Damped finite-time singularity driven by noise

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.

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.