Persistence in nonequilibrium surface growth

Controlling Uncertainty of Empirical First-Passage Times in the Small-Sample Regime

We derive general bounds on the probability that the empirical first-passage time τ[over ¯]_{n}≡∑_{i=1}^{n}τ_{i}/n of a reversible ergodic Markov process inferred from a sample of n independent realizations deviates from the true mean first-passage time by more than any given amount in either direction. We construct nonasymptotic confidence intervals that hold in the elusive small-sample regime and thus fill the gap between asymptotic methods and the Bayesian approach that is known to be sensitive to prior belief and tends to underestimate uncertainty in the small-sample setting. We prove sharp bounds on extreme first-passage times that control uncertainty even in cases where the mean alone does not sufficiently characterize the statistics. Our concentration-of-measure-based results allow for model-free error control and reliable error estimation in kinetic inference, and are thus important for the analysis of experimental and simulation data in the presence of limited sampling.

Zero-temperature coarsening in the two-dimensional long-range Ising model

We investigate the nonequilibrium dynamics following a quench to zero temperature of the nonconserved Ising model with power-law decaying long-range interactions ∝1/r^{d+σ} in d=2 spatial dimensions. The zero-temperature coarsening is always of special interest among nonequilibrium processes, because often peculiar behavior is observed. We provide estimates of the nonequilibrium exponents, viz., the growth exponent α, the persistence exponent θ, and the fractal dimension d_{f}. It is found that the growth exponent α≈3/4 is independent of σ and different from α=1/2, as expected for nearest-neighbor models. In the large σ regime of the tunable interactions only the fractal dimension d_{f} of the nearest-neighbor Ising model is recovered, while the other exponents differ significantly. For the persistence exponents θ this is a direct consequence of the different growth exponents α as can be understood from the relation d-d_{f}=θ/α; they just differ by the ratio of the growth exponents ≈3/2. This relation has been proposed for annihilation processes and later numerically tested for the d=2 nearest-neighbor Ising model. We confirm this relation for all σ studied, reinforcing its general validity.

Universality for Persistence Exponents of Local Times of Self-Similar Processes with Stationary Increments

We show that $$\mathbb {P}( \ell _X(0,T] \le 1)=(c_X+o(1))T^{-(1-H)}$$ P ( ℓ X ( 0 , T ] ≤ 1 ) = ( c X + o ( 1 ) ) T - ( 1 - H ) , where $$\ell _X$$ ℓ X is the local time measure at 0 of any recurrent H-self-similar real-valued process X with stationary increments that admits a sufficiently regular local time and $$c_X$$ c X is some constant depending only on X. A special case is the Gaussian setting, i.e. when the underlying process is fractional Brownian motion, in which our result settles a conjecture by Molchan [Commun. Math. Phys. 205, 97-111 (1999)] who obtained the upper bound $$1-H$$ 1 - H on the decay exponent of $$\mathbb {P}( \ell _X(0,T] \le 1)$$ P ( ℓ X ( 0 , T ] ≤ 1 ) . Our approach establishes a new connection between persistence probabilities and Palm theory for self-similar random measures, thereby providing a general framework which extends far beyond the Gaussian case.

Persistence in Brownian motion of an ellipsoidal particle in two dimensions

We investigate the persistence probability p(t) of the position of a Brownian particle with shape asymmetry in two dimensions. The persistence probability is defined as the probability that a stochastic variable has not changed its sign in the given time interval. We explicitly consider two cases-diffusion of a free particle and that of a harmonically trapped particle. The latter is particularly relevant in experiments that use trapping and tracking techniques to measure the displacements. We provide analytical expressions of p(t) for both the scenarios and show that in the absence of the shape asymmetry, the results reduce to the case of an isotropic particle. The analytical expressions of p(t) are further validated against numerical simulation of the underlying overdamped dynamics. We also illustrate that p(t) can be a measure to determine the shape asymmetry of a colloid and the translational and rotational diffusivities can be estimated from the measured persistence probability. The advantage of this method is that it does not require the tracking of the orientation of the particle.

Strong Coupling in Conserved Surface Roughening: A New Universality Class?

The Kardar-Parisi-Zhang (KPZ) equation defines the main universality class for nonlinear growth and roughening of surfaces. But under certain conditions, a conserved KPZ equation (CKPZ) is thought to set the universality class instead. This has non-mean-field behavior only in spatial dimension d<2. We point out here that CKPZ is incomplete: It omits a symmetry-allowed nonlinear gradient term of the same order as the one retained. Adding this term, we find a parameter regime where the one-loop renormalization group flow diverges. This suggests a phase transition to a new growth phase, possibly ruled by a strong-coupling fixed point and thus described by a new universality class, for any d>1. In this phase, numerical integration of the model in d=2 gives clear evidence of non-mean-field behavior.

Statistics of zero crossings in rough interfaces with fractional elasticity

We study numerically the distribution of zero crossings in one-dimensional elastic interfaces described by an overdamped Langevin dynamics with periodic boundary conditions. We model the elastic forces with a Riesz-Feller fractional Laplacian of order z=1+2ζ, such that the interfaces spontaneously relax, with a dynamical exponent z, to a self-affine geometry with roughness exponent ζ. By continuously increasing from ζ=-1/2 (macroscopically flat interface described by independent Ornstein-Uhlenbeck processes [Phys. Rev. 36, 823 (1930)PHRVAO0031-899X10.1103/PhysRev.36.823]) to ζ=3/2 (super-rough Mullins-Herring interface), three different regimes are identified: (I) -1/2<ζ<0, (II) 0<ζ<1, and (III) 1<ζ<3/2. Starting from a flat initial condition, the mean number of zeros of the discretized interface (I) decays exponentially in time and reaches an extensive value in the system size, or decays as a power-law towards (II) a subextensive or (III) an intensive value. In the steady state, the distribution of intervals between zeros changes from an exponential decay in (I) to a power-law decay P(ℓ)∼ℓ^{-γ} in (II) and (III). While in (II) γ=1-θ with θ=1-ζ the steady-state persistence exponent, in (III) we obtain γ=3-2ζ, different from the exponent γ=1 expected from the prediction θ=0 for infinite super-rough interfaces with ζ>1. The effect on P(ℓ) of short-scale smoothening is also analyzed numerically and analytically. A tight relation between the mean interval, the mean width of the interface, and the density of zeros is also reported. The results drawn from our analysis of rough interfaces subject to particular boundary conditions or constraints, along with discretization effects, are relevant for the practical analysis of zeros in interface imaging experiments or in numerical analysis.

Distribution of zeros in the rough geometry of fluctuating interfaces

We study numerically the correlations and the distribution of intervals between successive zeros in the fluctuating geometry of stochastic interfaces, described by the Edwards-Wilkinson equation. For equilibrium states we find that the distribution of interval lengths satisfies a truncated Sparre-Andersen theorem. We show that boundary-dependent finite-size effects induce nontrivial correlations, implying that the independent interval property is not exactly satisfied in finite systems. For out-of-equilibrium nonstationary states we derive the scaling law describing the temporal evolution of the density of zeros starting from an uncorrelated initial condition. As a by-product we derive a general criterion of the von Neumann's type to understand how discretization affects the stability of the numerical integration of stochastic interfaces. We consider both diffusive and spatially fractional dynamics. Our results provide an alternative experimental method for extracting universal information of fluctuating interfaces such as domain walls in thin ferromagnets or ferroelectrics, based exclusively on the detection of crossing points.

Effects of initial height on the steady-state persistence probability of linear growth models

The effects of the initial height on the temporal persistence probability of steady-state height fluctuations in up-down symmetric linear models of surface growth are investigated. We study the (1+1)-dimensional Family model and the (1+1)- and (2+1)-dimensional larger curvature (LC) model. Both the Family and LC models have up-down symmetry, so the positive and negative persistence probabilities in the steady state, averaged over all values of the initial height h(0), are equal to each other. However, these two probabilities are not equal if one considers a fixed nonzero value of h(0). Plots of the positive persistence probability for negative initial height versus time exhibit power-law behavior if the magnitude of the initial height is larger than the interface width at saturation. By symmetry, the negative persistence probability for positive initial height also exhibits the same behavior. The persistence exponent that describes this power-law decay decreases as the magnitude of the initial height is increased. The dependence of the persistence probability on the initial height, the system size, and the discrete sampling time is found to exhibit scaling behavior.

Persistence of Brownian motion in a shear flow

The persistence of a Brownian particle in a shear flow is investigated. The persistence probability P(t), which is the probability that the particle does not return to its initial position up to time t, is known to obey a power law P(t)∝t(-θ). Since the displacement of a particle along the flow direction due to convection is much larger than that due to Brownian motion, we define an alternative displacement in which the convection effect is removed. We derive theoretically the two-time correlation function and the persistence exponent θ of this displacement. The exponent has different values at short and long times. The theoretical results are compared with experiment and a good agreement is found.

Persistence of a Brownian particle in a time-dependent potential

We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times, leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the confinement, an exponential decay and an algebraic decay. Analytical calculations and numerical simulations show that for the case of the exponential relaxation, the dynamics of Brownian particle at short and long times are independent of the parameters of the relaxation. On the contrary, for the algebraic decay of the confinement, the dynamics at long times is determined by the exponent of the decay. Finally, using the two-time correlation function for the position of the Brownian particle, we construct the persistence probability for the Brownian walker in such a scenario.

Surface pattern formation and scaling described by conserved lattice gases

We extend our 2+1 -dimensional discrete growth model [Odor, Phys. Rev. E 79, 021125 (2009)] with conserved, local exchange dynamics of octahedra, describing surface diffusion. A roughening process was realized by uphill diffusion and curvature dependence. By mapping the slopes onto particles, two-dimensional nonequilibrium binary lattice model emerges, in which the (smoothing or roughening) surface diffusion can be described by attracting or repelling motion of oriented dimers. The binary representation allows simulations on very large size and time scales. We provide numerical evidence for Mullins-Herring or molecular-beam epitaxy class scaling of the surface width. The competition of inverse Mullins-Herring diffusion with a smoothing deposition, which corresponds to a Kardar-Parisi-Zhang (KPZ) process, generates different patterns: dots or ripples. We analyze numerically the scaling and wavelength growth behavior in these models. In particular, we confirm by large size simulations that the KPZ type of scaling is stable against the addition of this surface diffusion, hence this is the asymptotic behavior of the Kuramoto-Sivashinsky equation as conjectured by field theory in two dimensions, but has been debated numerically. If very strong, normal surface diffusion is added to a KPZ process, we observe smooth surfaces with logarithmic growth, which can describe the mean-field behavior of the strong-coupling KPZ class. We show that ripple coarsening occurs if parallel surface currents are present, otherwise logarithmic behavior emerges.

Longest excursion of fractional Brownian motion: numerical evidence of non-Markovian effects

We study, using exact numerical simulations, the statistics of the longest excursion l(max)(t) up to time t for the fractional Brownian motion with Hurst exponent 0<H<1. We show that in the large t limit, <l(max)(t)> proportional to variantQ(infinity)t, where Q(infinity) identical with Q(infinity)(H) depends continuously on H. These results are compared with exact analytical results for a renewal process with an associated persistence exponent theta=1-H. This comparison shows that Q(infinity)(H) carries the clear signature of non-Markovian effects for H not equal 1/2. The preasymptotic behavior of <l(max)(t)> is also discussed.

Persistence in advection of a passive scalar

We consider the persistence phenomenon in advected passive scalar equation in one dimension. The velocity field is random with the v(k,omega)v(-k,-omega) approximately mid R:kmid R:;{-(2+alpha)} . In the presence of the nonlinearity the complete Green's function becomes G;{-1}=-iomega+Dk2+Sigma . We determine Sigma self-consistently from the correlation function which gives Sigma approximately k;{beta} , with beta=(1-alpha)2 . The effect of the nonlinear term in the equation in the O(;{2}) is to replace the diffusion term due to molecular viscosity by an effective term of the form Sigma_{0}k;{beta} . The stationary correlator for this system is [sech(T2)];{1beta} . Using the self-consistent theory we have determined the relation between beta and alpha . Finally, the independent interval approximation (IIA) method is used to determine the persistent exponent.

Maximal- and minimal-height distributions of fluctuating interfaces

Maximal- and minimal-height distributions (MAHD, MIHD) of two-dimensional interfaces grown with the nonlinear equations of Kardar-Parisi-Zhang (KPZ, second order) and of Villain-Lai-Das Sarma (VLDS, fourth order) are shown to be different. Two universal curves may be MAHD or MIHD of each class depending on the sign of the relevant nonlinear term, which is confirmed by results of several lattice models in the KPZ and VLDS classes. The difference between MAHD and MIDH is connected with the asymmetry of the local height distribution. A simple, exactly solvable deposition-erosion model is introduced to illustrate this feature. The average extremal heights scale with the same exponent of the average roughness. In contrast to other correlated systems, generalized Gumbel distributions do not fit those MAHD and MIHD, nor those of Edwards-Wilkinson growth.

Generalized survival in step fluctuations

The properties of the generalized survival probability, that is, the probability of not crossing an arbitrary location R during relaxation, have been investigated experimentally (via scanning tunneling microscope observations) and numerically. The results confirm that the generalized survival probability decays exponentially with a time constant tau(s) (R). The distance dependence of the time constant is shown to be tau(s) (R) = tau(s0) exp[-R/w (T)], where w2 (T) is the material-dependent mean-squared width of the step fluctuations. The result reveals the dependence on the physical parameters of the system inherent in the prior prediction of the time constant scaling with R/L(alpha), with L the system size and alpha the roughness exponent. The survival behavior is also analyzed using a contrasting concept, the generalized inside survival S(in) (t,R), which involves fluctuations to an arbitrary location R further from the average. Numerical simulations of the inside survival probability also show an exponential time dependence, and the extracted time constant empirically shows (R/w)(lambda) behavior, with lambda varying over 0.6 to 0.8 as the sampling conditions are changed. The experimental data show similar behavior, and can be well fit with lambda = 1.0 for T = 300 K, and 0.5 < lambda < 1 for T = 460 K. Over this temperature range, the ratio of the fixed sampling time to the underlying physical time constant, and thus the true correlation time, increases by a factor of approximately 10(3). Preliminary analysis indicates that the scaling effect due to the true correlation time is relevant in the parameter space of the experimental observations.

Persistence of a Rouse polymer chain under transverse shear flow

We consider a single Rouse polymer chain in two dimensions in the presence of a transverse shear flow along the x direction and calculate the persistence probability P0(t) that the x coordinate of a bead in the bulk of the chain does not return to its initial position up to time t. We show that the persistence decays at late times as a power law P0(t) approximately t{-theta} with a nontrivial exponent theta. The analytical estimate of theta=0.359... obtained using an independent interval approximation is in excellent agreement with the numerical value theta approximately 0.360+/-0.001.

Finite-size effect in persistence in random walks

We have investigated the random walk problem in a finite system and studied the crossover induced in the persistence probability by the system size. Analytical and numerical work show that the scaling function is an exponentially decaying function. We consider two cases of trapping, one by a box of size L and the other by a harmonic trap. Our analytic calculations are supported by numerical works. We also present numerical results on the harmonically trapped randomly accelerated particle and the randomly accelerated particle with viscous drag.

Universal asymptotic statistics of maximal relative height in one-dimensional solid-on-solid models

We study the probability density function P(h(m), L) of the maximum relative height h(m) in a wide class of one-dimensional solid-on-solid models of finite size L. For all these lattice models, in the large-L limit, a central limit argument shows that, for periodic boundary conditions, P(h(m), L) takes a universal scaling form P(h(m), L) approximately radical(12w(L))(-1) f(h(m)radical(12w(L))(-1), with w(L) the width of the fluctuating interface f(x) and the Airy distribution function. For one instance of these models, corresponding to the extremely anisotropic Ising model in two dimensions, this result is obtained by an exact computation using the transfer matrix technique, valid for any L > 0. These arguments and exact analytical calculations are supported by numerical simulations, which show in addition that the subleading scaling function is also universal, up to a nonuniversal amplitude, and simply given by the derivative of the Airy distribution function f'(x).

Spatial survival probability for one-dimensional fluctuating interfaces in the steady state

We report numerical and analytic results for the spatial survival probability for fluctuating one-dimensional interfaces with Edwards-Wilkinson or Kardar-Parisi-Zhang dynamics in the steady state. Our numerical results are obtained from analysis of steady-state profiles generated by integrating a spatially discretized form of the Edwards-Wilkinson equation to long times. We show that the survival probability exhibits scaling behavior in its dependence on the system size and the "sampling interval" used in the measurement for both "steady-state" and "finite" initial conditions. Analytic results for the scaling functions are obtained from a path-integral treatment of a formulation of the problem in terms of one-dimensional Brownian motion. A "deterministic approximation" is used to obtain closed-form expressions for survival probabilities from the formally exact analytic treatment. The resulting approximate analytic results provide a fairly good description of the numerical data.

Volatility, persistence, and survival in financial markets

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.

Persistence of randomly coupled fluctuating interfaces

We study the persistence properties in a simple model of two coupled interfaces characterized by heights h(1) and h(2) , respectively, each growing over a d -dimensional substrate. The first interface evolves independently of the second and can correspond to any generic growing interface, e.g., of the Edwards-Wilkinson or of the Kardar-Parisi-Zhang variety. The evolution of h(2) , however, is coupled to h(1) via a quenched random velocity field. In the limit d-->0 , our model reduces to the Matheron-de Marsily model in two dimensions. For d=1, our model describes a Rouse polymer chain in two dimensions advected by a transverse velocity field. We show analytically that after a long waiting time t(0) -->infinity , the stochastic process h(2) , at a fixed point in space but as a function of time, becomes a fractional Brownian motion with a Hurst exponent, H2 =1- beta(1) /2 , where beta(1) is the growth exponent characterizing the first interface. The associated persistence exponent is shown to be theta(2)(s) =1- H2 = beta(1) /2 . These analytical results are verified by numerical simulations.

Sampling-time effects for persistence and survival in step structural fluctuations

The effects of sampling rate and total measurement time have been determined for single-point measurements of step fluctuations within the context of first-passage properties. Time dependent scanning tunneling microscopy has been used to evaluate step fluctuations on Ag(111) films grown on mica as a function of temperature (300-410 K) , on screw dislocations on the facets of Pb crystallites at 320 K , and on Al-terminated Si(111) over the temperature range 770-970 K . Although the fundamental time constant for step fluctuations on Ag and Al/Si varies by orders of magnitude over the temperature ranges of measurement, no dependence of the persistence amplitude on temperature is observed. Instead, the persistence probability is found to scale directly with t/delta t where delta t is the time interval used for sampling. Survival probabilities show a more complex scaling dependence, which includes both the sampling interval and the total measurement time t(m) . Scaling with t/delta t occurs only when delta t/ t(m) is a constant. We show that this observation is equivalent to theoretical predictions that the survival probability will scale as delta t/ L(z) , where L is the effective length of a step. This implies that the survival probability for large systems, when measured with fixed values of t(m) or delta t , should also show little or no temperature dependence.

Mapping spatial persistent large deviations of nonequilibrium surface growth processes onto the temporal persistent large deviations of stochastic random walk processes

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.