Close encounters of the sticky kind: Brownian motion at absorbing boundaries

Abstract

Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time. Prior to absorption, the surface is typically assumed to act as a totally reflecting boundary, which means that the contact time is determined by a Brownian functional known as the boundary local time. In this paper we develop a class of encounter-based models that deal with absorption at sticky boundaries. Sticky boundaries occur in a diverse range of applications, including cell biology, colloidal physics, active matter, finance, and human crowd dynamics. We begin by constructing a one-dimensional encounter-based model of sticky Brownian motion (BM), which is based on the zero-range limit of non-sticky BM with a short-range attractive potential well near the origin. In this limit, the boundary-contact time is given by the amount of time (occupation time) that the particle spends at the origin. We calculate the joint probability density or propagator for the particle position and the occupation time, and then identify an absorption event as the first time that the occupation time crosses a randomly generated threshold. Different models of absorption correspond to different choices for the random threshold probability distribution. We illustrate the theory by considering diffusion in a finite interval with a partially absorbing sticky boundary at one end. We show how various quantities of interest depend on moments of the random threshold distribution. Finally, we determine how sticky BM can be obtained by taking a particular diffusion limit of a sticky run-and-tumble particle (RTP). The diffusion limit is well-defined provided that the velocity of the RTP is biased and spatially varying within a boundary layer around the origin.