Cargando…

Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman–Kac Approach

We derive, through subordination techniques, a generalized Feynman–Kac equation in the form of a time fractional Schrödinger equation. We relate such equation to a functional which we name the subordinated local time. We demonstrate through a stochastic treatment how this generalized Feynman–Kac equ...

Descripción completa

Detalles Bibliográficos
Autores principales: Kay, Toby, Giuggioli, Luca
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10140114/
https://www.ncbi.nlm.nih.gov/pubmed/37128546
http://dx.doi.org/10.1007/s10955-023-03105-7
_version_ 1785033094719340544
author Kay, Toby
Giuggioli, Luca
author_facet Kay, Toby
Giuggioli, Luca
author_sort Kay, Toby
collection PubMed
description We derive, through subordination techniques, a generalized Feynman–Kac equation in the form of a time fractional Schrödinger equation. We relate such equation to a functional which we name the subordinated local time. We demonstrate through a stochastic treatment how this generalized Feynman–Kac equation describes subdiffusive processes with reactions. In this interpretation, the subordinated local time represents the number of times a specific spatial point is reached, with the amount of time spent there being immaterial. This distinction provides a practical advance due to the potential long waiting time nature of subdiffusive processes. The subordinated local time is used to formulate a probabilistic understanding of subdiffusion with reactions, leading to the well known radiation boundary condition. We demonstrate the equivalence between the generalized Feynman–Kac equation with a reflecting boundary and the fractional diffusion equation with a radiation boundary. We solve the former and find the first-reaction probability density in analytic form in the time domain, in terms of the Wright function. We are also able to find the survival probability and subordinated local time density analytically. These results are validated by stochastic simulations that use the subordinated local time description of subdiffusion in the presence of reactions.
format Online
Article
Text
id pubmed-10140114
institution National Center for Biotechnology Information
language English
publishDate 2023
publisher Springer US
record_format MEDLINE/PubMed
spelling pubmed-101401142023-04-29 Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman–Kac Approach Kay, Toby Giuggioli, Luca J Stat Phys Article We derive, through subordination techniques, a generalized Feynman–Kac equation in the form of a time fractional Schrödinger equation. We relate such equation to a functional which we name the subordinated local time. We demonstrate through a stochastic treatment how this generalized Feynman–Kac equation describes subdiffusive processes with reactions. In this interpretation, the subordinated local time represents the number of times a specific spatial point is reached, with the amount of time spent there being immaterial. This distinction provides a practical advance due to the potential long waiting time nature of subdiffusive processes. The subordinated local time is used to formulate a probabilistic understanding of subdiffusion with reactions, leading to the well known radiation boundary condition. We demonstrate the equivalence between the generalized Feynman–Kac equation with a reflecting boundary and the fractional diffusion equation with a radiation boundary. We solve the former and find the first-reaction probability density in analytic form in the time domain, in terms of the Wright function. We are also able to find the survival probability and subordinated local time density analytically. These results are validated by stochastic simulations that use the subordinated local time description of subdiffusion in the presence of reactions. Springer US 2023-04-27 2023 /pmc/articles/PMC10140114/ /pubmed/37128546 http://dx.doi.org/10.1007/s10955-023-03105-7 Text en © The Author(s) 2023 https://creativecommons.org/licenses/by/4.0/Open AccessThis article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) .
spellingShingle Article
Kay, Toby
Giuggioli, Luca
Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman–Kac Approach
title Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman–Kac Approach
title_full Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman–Kac Approach
title_fullStr Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman–Kac Approach
title_full_unstemmed Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman–Kac Approach
title_short Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman–Kac Approach
title_sort subdiffusion in the presence of reactive boundaries: a generalized feynman–kac approach
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10140114/
https://www.ncbi.nlm.nih.gov/pubmed/37128546
http://dx.doi.org/10.1007/s10955-023-03105-7
work_keys_str_mv AT kaytoby subdiffusioninthepresenceofreactiveboundariesageneralizedfeynmankacapproach
AT giuggioliluca subdiffusioninthepresenceofreactiveboundariesageneralizedfeynmankacapproach