Persistent and anti-persistent motion in bounded and unbounded space: resolution of the first-passage problem

Abstract

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems has led to a large literature on the modelling of temporally correlated movement paths. Despite the substantial body of work, little progress has been made to determine the dynamical properties of various transport related quantities, including the first-passage or first-hitting probability to one or multiple absorbing targets when space is bounded. To bridge this knowledge gap we generalise the renewal theory of first-passage and splitting probabilities to correlated discrete variables. We do so in arbitrary dimensions on a lattice for the so-called correlated or persistent random walk, the one step non-Markovian extension of the simple lattice random walk in bounded and unbounded space. We focus on bounded domains and consider both persistent and anti-persistent motion in hypercubic lattices as well as the hexagonal lattice. The discrete formalism allows us to extend the notion of the first-passage to that of the directional first-passage, whereby the walker must reach the target from a prescribed direction for a hitting event to occur. As an application to spatio-temporal observations of correlated moving cells that may be either repelled or attracted to hard surfaces, we compare the first-passage statistics to a target within a reflecting domain depending on whether an interaction with the reflective interface invokes a reversal of the movement direction or not. With strong persistence we observe multi-modality in the first-passage distribution in the former case, which instead is greatly suppressed in the latter.