime where the efficiency of the reaction effectively decreases with increasing temperature. Such behavior disappears if the jump probability of the light walker falls below a characteristic threshold value. In lattices subject to confining boundary conditions, the behavior is more complex. Depending on the initial conditions, the reaction time as a function of $p$ may increase monotonically, decrease monotonically, display a single maximum or even a maximum and minimum. These inverted regions are a consequence of a strictly classical interplay between excluded volume effects implicit in the specification of the two reaction channels, and the system's dimensionality and spatial extent. Our results highlight situations where the description of an encounter-controlled reactive event cannot be described by a single, effective diffusion coefficient. We also distinguish between the inversion region identified here and the Marcus inverted region which arises in electron transfer reactions., Comment: revtex4 manuscript, approx. 45 pages, contains 18 figures and 18 tables, uses placeins.sty file

We study the efficiency of a two-channel reaction between two walkers on a finite one-dimensional periodic lattice. The walkers perform a combination of synchronous and asynchronous jumps on the lattice and react instantaneously when they meet at the same site (first channel) or upon position exchange (second channel). We develop a method based on a conditional first-passage problem to obtain exact results for the mean number of time steps needed for the reaction to take place as well as for higher order moments. Previous results obtained in the framework of a difference equation approach are fully confirmed, including the existence of a parity effect. For even lattices the maximum efficiency corresponds to a mixture of synchronous events and a small amount of asynchronous events, while for odd lattices the reaction time is minimized by a purely synchronous process. We provide an intuitive explanation for this behavior. In addition, we give explicit expressions for the variance of the reaction time. The latter displays a similar even-odd behavior, suggesting that the parity effect extends to higher order moments., Comment: 17 pages, 2 tables, 6 figures, revtex4

We study the behavior of the chemical reactions $A+A\to A+S$ and $A+A\to S+S$ (where the reactive species $A$ and the inert species $S$ are both assumed to be immobile) embedded on Bethe lattices of arbitrary coordination number $z$ and on a two-dimensional (2D) square lattice. For the Bethe lattice case, exact solutions for the coverage in the $A$ species in terms of the initial condition are obtained. In particular, our results hold for the important case of an infinite one-dimensional (1D) lattice ($z=2$). The method is based on an expansion in terms of conditional probabilities which exploits a Markovian property of these systems. Along the same lines, an approximate solution for the case of a 2D square lattice is developed. The effect of dilution in a random initial condition is discussed in detail, both for the lattice coverage and for the spatial distribution of reactants., Comment: 23 pages, 10 eps figures, uses revtex4 style files

The role of dimensionality (Euclidean versus fractal), spatial extent, boundary effects and system topology on the efficiency of diffusion-reaction processes involving two simultaneously-diffusing reactants is analyzed. We present numerically-exact values for the mean time to reaction, as gauged by the mean walklength before reactive encounter, obtained via application of the theory of finite Markov processes, and via Monte Carlo simulation. As a general rule, we conclude that for sufficiently large systems, the efficiency of diffusion-reaction processes involving two synchronously diffusing reactants (two-walker case) relative to processes in which one reactant of a pair is anchored at some point in the reaction space (one walker plus trap case) is higher, and is enhanced the lower the dimensionality of the system. This differential efficiency becomes larger with increasing system size and, for periodic systems, its asymptotic value may depend on the parity of the lattice. Imposing confining boundaries on the system enhances the differential efficiency relative to the periodic case, while decreasing the absolute efficiencies of both two-walker and one walker plus trap processes. Analytic arguments are presented to provide a rationale for the results obtained. The insights afforded by the analysis to the design of heterogeneous catalyst systems are also discussed., Comment: 15 pages, 8 figures, uses revtex4, accepted for publication in Physica A

An analytical method based on the classical ruin problem is developed to compute the mean reaction time between two walkers undergoing a generalized random walk on a 1d lattice. At each time step, either both walkers diffuse simultaneously with probability $p$ (synchronous event) or one of them diffuses while the other remains immobile with complementary probability (asynchronous event). Reaction takes place through same site occupation or position exchange. We study the influence of the degree of synchronicity $p$ of the walkers and the lattice size $N$ on the global reaction's efficiency. For odd $N$, the purely synchronous case ($p=1$) is always the most effective one, while for even $N$, the encounter time is minimized by a combination of synchronous and asynchronous events. This new parity effect is fully confirmed by Monte Carlo simulations on 1d lattices as well as for 2d and 3d lattices. In contrast, the 1d continuum approximation valid for sufficiently large lattices predicts a monotonic increase of the efficiency as a function of $p$. The relevance of the model for several research areas is briefly discussed., Comment: 21 pages (including 12 figures and 4 tables), uses revtex4.cls, accepted for publication in Physica A

We study the effect of fractal initial conditions in closed reactive systems in the cases of both mobile and immobile reactants. For the reaction $A+A\to A$, in the absence of diffusion, the mean number of particles $A$ is shown to decay exponentially to a steady state which depends on the details of the initial conditions. The nature of this dependence is demonstrated both analytically and numerically. In contrast, when diffusion is incorporated, it is shown that the mean number of particles $$ decays asymptotically as $t^{-d_f/2}$, the memory of the initial conditions being now carried by the dynamical power law exponent. The latter is fully determined by the fractal dimension $d_f$ of the initial conditions., Comment: 7 pages, 2 figures, uses epl.cls

We study the 1D kinetics of diffusion-limited coalescence and annihilation with back reactions and different kinds of particle input. By considering the changes in occupation and parity of a given interval, we derive sets of hierarchical equations from which exact expressions for the lattice coverage and the particle concentration can be obtained. We compare the mean-field approximation and the continuum approximation to the exact solutions and we discuss their regime of validity., Comment: 24 pages and 3 eps figures, Revtex, accepted for publication in J. Phys. A

We present a stochastic, time-discrete boolean model which mimics the mesoscopic dynamics of the desorption reactions $A+A\to A+S$ and $A+A\to S+S$ in a 1D lattice. In the continuous-time limit, we derive a hierarchy of dynamical equations for the subset of moments involving contiguous lattice sites. The solution of the hierarchy allows to compute the exact dynamics of the mean coverage for both microscopic and coarse-grained initial conditions, which turn out to be different from the mean field predictions. The evolution equations for the mean coverage and the second order moments are shown to be equivalent to those provided by a time-continuous Master equation. The important role of higher order fluctuations is brought out by the failure of a truncation scheme retaining only two-particle fluctuation correlations., Comment: 30 pages, 9 figures

We use a boolean cellular automaton model to describe the diffusion limited dynamics of the irreversible reaction A+A->A+S on a 1D lattice. We derive a set of equations for the dynamics of the empty interval probabilities from which explicit expressions for the particle concentration and the two-point correlation can be obtained. It is shown that the long time dynamics is in agreement with the off-lattice solution. The early time behavior, however, predicts a slower decay of the concentration., Comment: 10 pages. Accepted for publication in the June 2000 issue of the JSP (Volume 99, Issue 5/6)