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 〈T〉, 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}≪D_{1}, and we 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 〈T〉.

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 associated 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 valid over the full time domain. We also evaluate the moments of the first-encounter time when they exist. We then turn to the case with unequal diffusivities 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 the translational invariance of such systems is broken.

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. Our findings provide a mathematical ground for optimizing storage containers and materials to reduce the risk of leakage of dangerous chemicals or nuclear wastes.

The role of morphology in mathematical models of placental gas exchange.

The performance of the placenta as a gas exchanger has a direct impact on the future health of the newborn. To provide accurate estimates of respiratory gas exchange rates, placenta models need to account for both the physiology of exchange and the organ morphology. While the former has been extensively studied, accounting for the latter is still a challenge. The geometrical complexity of placental structure requires use of carefully crafted approximations. We present here the state of the art of respiratory gas exchange placenta modeling and demonstrate the influence of the morphology description on model predictions. Advantages and shortcomings of various classes of models are discussed, and experimental techniques that may be used for model validation are summarized. Several directions for future development are suggested.

Analytical theory of oxygen transport 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.

Optimal villi density for maximal oxygen uptake in the human placenta.

We present a stream-tube model of oxygen exchange inside a human placenta functional unit (a placentone). The effect of villi density on oxygen transfer efficiency is assessed by numerically solving the diffusion-convection equation in a 2D+1D geometry for a wide range of villi densities. For each set of physiological parameters, we observe the existence of an optimal villi density providing a maximal oxygen uptake as a trade-off between the incoming oxygen flow and the absorbing villus surface. The predicted optimal villi density 0.47±0.06 is compatible to previous experimental measurements. Several other ways to experimentally validate the model are also proposed. The proposed stream-tube model can serve as a basis for analyzing the efficiency of human placentas, detecting possible pathologies and diagnosing placental health risks for newborns by using routine histology sections collected after birth.

Overlap of two Brownian trajectories: exact results for scaling functions.

We consider two random walkers starting at the same time t=0 from different points in space separated by a given distance R. We compute the average volume of the space visited by both walkers up to time t as a function of R and t and dimensionality of space d. For d<4, this volume, after proper renormalization, is shown to be expressed through a scaling function of a single variable R/√t. We provide general integral formulas for scaling functions for arbitrary dimensionality d<4. In contrast, we show that no scaling function exists for higher dimensionalities d≥4.

Splitting probabilities and interfacial territory covered by two-dimensional and three-dimensional surface-mediated diffusion.

We consider the mean territory covered by a particle that performs surface-mediated diffusion inside a spherical confining domain (in two and three dimensions) before exit through an opening on the surface. This quantity can be expressed in terms of the splitting probability between two targets on the surface. We derive a general formula that relates this splitting probability to the mean first passage time to a single target that has been recently calculated for such a surface-mediated diffusion process. This formula is exact for pointlike targets and is shown to be accurate for extended targets. The mean covered territory is then found and analyzed for an arbitrary extension of the exit region in both two- and three-dimensional spherical domains.

Exact mean exit time for surface-mediated diffusion.

We present an exact expression for the mean exit time through the cap of a confining sphere for particles alternating phases of surface and of bulk diffusion. The present approach is based on an integral equation which can be solved analytically. In contrast to the statement of Berezhkovskii and Barzykin [J. Chem. Phys. 136, 54115 (2012)], we show that the mean exit time can be optimized with respect to the desorption rate, under analytically determined criteria.

Faster diffusion across an irregular boundary.

We investigate how the shape of a heat source may enhance global heat transfer at short time. An experiment is described that allows us to obtain a direct visualization of heat propagation from a prefractal radiator. We show, both experimentally and numerically, that irregularly shaped passive coolers rapidly dissipate at short times, but their efficiency decreases with time. The de Gennes scaling argument is shown to be only a large scale approximation, which is not sufficient to describe adequately the temperature distribution close to the irregular frontier. This work shows that radiators with irregular surfaces permit increased cooling of pulsed heat sources.

Interfacial territory covered by surface-mediated diffusion.

We consider a minimal model of heterogeneous catalysis in which a molecule performs surface-mediated diffusion inside a confining domain whose boundary contains catalytic sites. We explicitly take into account the combination of surface and bulk diffusion, and we obtain exact results for the mean and variance of the territory covered on the boundary by the particle before its exit in the case of a two-dimensional spherical domain. Depending on the relative positions of the entrance and exit points, very different behaviors with respect to the mean adsorption time of the molecule on the surface are found. We also determine both exact lower and upper bounds and an approximate expression of the probability of reacting with catalytic sites before exiting the domain. These results provide a quantitative measure of the efficiency of an idealized catalyst.

Passivation of irregular surfaces accessed by diffusion.

We investigate the process of progressive passivation of irregular surfaces accessed by diffusion. More precisely, we quantify through numerical simulations how the activity of the von Koch surface is gradually transferred from its initially active (or absorbing) regions to its less accessible regions. We show that in three dimensions, in sharp contrast with the two-dimensional case, the size of the successive active zones steadily decreases during the passivation process, even though a large quantity of alive surface remains available. As a consequence, in three dimensions, the evolution of the efficiency of a surface accessed by diffusion (i.e., by a Laplacian field) can exhibit long-tail behaviors that, unlike in two dimensions, strongly depend on its specific geometry. This fact has important implications for the design of heterogeneous catalysts under deactivation conditions, for the performance of heat exchangers subjected to passivation by "fouling," and for changes in the behavior of the digestive system, where the activity of the absorbing intestinal membrane can be substantially affected by inflammatory disorders.

Residence times and other functionals of reflected Brownian motion.

We study the residence and local times for a Brownian particle confined by reflecting boundaries, and propose a general solution to the problem of finding the related probability distribution. Its Fourier transform (characteristic function) and Laplace transform (survival probability) are obtained in a compact matrix form involving the Laplace operator eigenbasis. Explicit combinatorial relations are derived for the moments, and the probability distribution is shown to be nearly Gaussian when the exploration time is long enough. When the eigenbasis (or a part of it) is known, the numerical computation of the residence time distributions is straightforward and accurate. The present approach can also be applied to investigate other functionals of reflected Brownian motion describing, in particular, restricted diffusion in an external field or potential (e.g., nuclei diffusing in an inhomogeneous magnetic field). Theoretical results for the local times are confronted with Monte Carlo simulations on the unit interval, disk, and sphere.

Restricted diffusion in a model acinar labyrinth by NMR: theoretical and numerical results.

A branched geometrical structure of the mammal lungs is known to be crucial for rapid access of oxygen to blood. But an important pulmonary disease like emphysema results in partial destruction of the alveolar tissue and enlargement of the distal airspaces, which may reduce the total oxygen transfer. This effect has been intensively studied during the last decade by MRI of hyperpolarized gases like helium-3. The relation between geometry and signal attenuation remained obscure due to a lack of realistic geometrical model of the acinar morphology. In this paper, we use Monte Carlo simulations of restricted diffusion in a realistic model acinus to compute the signal attenuation in a diffusion-weighted NMR experiment. We demonstrate that this technique should be sensitive to destruction of the branched structure: partial removal of the interalveolar tissue creates loops in the tree-like acinar architecture that enhance diffusive motion and the consequent signal attenuation. The role of the local geometry and related practical applications are discussed.

Brownian flights over a fractal nest and first-passage statistics on irregular surfaces.

The diffusive motion of Brownian particles near irregular interfaces plays a crucial role in various transport phenomena in nature and industry. Most diffusion-reaction processes in confining interfacial systems involve a sequence of Brownian flights in the bulk, connecting successive hits with the interface (Brownian bridges). The statistics of times and displacements separating two interface encounters are then determinant in the overall transport. We present a theoretical and numerical analysis of this complex first-passage problem. We show that the bridge statistics is directly related to the Minkowski content of the surface within the usual diffusion length. In the case of self-similar or self-affine interfaces, we show and check numerically that the bridge statistics follows power laws with exponents depending directly on the surface fractal dimension.

Mathematical basis for a general theory of Laplacian transport towards irregular interfaces.

The theory of Laplacian transport towards and across irregular surfaces is reformulated in terms of the Dirichlet-to-Neumann operator and its spectral characteristics. This permits us to obtain an exact equivalent circuit for the impedance of a working interface of arbitrary shape. The important result is that only very few eigenmodes of this operator do govern the entire response of a macroscopic system. This property drastically simplifies the understanding of irregular or prefractal interfaces. The results can be applied in electrochemistry, physiology and chemical engineering, fields where exchange processes across surfaces with complex geometry are ubiquitous.

Multiexponential attenuation of the CPMG spin echoes due to a geometrical confinement.

The CPMG multi-echo technique is often used to investigate the translational motion of diffusing nuclei in a confining medium. Henceforth, periodically repeated RF pulses with a diffusion-sensitizing gradient yield a formation of spin echoes of gradually decreasing amplitudes. The parameters of their exponential fits may characterize the structure of porous materials or biological tissue. In this paper, a multiexponential character of the CPMG measurements is rigorously demonstrated, once a geometrical confinement is present. Based on the multiple propagator approach, we derived a spectral representation for the echo amplitudes under external magnetic field of an arbitrary gradient profile. The multiple relaxation times and their spectral weights were found in a general form. The study of simple restrictive media allowed to obtain a quantitative condition under which the multiexponential attenuation is reduced to a monoexponential one.

What makes a boundary less accessible.

For the growth and transport processes driven by Laplacian fields, the accessibility of an interface for Brownian motion is characterized by the harmonic measure. Its multifractal properties help one to understand how the irregular geometry of biological membranes, metallic electrodes, porous catalysts, or growing aggregates is "seen" by diffusing particles. To clarify this point, we performed an extensive numerical study of the harmonic measure on two families of self-similar triangular Koch curves of variable Hausdorff dimension which may represent branched pore networks or fjordlike rough interfaces. Although these structures are apparently different, the multifractal properties of the harmonic measure in two cases are found to be very close for curves of small Hausdorff dimensions and to differ for higher irregularity. This provides new insight into optimization problems in chemical engineering.

Multifractal properties of the harmonic measure on Koch boundaries in two and three dimensions.

The multifractal properties of the harmonic measure on quadratic and cubic Koch boundaries are studied with the help of a new fast random walk algorithm adapted to these fractal geometries. The conjectural logarithmic development of local multifractal exponents is guessed for regular fractals and checked by extensive numerical simulations. This development allows one to compute the multifractal exponents of the harmonic measure with high accuracy, even with the first generations of the fractal. In particular, the information dimension in the case of the concave cubic Koch surface embedded in three dimensions is found to be slightly higher than its value D1 =2 for a smooth boundary.

Diffusion-reaction in branched structures: theory and application to the lung acinus.

An exact "branch by branch" calculation of the diffusional flux is proposed for partially absorbed random walks on arbitrary tree structures. In the particular case of symmetric trees, an explicit analytical expression is found which is valid whatever the size of the tree. Its application to the respiratory phenomena in pulmonary acini gives an analytical description of the crossover regime governing the human lung efficiency.