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Burenev IN, Majumdar SN, Rosso A. Occupation time of a system of Brownian particles on the line with steplike initial condition. Phys Rev E 2024; 109:044150. [PMID: 38755944 DOI: 10.1103/physreve.109.044150] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/30/2023] [Accepted: 02/29/2024] [Indexed: 05/18/2024]
Abstract
We consider a system of noninteracting Brownian particles on the line with steplike initial condition and study the statistics of the occupation time on the positive half-line. We demonstrate that even at large times, the behavior of the occupation time exhibits long-lasting memory effects of the initialization. Specifically, we calculate the mean and the variance of the occupation time, demonstrating that the memory effects in the variance are determined by a generalized compressibility (or Fano factor), associated with the initial condition. In the particular case of the uncorrelated uniform initial condition we conduct a detailed study of two probability distributions of the occupation time: annealed (averaged over all possible initial configurations) and quenched (for a typical configuration). We show that at large times both the annealed and the quenched distributions admit large deviation form and we compute analytically the associated rate functions. We verify our analytical predictions via numerical simulations using importance sampling Monte Carlo strategy.
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Affiliation(s)
- Ivan N Burenev
- LPTMS, CNRS, Université Paris-Saclay, 91405 Orsay, France
| | | | - Alberto Rosso
- LPTMS, CNRS, Université Paris-Saclay, 91405 Orsay, France
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2
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Mukherjee S, Smith NR. Dynamical phase transition in the occupation fraction statistics for noncrossing Brownian particles. Phys Rev E 2023; 107:064133. [PMID: 37464710 DOI: 10.1103/physreve.107.064133] [Citation(s) in RCA: 2] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 04/10/2023] [Accepted: 06/09/2023] [Indexed: 07/20/2023]
Abstract
We consider a system of N noncrossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we find that, for any general N≥2, the system undergoes N-1 dynamical phase transitions of second order. The N-1 transitions are the boundaries of N phases that correspond to different numbers of particles which are in the vicinity of the interval throughout the dynamics. We achieve this by mapping the problem to that of finding the ground-state energy for N noninteracting spinless fermions in a square-well potential. The phases correspond to different numbers of single-body bound states for the quantum problem. We also study the process conditioned on a given occupation fraction and the large-N limiting behavior.
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Affiliation(s)
- Soheli Mukherjee
- Department of Solar Energy and Environmental Physics, Blaustein Institutes for Desert Research, Ben-Gurion University of the Negev, Sede Boqer Campus 8499000, Israel
| | - Naftali R Smith
- Department of Solar Energy and Environmental Physics, Blaustein Institutes for Desert Research, Ben-Gurion University of the Negev, Sede Boqer Campus 8499000, Israel
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3
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Saha S, Sen P. Virtual walks inspired by a mean-field kinetic exchange model of opinion dynamics. PHILOSOPHICAL TRANSACTIONS. SERIES A, MATHEMATICAL, PHYSICAL, AND ENGINEERING SCIENCES 2022; 380:20210168. [PMID: 35400189 DOI: 10.1098/rsta.2021.0168] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/29/2021] [Accepted: 10/15/2021] [Indexed: 06/14/2023]
Abstract
We propose two different schemes of realizing a virtual walk corresponding to a kinetic exchange model of opinion dynamics. The walks are either Markovian or non-Markovian in nature. The opinion dynamics model is characterized by a parameter [Formula: see text] which drives an order disorder transition at a critical value [Formula: see text]. The distribution [Formula: see text] of the displacements [Formula: see text] from the origin of the walkers is computed at different times. Below [Formula: see text], two time scales associated with a crossover behaviour in time are detected, which diverge in a power law manner at criticality with different exponent values. [Formula: see text] also carries the signature of the phase transition as it changes its form at [Formula: see text]. The walks show the features of a biased random walk below [Formula: see text], and above [Formula: see text], the walks are like unbiased random walks. The bias vanishes in a power law manner at [Formula: see text] and the width of the resulting Gaussian function shows a discontinuity. Some of the features of the walks are argued to be comparable to the critical quantities associated with the mean-field Ising model, to which class the opinion dynamics model belongs. The results for the Markovian and non-Markovian walks are almost identical which is justified by considering the different fluxes. We compare the present results with some earlier similar studies. This article is part of the theme issue 'Kinetic exchange models of societies and economies'.
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Affiliation(s)
- Surajit Saha
- Department of Physics, University of Calcutta, 92 Acharya Prafulla Chandra Road, Kolkata 700009, India
| | - Parongama Sen
- Department of Physics, University of Calcutta, 92 Acharya Prafulla Chandra Road, Kolkata 700009, India
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4
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Radice M, Onofri M, Artuso R, Pozzoli G. Statistics of occupation times and connection to local properties of nonhomogeneous random walks. Phys Rev E 2020; 101:042103. [PMID: 32422811 DOI: 10.1103/physreve.101.042103] [Citation(s) in RCA: 10] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/30/2020] [Accepted: 03/16/2020] [Indexed: 11/07/2022]
Abstract
We consider the statistics of occupation times, the number of visits at the origin, and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these observables can be characterized by a single exponent, that is connected to a local property of the probability density function of the process, viz., the probability of occupying the origin at time t, P(t). We test our results for two different models of lattice random walks with spatially inhomogeneous transition probabilities, one of which of non-Markovian nature, and find good agreement with theory. We also show that the distributions depend only on the occupation probability of the origin by comparing them for the two systems: When P(t) shows the same long-time behavior, each observable follows indeed the same distribution.
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Affiliation(s)
- Mattia Radice
- Dipartimento di Scienza e Alta Tecnologia and Center for Nonlinear and Complex Systems, Università degli studi dell'Insubria, Via Valleggio 11, I-22100 Como, Italy and I.N.F.N. Sezione di Milano, Via Celoria 16, I-20133 Milano, Italy
| | - Manuele Onofri
- Dipartimento di Scienza e Alta Tecnologia and Center for Nonlinear and Complex Systems, Università degli studi dell'Insubria, Via Valleggio 11, I-22100 Como, Italy and I.N.F.N. Sezione di Milano, Via Celoria 16, I-20133 Milano, Italy
| | - Roberto Artuso
- Dipartimento di Scienza e Alta Tecnologia and Center for Nonlinear and Complex Systems, Università degli studi dell'Insubria, Via Valleggio 11, I-22100 Como, Italy and I.N.F.N. Sezione di Milano, Via Celoria 16, I-20133 Milano, Italy
| | - Gaia Pozzoli
- Dipartimento di Scienza e Alta Tecnologia and Center for Nonlinear and Complex Systems, Università degli studi dell'Insubria, Via Valleggio 11, I-22100 Como, Italy and I.N.F.N. Sezione di Milano, Via Celoria 16, I-20133 Milano, Italy
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Mullick P, Sen P. Virtual walks in spin space: A study in a family of two-parameter models. Phys Rev E 2018; 97:052122. [PMID: 29906899 DOI: 10.1103/physreve.97.052122] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/21/2017] [Indexed: 11/07/2022]
Abstract
We investigate the dynamics of classical spins mapped as walkers in a virtual "spin" space using a generalized two-parameter family of spin models characterized by parameters y and z [de Oliveira et al., J. Phys. A 26, 2317 (1993)JPHAC50305-447010.1088/0305-4470/26/10/006]. The behavior of S(x,t), the probability that the walker is at position x at time t, is studied in detail. In general S(x,t)∼t^{-α}f(x/t^{α}) with α≃1 or 0.5 at large times depending on the parameters. In particular, S(x,t) for the point y=1,z=0.5 corresponding to the Voter model shows a crossover in time; associated with this crossover, two timescales can be defined which vary with the system size L as L^{2}logL. We also show that as the Voter model point is approached from the disordered regions along different directions, the width of the Gaussian distribution S(x,t) diverges in a power law manner with different exponents. For the majority Voter case, the results indicate that the the virtual walk can detect the phase transition perhaps more efficiently compared to other nonequilibrium methods.
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Affiliation(s)
- Pratik Mullick
- Department of Physics, University of Calcutta, 92 Acharya Prafulla Chandra Road, Kolkata 700009, India
| | - Parongama Sen
- Department of Physics, University of Calcutta, 92 Acharya Prafulla Chandra Road, Kolkata 700009, India
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6
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Bressloff PC. Stochastically gated local and occupation times of a Brownian particle. Phys Rev E 2017; 95:012130. [PMID: 28208407 DOI: 10.1103/physreve.95.012130] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/21/2016] [Indexed: 11/07/2022]
Abstract
We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment-generating function, averaged with respect to realizations of the stochastic gate.
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Affiliation(s)
- Paul C Bressloff
- Department of Mathematics, University of Utah, Salt Lake City, Utah 84112, USA
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7
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Sen P, Ray P. A+A→∅ model with a bias towards nearest neighbor. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 92:012109. [PMID: 26274127 DOI: 10.1103/physreve.92.012109] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/19/2015] [Indexed: 06/04/2023]
Abstract
We have studied the A+A→∅ reaction-diffusion model on a ring, with a bias ε(0≤ε≤0.5) of the random walkers A to hop towards their nearest neighbor. Though the bias is local in space and time, we show that it alters the universality class of the problem. The z exponent, which describes the growth of average spacings between the walkers with time, changes from the value 2 at ε=0 to the mean-field value of unity for any nonzero ε. We study the problem analytically using independent interval approximation and compare the scaling results with those obtained from simulation. The distribution P(k,t) (per site) of the spacing between two walkers is given by t(-2/z)f(k/t(1/z)) and is obtained both analytically and numerically. We also obtain the result that εt becomes the new time scale for ε≠0.
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Affiliation(s)
- Parongama Sen
- Department of Physics, University of Calcutta, 92 Acharya Prafulla Chandra Road, Kolkata 700009, India
| | - Purusattam Ray
- The Institute of Mathematical Sciences, CIT Campus, Taramani, Chennai 600113, India
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García-García R, Domínguez D. Symmetry for the duration of entropy-consuming intervals. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 89:052121. [PMID: 25353753 DOI: 10.1103/physreve.89.052121] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/26/2013] [Indexed: 06/04/2023]
Abstract
We introduce the violation fraction υ as the cumulative fraction of time that a mesoscopic system spends consuming entropy at a single trajectory in phase space. We show that the fluctuations of this quantity are described in terms of a symmetry relation reminiscent of fluctuation theorems, which involve a function Φ, which can be interpreted as an entropy associated with the fluctuations of the violation fraction. The function Φ, when evaluated for arbitrary stochastic realizations of the violation fraction, is odd upon the symmetry transformations that are relevant for the associated stochastic entropy production. This fact leads to a detailed fluctuation theorem for the probability density function of Φ. We study the steady-state limit of this symmetry in the paradigmatic case of a colloidal particle dragged by optical tweezers through an aqueous solution. Finally, we briefly discuss possible applications of our results for the estimation of free-energy differences from single-molecule experiments.
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Affiliation(s)
- Reinaldo García-García
- Centro Atómico Bariloche and Instituto Balseiro, 8400 San Carlos de Bariloche, Río Negro, Argentina
| | - Daniel Domínguez
- Centro Atómico Bariloche and Instituto Balseiro, 8400 San Carlos de Bariloche, Río Negro, Argentina
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9
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García-García R, Domínguez D. Duration of local violations of the second law of thermodynamics along single trajectories in phase space. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 89:022116. [PMID: 25353431 DOI: 10.1103/physreve.89.022116] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/15/2012] [Indexed: 06/04/2023]
Abstract
We define the violation fraction ν as the cumulative fraction of time that the entropy change is negative during single realizations of processes in phase space. This quantity depends on both the number of degrees of freedom N and the duration of the time interval τ. In the large-τ and large-N limit we show that, for ergodic and microreversible systems, the mean value of ν scales as 〈ν(N,τ)〉 ∼ (τN(1/1+α))(-1). The exponent α is positive and generally depends on the protocol for the external driving forces, being α = 1 for a constant drive. As an example, we study a nontrivial model where the fluctuations of the entropy production are non-Gaussian: an elastic line driven at a constant rate by an anharmonic trap. In this case we show that the scaling of 〈ν〉 with N and τ agrees with our result. Finally, we discuss how this scaling law may break down in the vicinity of a continuous phase transition.
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Affiliation(s)
| | - Daniel Domínguez
- Centro Atómico Bariloche and Instituto Balseiro, 8400 S. C. de Bariloche, Argentina
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10
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Maillard G, Mountford T. Large deviations for voter model occupation times in two dimensions. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2009. [DOI: 10.1214/08-aihp178] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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11
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Sabhapandit S, Majumdar SN, Comtet A. Statistical properties of functionals of the paths of a particle diffusing in a one-dimensional random potential. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006; 73:051102. [PMID: 16802913 DOI: 10.1103/physreve.73.051102] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/19/2006] [Indexed: 05/10/2023]
Abstract
We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism in two specific examples: (1) where the functional corresponds to the local time spent by the particle around the origin and (2) where the functional corresponds to the occupation time spent by the particle on the positive side of the origin, within an observation time window of size t. We compute the disorder average distributions of the local time, the inverse local time, the occupation time, and the inverse occupation time and show that in many cases disorder modifies the behavior drastically.
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Affiliation(s)
- Sanjib Sabhapandit
- Laboratoire de Physique Théorique et Modèles Statistiques, Université Paris-Sud, Bâtiment 100, 91405 Orsay Cedex, France
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12
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Bel G, Barkai E. Random walk to a nonergodic equilibrium concept. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006; 73:016125. [PMID: 16486234 DOI: 10.1103/physreve.73.016125] [Citation(s) in RCA: 13] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/19/2005] [Indexed: 05/06/2023]
Abstract
Random walk models, such as the trap model, continuous time random walks, and comb models, exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is, what statistical mechanical theory replaces the canonical Boltzmann-Gibbs theory for such systems? In this paper a nonergodic equilibrium concept is investigated, for a continuous time random walk model in a potential field. In particular we show that in the nonergodic phase the distribution of the occupation time of the particle in a finite region of space approaches U- or W-shaped distributions related to the arcsine law. We show that when conditions of detailed balance are applied, these distributions depend on the partition function of the problem, thus establishing a relation between the nonergodic dynamics and canonical statistical mechanics. In the ergodic phase the distribution function of the occupation times approaches a delta function centered on the value predicted based on standard Boltzmann-Gibbs statistics. The relation of our work to single-molecule experiments is briefly discussed.
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Affiliation(s)
- G Bel
- Department of Physics, Bar Ilan University, Ramat-Gan 52900, Israel.
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13
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Marathe R, Dhar A. Work distribution functions for hysteresis loops in a single-spin system. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 72:066112. [PMID: 16486015 DOI: 10.1103/physreve.72.066112] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/01/2005] [Indexed: 05/06/2023]
Abstract
We compute the distribution of the work done in driving a single Ising spin with a time-dependent magnetic field. Using Glauber dynamics we perform Monte Carlo simulations to find the work distributions at different driving rates. We find that in general the work distributions are broad with a significant probability for processes with negative dissipated work. The special cases of slow and fast driving rates are studied analytically. We verify that various work fluctuation theorems corresponding to equilibrium initial states are satisfied while a steady state version is not.
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14
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Constantin M, Sarma SD. Volatility, persistence, and survival in financial markets. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 72:051106. [PMID: 16383592 DOI: 10.1103/physreve.72.051106] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/01/2005] [Indexed: 05/05/2023]
Abstract
We study the temporal fluctuations in time-dependent stock prices (both individual and composite) as a stochastic phenomenon using general techniques and methods of nonequilibrium statistical mechanics. In particular, we analyze stock price fluctuations as a non-Markovian stochastic process using the first-passage statistical concepts of persistence and survival. We report the results of empirical measurements of the normalized qth-order correlation functions fq(t), survival probability S(t), and persistence probability P(t) for several stock market dynamical sets. We analyze both minute-to-minute and higher-frequency stock market recordings (i.e., with the sampling time deltat of the order of days). We find that the fluctuating stock price is multifractal and the choice of deltat has no effect on the qualitative multifractal behavior displayed by the 1/q dependence of the generalized Hurst exponent Hq associated with the power-law evolution of the correlation function fq(t) approximately tHq. The probability S(t) of the stock price remaining above the average up to time t is very sensitive to the total measurement time tm and the sampling time. The probability P(t) of the stock not returning to the initial value within an interval t has a universal power-law behavior P(t) approximately t(-theta), with a persistence exponent theta close to 0.5 that agrees with the prediction theta=1-H2. The empirical financial stocks also present an interesting feature found in turbulent fluids, the extended self-similarity.
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Affiliation(s)
- M Constantin
- Condensed Matter Theory Center, Department of Physics, University of Maryland, College Park, Maryland 20742-4111, USA
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15
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Constantin M, Das Sarma S. Mapping spatial persistent large deviations of nonequilibrium surface growth processes onto the temporal persistent large deviations of stochastic random walk processes. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2004; 70:041602. [PMID: 15600416 DOI: 10.1103/physreve.70.041602] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/29/2004] [Revised: 06/18/2004] [Indexed: 05/24/2023]
Abstract
Spatial persistent large deviations probability of surface growth processes governed by the Edwards-Wilkinson dynamics, Px(x,s), with -1< or =s< or =1 is mapped isomorphically onto the temporal persistent large deviations probability Pt(t,s) associated with the stochastic Markovian random walk problem. We show using numerical simulations that the infinite family of spatial persistent large deviations exponents thetax(s) characterizing the power-law decay of Px(x,s ) agrees, as predicted on theoretical grounds by Phys. Rev. Lett. 86, 3700 (2001)], with the numerical measurements of thetat(s), the continuous family of exponents characterizing the long-time power law behavior of Pt(t,s). We also discuss the simulations of the spatial persistence probability corresponding to a discrete model in the Mullins-Herring universality class, where our discrete simulations do not agree well with the theoretical predictions perhaps because of the severe finite-size corrections which are known to strongly inhibit the manifestation of the asymptotic continuum behavior in discrete models involving large values of the dynamical exponent and the associated extremely slow convergence to the asymptotic regime.
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Affiliation(s)
- M Constantin
- Condensed Matter Theory Center, Department of Physics, University of Maryland, College Park, Maryland 20742-4111, USA
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16
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Constantin M, Dasgupta C, Chatraphorn PP, Majumdar SN, Sarma SD. Persistence in nonequilibrium surface growth. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2004; 69:061608. [PMID: 15244586 DOI: 10.1103/physreve.69.061608] [Citation(s) in RCA: 23] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/22/2004] [Revised: 03/29/2004] [Indexed: 05/24/2023]
Abstract
Persistence probabilities of the interface height in ( 1+1 ) - and ( 2+1 ) -dimensional atomistic, solid-on-solid, stochastic models of surface growth are studied using kinetic Monte Carlo simulations, with emphasis on models that belong to the molecular beam epitaxy (MBE) universality class. Both the initial transient and the long-time steady-state regimes are investigated. We show that for growth models in the MBE universality class, the nonlinearity of the underlying dynamical equation is clearly reflected in the difference between the measured values of the positive and negative persistence exponents in both transient and steady-state regimes. For the MBE universality class, the positive and negative persistence exponents in the steady-state are found to be theta(S)(+) =0.66+/-0.02 and theta(S)(-) =0.78+/-0.02, respectively, in ( 1+1 ) dimensions, and theta(S)(+) =0.76+/-0.02 and theta(S)(-) =0.85+/-0.02, respectively, in ( 2+1 ) dimensions. The noise reduction technique is applied on some of the ( 1+1 ) -dimensional models in order to obtain accurate values of the persistence exponents. We show analytically that a relation between the steady-state persistence exponent and the dynamic growth exponent, found earlier to be valid for linear models, should be satisfied by the smaller of the two steady-state persistence exponents in the nonlinear models. Our numerical results for the persistence exponents are consistent with this prediction. We also find that the steady-state persistence exponents can be obtained from simulations over times that are much shorter than that required for the interface to reach the steady state. The dependence of the persistence probability on the system size and the sampling time is shown to be described by a simple scaling form.
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Affiliation(s)
- M Constantin
- Condensed Matter Theory Center, Department of Physics, University of Maryland, College Park, Maryland 20742-4111, USA
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17
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Ehrhardt GCMA, Majumdar SN, Bray AJ. Persistence exponents and the statistics of crossings and occupation times for Gaussian stationary processes. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2004; 69:016106. [PMID: 14995666 DOI: 10.1103/physreve.69.016106] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/05/2003] [Indexed: 05/24/2023]
Abstract
We consider the persistence probability, the occupation-time distribution, and the distribution of the number of zero crossings for discrete or (equivalently) discretely sampled Gaussian stationary processes (GSPs) of zero mean. We first consider the Ornstein-Uhlenbeck process, finding expressions for the mean and variance of the number of crossings and the "partial survival" probability. We then elaborate on the correlator expansion developed in an earlier paper [G. C. M. A. Ehrhardt and A. J. Bray, Phys. Rev. Lett. 88, 070602 (2002)] to calculate discretely sampled persistence exponents of GSPs of known correlator by means of a series expansion in the correlator. We apply this method to the processes d(n)x/dt(n)=eta(t) with n>/=3, incorporating an extrapolation of the series to the limit of continuous sampling. We then extend the correlator method to calculate the occupation-time and crossing-number distributions, as well as their partial-survival distributions and the means and variances of the occupation time and number of crossings. We apply these general methods to the d(n)x/dt(n)=eta(t) processes for n=1 (random walk), n=2 (random acceleration), and larger n, and to simple diffusion from random initial conditions in one to three dimensions. The results for discrete sampling are extrapolated to the continuum limit where possible.
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Affiliation(s)
- G C M A Ehrhardt
- Department of Physics and Astronomy, University of Manchester, Manchester M13 9PL, United Kingdom
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18
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Constantin M, Das Sarma S, Dasgupta C, Bondarchuk O, Dougherty DB, Williams ED. Infinite family of persistence exponents for interface fluctuations. PHYSICAL REVIEW LETTERS 2003; 91:086103. [PMID: 14525262 DOI: 10.1103/physrevlett.91.086103] [Citation(s) in RCA: 16] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/11/2003] [Revised: 05/28/2003] [Indexed: 05/24/2023]
Abstract
We show experimentally and theoretically that the persistence of large deviations in equilibrium step fluctuations is characterized by an infinite family of independent exponents. These exponents are obtained by carefully analyzing dynamical experimental images of Al/Si(111) and Ag(111) equilibrium steps fluctuating at high (970 K) and low (320 K) temperatures, respectively, and by quantitatively interpreting our observations on the basis of the corresponding coarse-grained discrete and continuum theoretical models for thermal surface step fluctuations under attachment/detachment ("high-temperature") and edge-diffusion limited kinetics ("low-temperature"), respectively.
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Affiliation(s)
- M Constantin
- Condensed Matter Theory Center, Department of Physics, University of Maryland, College Park, MD 20742-4111, USA
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Majumdar SN, Dean DS. Exact occupation time distribution in a non-Markovian sequence and its relation to spin glass models. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2002; 66:041102. [PMID: 12443172 DOI: 10.1103/physreve.66.041102] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/09/2002] [Indexed: 05/24/2023]
Abstract
We compute exactly the distribution of the occupation time in a discrete non-Markovian toy sequence that appears in various physical contexts such as the diffusion processes and Ising spin glass chains. The non-Markovian property makes the results nontrivial even for this toy sequence. The distribution is shown to have non-Gaussian tails characterized by a nontrivial large deviation function that is computed explicitly. An exact mapping of this sequence to an Ising spin glass chain via a gauge transformation raises an interesting question for a generic finite sized spin glass model; at a given temperature, what is the distribution (over disorder) of the thermally averaged number of spins that are aligned to their local fields? We show that this distribution remains nontrivial even at infinite temperature and can be computed explicitly in few cases such as in the Sherrington-Kirkpatrick model with Gaussian disorder.
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Affiliation(s)
- Satya N Majumdar
- Laboratoire de Physique Quantique (UMR C5626 du CNRS), Université Paul Sabatier, 31062 Toulouse Cedex, France
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20
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Dougherty DB, Lyubinetsky I, Williams ED, Constantin M, Dasgupta C, Das Sarma S. Experimental persistence probability for fluctuating steps. PHYSICAL REVIEW LETTERS 2002; 89:136102. [PMID: 12225042 DOI: 10.1103/physrevlett.89.136102] [Citation(s) in RCA: 38] [Impact Index Per Article: 1.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/26/2001] [Indexed: 05/23/2023]
Abstract
The persistence behavior for fluctuating steps on the Si(111)-(sqrt[3]xsqrt[3])R30 degrees -Al surface was determined by analyzing time-dependent STM images for temperatures between 770 and 970 K. Using the standard persistence definition, the measured persistence probability displays power-law decay with an exponent of theta=0.77+/-0.03. This is consistent with the value of theta=3/4 predicted for attachment-detachment limited step kinetics. If the persistence analysis is carried out in terms of return to a fixed-reference position, the measured probability decays exponentially. Numerical studies of the Langevin equation used to model step motion corroborate the experimental observations.
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Affiliation(s)
- D B Dougherty
- Materials Research Science and Engineering Center, Department of Physics, University of Maryland, College Park, Maryland 20742-4111, USA
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21
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Majumdar SN, Comtet A. Local and occupation time of a particle diffusing in a random medium. PHYSICAL REVIEW LETTERS 2002; 89:060601. [PMID: 12190571 DOI: 10.1103/physrevlett.89.060601] [Citation(s) in RCA: 33] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/04/2002] [Indexed: 05/23/2023]
Abstract
We consider a particle moving in a one-dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean value) and the occupation time (spent above its mean value) within an observation time window of size t. In the absence of quenched randomness, these distributions have three typical asymptotic behaviors depending on whether the deterministic potential is unstable, stable, or flat. These asymptotic behaviors are shown to get drastically modified when the random part of the potential is switched on, leading to the loss of self-averaging and wide sample to sample fluctuations.
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Affiliation(s)
- Satya N Majumdar
- Laboratoire de Physique Quantique (UMR C5626 du CNRS), Université Paul Sabatier, 31062 Toulouse Cedex, France
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22
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Majumdar SN, Bray AJ. Large-deviation functions for nonlinear functionals of a Gaussian stationary Markov process. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2002; 65:051112. [PMID: 12059534 DOI: 10.1103/physreve.65.051112] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/08/2002] [Indexed: 05/23/2023]
Abstract
We introduce a general method, based on a mapping onto quantum mechanics, for investigating the large-T limit of the distribution P(r,T) of the nonlinear functional r[V]=(1/T)integral(T)(0)dT' V[X(T')], where V(X) is an arbitrary function of the stationary Gaussian Markov process X(T). For T-->infinity at fixed r we obtain P(r,T) approximately exp[-theta(r)T], where theta(r) is a large-deviation function. We present explicit results for a number of special cases including V(X)=XH(X) [where H(X) is the Heaviside function], which is related to the cooling and the heating degree days relevant to weather derivatives.
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Affiliation(s)
- Satya N Majumdar
- Laboratoire de Physique Quantique (UMR C5626 du CNRS), Université Paul Sabatier, 31062 Toulouse Cedex, France
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23
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Majumdar SN, Dhar D. Persistence in a stationary time series. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2001; 64:046123. [PMID: 11690106 DOI: 10.1103/physreve.64.046123] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/18/2001] [Indexed: 05/23/2023]
Abstract
We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of a corresponding discrete sequence obtained from the measurement of the process only at integer times. We then construct a specific sequence for which the persistence can be computed even though the sequence is non-Markovian. We show that this may be considered as a limiting case of persistence in the diffusion process on a hierarchical lattice.
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Affiliation(s)
- S N Majumdar
- Tata Institute of Fundamental Research, Homi Bhabha Road, Mumbai-400005, India
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24
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Newman TJ, Loinaz W. Critical dimensions of the diffusion equation. PHYSICAL REVIEW LETTERS 2001; 86:2712-2715. [PMID: 11290021 DOI: 10.1103/physrevlett.86.2712] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/27/2000] [Indexed: 05/23/2023]
Abstract
We study the evolution of a random initial field under pure diffusion in various space dimensions. From numerical calculations we find that the persistence properties of the system show sharp transitions at critical dimensions d(1) approximately 26 and d(2) approximately 46. We also give refined measurements of the persistence exponents for low dimensions.
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Affiliation(s)
- T J Newman
- Department of Physics, University of Virginia, Charlottesville, VA 22904, USA.
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25
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Albano EV, Muñoz MA. Numerical study of persistence in models with absorbing states. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2001; 63:031104. [PMID: 11308627 DOI: 10.1103/physreve.63.031104] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/02/2000] [Indexed: 05/23/2023]
Abstract
Extensive Monte Carlo simulations are performed in order to evaluate both the local (straight theta(l)) and global (straight theta(g)) persistence exponents in the Ziff-Gulari-Barshad (ZGB) [Phys. Rev. Lett. 56, 2553 (1986)] irreversible reaction model. At the second-order irreversible phase transition (IPT) we find that both the local and the global persistence exhibit power-law behavior with a crossover between two different time regimes. On the other hand, at the ZGB first-order IPT, active sites are short lived and the persistence decays more abruptly; it is not clear whether it shows power-law behavior or not. In order to analyze universality issues, we have also studied another model with absorbing states, the contact process, and evaluated the local persistence exponent in dimensions from 1 to 4. A striking apparent superuniversality is reported: the local persistence exponent seems to coincide in both one- and two-dimensional systems. Some other aspects of persistence in systems with absorbing states are also analyzed.
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Affiliation(s)
- E V Albano
- Instituto de Investigaciones Fisicoquímicas Teóricas y Aplicadas (INIFTA), CONICET, UNLP, CIC, Buenos Aires, Sucursal 4, Casilla de Correo 16, (1900) La Plata, Argentina
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26
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Smedt GD, Godrèche C, Luck JM. Statistics of the occupation time for a class of Gaussian Markov processes. ACTA ACUST UNITED AC 2001. [DOI: 10.1088/0305-4470/34/7/303] [Citation(s) in RCA: 13] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/12/2022]
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27
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Deloubrière O, Hilhorst HJ. Persistence exponents of non-Gaussian processes in statistical mechanics. ACTA ACUST UNITED AC 2000. [DOI: 10.1088/0305-4470/33/10/304] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/12/2022]
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28
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Sire C, Majumdar SN, Rudinger A. Analytical results for random walk persistence. PHYSICAL REVIEW. E, STATISTICAL PHYSICS, PLASMAS, FLUIDS, AND RELATED INTERDISCIPLINARY TOPICS 2000; 61:1258-69. [PMID: 11046403 DOI: 10.1103/physreve.61.1258] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/13/1998] [Indexed: 04/15/2023]
Abstract
In this paper, we present a detailed calculation of the persistence exponent straight theta for a nearly Markovian Gaussian process X(t), a problem initially introduced elsewhere in [Phys. Rev. Lett. 77, 1420 (1996)], describing the probability that the walker never crosses the origin. Resummed perturbative and nonperturbative expressions for straight theta are derived, which suggest a connection with the result of the alternative independent interval approximation. The perturbation theory is extended to the calculation of straight theta for non-Gaussian processes, by making a strong connection between the problem of persistence and the calculation of the energy eigenfunctions of a quantum mechanical problem. Finally, we give perturbative and nonperturbative expressions for the persistence exponent straight theta(X0), describing the probability that the process remains larger than X(0)sqrt[<X2(t)>].
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Affiliation(s)
- C Sire
- Laboratoire de Physique Quantique (UMR C5626 du CNRS), Universite Paul Sabatier, 31062, Toulouse Cedex, France
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29
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Doussal PL, Monthus C. Reaction diffusion models in one dimension with disorder. PHYSICAL REVIEW. E, STATISTICAL PHYSICS, PLASMAS, FLUIDS, AND RELATED INTERDISCIPLINARY TOPICS 1999; 60:1212-38. [PMID: 11969881 DOI: 10.1103/physreve.60.1212] [Citation(s) in RCA: 31] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/27/1999] [Indexed: 11/07/2022]
Abstract
We study a large class of one-dimensional reaction diffusion models with quenched disorder using a real space renormalization group method (RSRG) which yields exact results at large time. Particles (e.g., of several species) undergo diffusion with random local bias (Sinai model) and may react upon meeting. We obtain a detailed description of the asymptotic states (i.e., attractive fixed points of the RSRG), such as the large time decay of the density of each specie, their associated universal amplitudes, and the spatial distribution of particles. We also derive the spectrum of nontrivial exponents which characterize the convergence towards the asymptotic states. For reactions which lead to several possible asymptotic states separated by unstable fixed points, we analyze the dynamical phase diagram and obtain the critical exponents characterizing the transitions. We also obtain a detailed characterization of the persistence properties for single particles as well as more complex patterns. We compute the decay exponents for the probability of no crossing of a given point by, respectively, the single particle trajectories (theta) or the thermally averaged packets (theta). The generalized persistence exponents associated to n crossings are also obtained. Specifying to the process A+A--> or A with probabilities (r,1-r), we compute exactly the exponents delta(r) and psi(r) characterizing the survival up to time t of a domain without any merging or with mergings, respectively, and the exponents deltaA(r) and psiA(r) characterizing the survival up to time t of a particle A without any coalescence or with coalescences, respectively. theta, psi, and delta obey hypergeometric equations and are numerically surprisingly close to pure system exponents (though associated to a completely different diffusion length). The effect of additional disorder in the reaction rates, as well as some open questions, are also discussed.
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Affiliation(s)
- P L Doussal
- CNRS-Laboratoire de Physique Théorique de l'Ecole, Normale Supérieure, 24 rue Lhomond, F-75231 Paris, France
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30
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Toroczkai Z, Newman TJ, Das Sarma S. Sign-time distributions for interface growth. PHYSICAL REVIEW. E, STATISTICAL PHYSICS, PLASMAS, FLUIDS, AND RELATED INTERDISCIPLINARY TOPICS 1999; 60:R1115-8. [PMID: 11969931 DOI: 10.1103/physreve.60.r1115] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/27/1998] [Revised: 05/11/1999] [Indexed: 04/18/2023]
Abstract
We apply the recently introduced distribution of sign-times (DST) to nonequilibrium interface growth dynamics. We are able to treat within a unified picture the persistence properties of a large class of relaxational and noisy linear growth processes, and prove the existence of a nontrivial scaling relation. A critical dimension is found, relating to the persistence properties of these systems. We also illustrate, by means of numerical simulations, the different types of DST to be expected in both linear and nonlinear growth mechanisms.
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Affiliation(s)
- Z Toroczkai
- Department of Physics, Virginia Polytechnic Institute and State University, Blacksburg Virginia 24061, USA
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31
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Dhar A, Majumdar SN. Residence time distribution for a class of Gaussian Markov processes. PHYSICAL REVIEW. E, STATISTICAL PHYSICS, PLASMAS, FLUIDS, AND RELATED INTERDISCIPLINARY TOPICS 1999; 59:6413-8. [PMID: 11969625 DOI: 10.1103/physreve.59.6413] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/01/1999] [Indexed: 04/18/2023]
Abstract
We study the distribution of residence time or equivalently that of "mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter alpha. The persistence exponent for these processes is simply given by theta=alpha but the residence time distribution is nontrivial. The shape of this distribution undergoes a qualitative change as theta increases, indicating a sharp change in the ergodic properties of the process. We develop two alternate methods to calculate exactly but recursively the moments of the distribution for arbitrary alpha. For some special values of alpha, we obtain closed form expressions of the distribution function.
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Affiliation(s)
- A Dhar
- Physics Department, Indian Institute of Science, Bangalore 560012, India
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32
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Drouffe JM, Godrèche C. Stationary definition of persistence for finite-temperature phase ordering. ACTA ACUST UNITED AC 1999. [DOI: 10.1088/0305-4470/31/49/004] [Citation(s) in RCA: 16] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/11/2022]
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