The mean shape of transition and first-passage paths

Based on the one-dimensional Fokker-Planck equation in an arbitrary free energy landscape including a general inhomogeneous diffusivity profile, we analytically calculate the mean shape of transition paths and first-passage paths, where the shape of a path is defined as the kinetic profile in the plane spanned by the mean time and the position. The transition path ensemble is the collection of all paths that do not revisit the start position chi(A) and that terminate when first reaching the final position chi(B). In contrast, a first-passage path can revisit its start position chi(A) before it terminates at chi(B). Our theoretical framework employs the forward and backward Fokker-Planck equations as well as first-passage, passage, last-passage, and transition-path time distributions, for which we derive the defining integral equations. We show that the mean shape of transition paths, in other words the mean time at which the transition path ensemble visits an intermediate position chi, is equivalent to the mean first-passage time of reaching the position chi(A) when starting from chi without ever visiting chi(B). The mean shape of first-passage paths is related to the mean shape of transition paths by a constant time shift. Since for a large barrier height U, the mean first-passage time scales exponentially in U, while the mean transition path time scales linearly inversely in U, the time shift between first-passage and transition path shapes is substantial. We present explicit examples of transition path shapes for linear and harmonic potentials and illustrate our findings by trajectories obtained from Brownian dynamics simulations. (C) 2015 AIP Publishing LLC.