Power laws and stretched exponentials in a noisy finite-time-singularity model

First-passage and first-exit times of a Bessel-like stochastic process

We study a stochastic process X(t) which is a particular case of the Rayleigh process and whose square is the Bessel process, with various applications in physics, chemistry, biology, economics, finance, and other fields. The stochastic differential equation is dX(t)=(nD/X(t))dt+√(2D)dW(t), where W(t) is the Wiener process. The drift term can arise from a logarithmic potential or from taking X(t) as the norm of a multidimensional random walk. Due to the singularity of the drift term for X(t)=0, different natures of boundary at the origin arise depending on the real parameter n: entrance, exit, and regular. For each of them we calculate analytically and numerically the probability density functions of first-passage times or first-exit times. Nontrivial behavior is observed in the case of a regular boundary.

Dynamics of DNA breathing: weak noise analysis, finite time singularity, and mapping onto the quantum Coulomb problem

We study the dynamics of denaturation bubbles in double-stranded DNA on the basis of the Poland-Scheraga model. We show that long time distributions for the survival of DNA bubbles and the size autocorrelation function can be derived from an asymptotic weak noise approach. In particular, below the melting temperature the bubble closure corresponds to a noisy finite time singularity. We demonstrate that the associated Fokker-Planck equation is equivalent to a quantum Coulomb problem. Below the melting temperature, the bubble lifetime is associated with the continuum of scattering states of the repulsive Coulomb potential; at the melting temperature, the Coulomb potential vanishes and the underlying first exit dynamics exhibits a long time power law tail; above the melting temperature, corresponding to an attractive Coulomb potential, the long time dynamics is controlled by the lowest bound state. Correlations and finite size effects are discussed.

DNA bubble dynamics as a quantum Coulomb problem

We study the dynamics of denaturation bubbles in double-stranded DNA. Demonstrating that the associated Fokker-Planck equation is equivalent to a Coulomb problem, we derive expressions for the bubble survival distribution W(t). Below Tm, W(t) is associated with the continuum of scattering states of the repulsive Coulomb potential. At Tm, the Coulomb potential vanishes and W(t) assumes a power-law tail with nontrivial dynamic exponents: the critical exponent of the entropy loss factor may cause a finite mean lifetime. Above Tm (attractive potential), the long-time dynamics is controlled by the lowest bound state. Correlations and finite size effects are discussed.

Kardar-Parisi-Zhang equation in the weak noise limit: pattern formation and upper critical dimension

We extend the previously developed nonperturbative weak noise scheme, applied to the noisy Burgers equation in one dimension, to the Kardar-Parisi-Zhang equation for a growing interface in arbitrary dimensions. By means of the Cole-Hopf transformation we show that the growth morphology can be interpreted in terms of dynamically evolving textures of localized growth modes with superimposed diffusive modes. In the Cole-Hopf representation the growth modes are static solutions to the diffusion equation and the nonlinear Schrödinger equation, subsequently boosted to finite velocity by a Galilei transformation. We discuss the dynamics of the pattern formation and, briefly, the superimposed linear modes. Implementing the stochastic interpretation we discuss kinetic transitions and in particular the preliminary scaling properties pertaining to the pair mode or dipole sector. In the dipole sector we obtain the Hurst exponent H=(3-d)/(4-d) or dynamic exponent Zdip(4-d)/(3-d) for the random walk of growth modes. Below d=3 the dipole growth modes show anomalous diffusion, above d=3 the dipole growth modes freeze. Finally, applying Derrick's theorem based on constrained minimization we show that the upper critical dimension is d=4 in the sense that growth modes cease to exist above this dimension.

Damped finite-time singularity driven by noise

We consider the combined influence of linear damping and noise on a dynamical finite-time singularity model for a single degree of freedom. We find that the noise effectively resolves the finite-time singularity and replaces it by a first-passage-time distribution or absorbing state distribution with a peak at the singularity and a long time tail. The damping introduces a characteristic cross-over time. In the early time regime the probability distribution and first-passage-time distribution show a power law behavior with scaling exponent depending on the ratio of the nonlinear coupling strength to the noise strength. In the late time regime the behavior is controlled by the damping. The study might be of relevance in the context of hydrodynamics on a nanometer scale, in material physics, and in biophysics.