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...
Autores principales: | , |
---|---|
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 |