Escape from heterogeneous diffusion

TL;DR

This paper analytically investigates how heterogeneous diffusion affects escape times and search efficiency in three-dimensional domains, revealing complex dependencies on diffusivity and stochastic interpretation.

Contribution

It provides the first analytical framework for mean escape times and splitting probabilities in heterogeneous diffusion with arbitrary interpretations in 3D domains.

Findings

Increasing diffusivity can decrease, not affect, or increase escape times.

The interpretation of stochastic calculus (Itô, Stratonovich) significantly influences escape dynamics.

General principles are established linking diffusion heterogeneity, interpretation, and search efficiency.

Abstract

Many physical processes depend on the time it takes a diffusing particle to find a target. Though this classical quantity is now well-understood in various scenarios, little is known if the diffusivity depends on the location of the particle. For such heterogeneous diffusion, an ambiguity arises in interpreting the stochastic process, which reflects the well-known It\^{o} versus Stratonovich controversy. Here we analytically determine the mean escape time and splitting probabilities for an arbitrary heterogeneous diffusion in an arbitrary three-dimensional domain with small targets that can be perfectly or imperfectly absorbing. Our analysis reveals general principles for how search depends on heterogeneous diffusion and its interpretation (e.g. It\^{o}, Stratonovich, or kinetic). An intricate picture emerges in which, for instance, increasing the diffusivity can decrease, not affect, or even increase the escape time. Our results could be used to determine the appropriate interpretation for specific physical systems.