1
|
Bebon R, Godec A. Controlling Uncertainty of Empirical First-Passage Times in the Small-Sample Regime. PHYSICAL REVIEW LETTERS 2023; 131:237101. [PMID: 38134782 DOI: 10.1103/physrevlett.131.237101] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/20/2023] [Revised: 10/18/2023] [Accepted: 10/31/2023] [Indexed: 12/24/2023]
Abstract
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.
Collapse
Affiliation(s)
- Rick Bebon
- Mathematical bioPhysics Group, Max Planck Institute for Multidisciplinary Sciences, 37077 Göttingen, Germany
| | - Aljaž Godec
- Mathematical bioPhysics Group, Max Planck Institute for Multidisciplinary Sciences, 37077 Göttingen, Germany
| |
Collapse
|
2
|
Leroy F, El Barraj A, Cheynis F, Müller P, Curiotto S. Determination of the Thermomigration Force on Adatoms. PHYSICAL REVIEW LETTERS 2023; 131:116202. [PMID: 37774294 DOI: 10.1103/physrevlett.131.116202] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/03/2023] [Revised: 05/24/2023] [Accepted: 07/12/2023] [Indexed: 10/01/2023]
Abstract
Thermal gradients in nanomaterials can cause surface mass transport phenomena. However, the atomic fluxes are challenging to quantify and the underlying atomic mechanisms are complex. Using low energy electron microscopy we have examined in operando, under a thermal gradient of 10^{4} K/m, the thermomigration of supercooled Si(111)-1×1 advacancy islands. The islands move in the direction of the thermal gradient at 0.26±0.06 nm/s. This reveals that the adatoms move toward the cold region and the effective force exerted on Si adatoms is 1.4±0.4×10^{-8} eV/nm. We quantify the heat of transport of Si atoms Q^{*}=1.2±0.4 eV and show that it corresponds to the combined effects of adatom creation at step edges and adatom diffusion on atomically flat terraces.
Collapse
Affiliation(s)
- F Leroy
- Aix Marseille Univ, CNRS, CINAM, AMUTECH, Marseille, France
| | - A El Barraj
- Aix Marseille Univ, CNRS, CINAM, AMUTECH, Marseille, France
| | - F Cheynis
- Aix Marseille Univ, CNRS, CINAM, AMUTECH, Marseille, France
| | - P Müller
- Aix Marseille Univ, CNRS, CINAM, AMUTECH, Marseille, France
| | - S Curiotto
- Aix Marseille Univ, CNRS, CINAM, AMUTECH, Marseille, France
| |
Collapse
|
3
|
Everlasting impact of initial perturbations on first-passage times of non-Markovian random walks. Nat Commun 2022; 13:5319. [PMID: 36085151 PMCID: PMC9463153 DOI: 10.1038/s41467-022-32280-6] [Citation(s) in RCA: 3] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/15/2022] [Accepted: 07/25/2022] [Indexed: 11/09/2022] Open
Abstract
Persistence, defined as the probability that a signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. Often, persistence decays algebraically with time with non trivial exponents. However, general analytical methods to calculate persistence exponents cannot be applied to the ubiquitous case of non-Markovian systems relaxing transiently after an imposed initial perturbation. Here, we introduce a theoretical framework that enables the non-perturbative determination of persistence exponents of Gaussian non-Markovian processes with non stationary dynamics relaxing to a steady state after an initial perturbation. Two situations are analyzed: either the system is subjected to a temperature quench at initial time, or its past trajectory is assumed to have been observed and thus known. Our theory covers the case of spatial dimension higher than one, opening the way to characterize non-trivial reaction kinetics for complex systems with non-equilibrium initial conditions.
Collapse
|
4
|
Boccardo F, Pierre-Louis O. Controlling the Shape of Small Clusters with and without Macroscopic Fields. PHYSICAL REVIEW LETTERS 2022; 128:256102. [PMID: 35802436 DOI: 10.1103/physrevlett.128.256102] [Citation(s) in RCA: 6] [Impact Index Per Article: 3.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/30/2021] [Accepted: 05/09/2022] [Indexed: 06/15/2023]
Abstract
Despite major advances in the understanding of the formation and dynamics of nanoclusters in the past decades, theoretical bases for the control of their shape are still lacking. We investigate strategies for driving fluctuating few-particle clusters to an arbitrary target shape in minimum time with or without an external field. This question is recast into a first passage problem, solved numerically, and discussed within a high temperature expansion. Without field, large-enough low-energy target shapes exhibit an optimal temperature at which they are reached in minimum time. We then compute the optimal way to set an external field to minimize the time to reach the target, leading to a gain of time that grows when increasing cluster size or decreasing temperature. This gain can shift the optimal temperature or even create one. Our results could apply to clusters of atoms at equilibrium, and colloidal or nanoparticle clusters under thermo- or electrophoresis.
Collapse
Affiliation(s)
- Francesco Boccardo
- Institut Lumière Matière, UMR5306 Université Lyon 1-CNRS, 69622 Villeurbanne, France
| | - Olivier Pierre-Louis
- Institut Lumière Matière, UMR5306 Université Lyon 1-CNRS, 69622 Villeurbanne, France
| |
Collapse
|
5
|
Christiansen H, Majumder S, Janke W. Zero-temperature coarsening in the two-dimensional long-range Ising model. Phys Rev E 2021; 103:052122. [PMID: 34134321 DOI: 10.1103/physreve.103.052122] [Citation(s) in RCA: 7] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/11/2020] [Accepted: 04/20/2021] [Indexed: 11/07/2022]
Abstract
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.
Collapse
Affiliation(s)
- Henrik Christiansen
- Institut für Theoretische Physik, Universität Leipzig, IPF 231101, 04081 Leipzig, Germany
| | - Suman Majumder
- Institut für Theoretische Physik, Universität Leipzig, IPF 231101, 04081 Leipzig, Germany
| | - Wolfhard Janke
- Institut für Theoretische Physik, Universität Leipzig, IPF 231101, 04081 Leipzig, Germany
| |
Collapse
|
6
|
Ghosh A, Chakraborty D. Persistence in Brownian motion of an ellipsoidal particle in two dimensions. J Chem Phys 2020; 152:174901. [PMID: 32384838 DOI: 10.1063/5.0004134] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022] Open
Abstract
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.
Collapse
Affiliation(s)
- Anirban Ghosh
- Indian Institute of Science Education and Research Mohali, Sec. 81, S.A.S. Nagar, Knowledge City, Manauli, Punjab 140306, India
| | - Dipanjan Chakraborty
- Indian Institute of Science Education and Research Mohali, Sec. 81, S.A.S. Nagar, Knowledge City, Manauli, Punjab 140306, India
| |
Collapse
|
7
|
Poplavskyi M, Schehr G. Exact Persistence Exponent for the 2D-Diffusion Equation and Related Kac Polynomials. PHYSICAL REVIEW LETTERS 2018; 121:150601. [PMID: 30362800 DOI: 10.1103/physrevlett.121.150601] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/03/2018] [Indexed: 06/08/2023]
Abstract
We compute the persistence for the 2D-diffusion equation with random initial condition, i.e., the probability p_{0}(t) that the diffusion field, at a given point x in the plane, has not changed sign up to time t. For large t, we show that p_{0}(t)∼t^{-θ(2)} with θ(2)=3/16. Using the connection between the 2D-diffusion equation and Kac random polynomials, we show that the probability q_{0}(n) that Kac's polynomials, of (even) degree n, have no real root decays, for large n, as q_{0}(n)∼n^{-3/4}. We obtain this result by using yet another connection with the truncated orthogonal ensemble of random matrices. This allows us to compute various properties of the zero crossings of the diffusing field, equivalently of the real roots of Kac's polynomials. Finally, we unveil a precise connection with a fourth model: the semi-infinite Ising spin chain with Glauber dynamics at zero temperature.
Collapse
Affiliation(s)
- Mihail Poplavskyi
- King's College London, Department of Mathematics, London WC2R 2LS, United Kingdom
| | - Grégory Schehr
- LPTMS, CNRS, Univ. Paris-Sud, Université Paris-Saclay, 91405 Orsay, France
| |
Collapse
|
8
|
Zamorategui AL, Lecomte V, Kolton AB. Distribution of zeros in the rough geometry of fluctuating interfaces. Phys Rev E 2016; 93:042118. [PMID: 27176265 DOI: 10.1103/physreve.93.042118] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/11/2015] [Indexed: 06/05/2023]
Abstract
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.
Collapse
Affiliation(s)
- Arturo L Zamorategui
- Laboratoire Probabilités et Modèles Aléatoires (UMR CNRS 7599), Université Pierre et Marie Curie and Université Paris Diderot, 75013 Paris, France
| | - Vivien Lecomte
- Laboratoire Probabilités et Modèles Aléatoires (UMR CNRS 7599), Université Pierre et Marie Curie and Université Paris Diderot, 75013 Paris, France
| | - Alejandro B Kolton
- CONICET-Centro Atómico Bariloche and Instituto Balseiro (UNCu), 8400 S.C. de Bariloche, Argentina
| |
Collapse
|
9
|
Chanphana R, Chatraphorn P, Dasgupta C. Effects of initial height on the steady-state persistence probability of linear growth models. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2013; 88:062402. [PMID: 24483456 DOI: 10.1103/physreve.88.062402] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/06/2013] [Revised: 11/04/2013] [Indexed: 06/03/2023]
Abstract
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.
Collapse
Affiliation(s)
- R Chanphana
- Department of Physics, Faculty of Science, Chulalongkorn University, Bangkok 10330, Thailand and Research Center in Thin Film Physics, Thailand Center of Excellence in Physics, CHE, Bangkok 10400, Thailand
| | - P Chatraphorn
- Department of Physics, Faculty of Science, Chulalongkorn University, Bangkok 10330, Thailand and Research Center in Thin Film Physics, Thailand Center of Excellence in Physics, CHE, Bangkok 10400, Thailand
| | - C Dasgupta
- Department of Physics, Indian Institute of Science, Bangalore 560012, India
| |
Collapse
|
10
|
Kargovsky AV. Mean density of level crossings whose duration exceeds a certain value for a low-friction nonlinear oscillator. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 86:061114. [PMID: 23367900 DOI: 10.1103/physreve.86.061114] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/31/2012] [Revised: 10/23/2012] [Indexed: 06/01/2023]
Abstract
A system that exhibits nonlinear oscillations in the presence of low friction and weak fluctuations is considered. An expression for the mean density of level crossings whose duration exceeds a certain value is derived under the assumption of the high Q factor of the oscillations.
Collapse
Affiliation(s)
- A V Kargovsky
- Faculty of Physics, Lomonosov Moscow State University, Leninskie Gory, 119992 Moscow, Russia.
| |
Collapse
|
11
|
Efraim Y, Taitelbaum H. Persistence in reactive-wetting interfaces. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 84:050602. [PMID: 22181361 DOI: 10.1103/physreve.84.050602] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 04/26/2011] [Indexed: 05/31/2023]
Abstract
In this paper, we report on persistence results of reactive-wetting advancing interfaces performed with mercury on silver at room temperature. Earlier kinetic roughening studies of reactive-wetting systems at room temperature as well as at high temperatures revealed some limited information on the spatiotemporal behavior of these systems. However, by calculating the persistence exponent, we were able to identify two distinct kinetic time regimes in this process. In the first one, while the interface is moving but its width is not yet growing, the persistence exponent is θ=0.55±0.05, which is typical for a random, noisy behavior. In the second regime, there is an effective growth of the interface width with a growth exponent β=0.67±0.06 followed by saturation, according to the Family-Vicsek description of interface growth. The persistence exponent in this regime is θ=0.37±0.05, which indicates that the relation θ=1-β seems to hold even for this nonlinear experimental system.
Collapse
Affiliation(s)
- Yael Efraim
- Department of Physics, Bar-Ilan University, Ramat-Gan 52900, Israel.
| | | |
Collapse
|
12
|
Wiese KJ, Majumdar SN, Rosso A. Perturbation theory for fractional Brownian motion in presence of absorbing boundaries. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2011; 83:061141. [PMID: 21797336 DOI: 10.1103/physreve.83.061141] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/01/2010] [Indexed: 05/31/2023]
Abstract
Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations (x(t(1))x(t(2)))=D(t(1)(2H)+t(2)(2H)-|t(1)-t(2)|(2H)), where H, with 0<H<1, is called the Hurst exponent. For H=1/2, x(t) is a Brownian motion, while for H≠1/2, x(t) is a non-Markovian process. Here we study x(t) in presence of an absorbing boundary at the origin and focus on the probability density P(+)(x,t) for the process to arrive at x at time t, starting near the origin at time 0, given that it has never crossed the origin. It has a scaling form P(+)(x,t)~t(-H)R(+)(x/t(H)). Our objective is to compute the scaling function R(+)(y), which up to now was only known for the Markov case H=1/2. We develop a systematic perturbation theory around this limit, setting H=1/2+ε, to calculate the scaling function R(+)(y) to first order in ε. We find that R(+)(y) behaves as R(+)(y)~y(ϕ) as y→0 (near the absorbing boundary), while R(+)(y)~y(γ)exp(-y(2)/2) as y→∞, with ϕ=1-4ε+O(ε(2)) and γ=1-2ε+O(ε(2)). Our ε-expansion result confirms the scaling relation ϕ=(1-H)/H proposed in Zoia, Rosso, and Majumdar [Phys. Rev. Lett. 102, 120602 (2009)]. We verify our findings via numerical simulations for H=2/3. The tools developed here are versatile, powerful, and adaptable to different situations.
Collapse
Affiliation(s)
- Kay Jörg Wiese
- CNRS-Laboratoire de Physique Théorique de l'Ecole Normale Supérieure, Paris, France
| | | | | |
Collapse
|
13
|
Godrèche C, Majumdar SN, Schehr G. Longest excursion of stochastic processes in nonequilibrium systems. PHYSICAL REVIEW LETTERS 2009; 102:240602. [PMID: 19658989 DOI: 10.1103/physrevlett.102.240602] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/23/2009] [Indexed: 05/28/2023]
Abstract
We consider the excursions, i.e., the intervals between consecutive zeros, of stochastic processes that arise in a variety of nonequilibrium systems and study the temporal growth of the longest one l_{max}(t) up to time t. For smooth processes, we find a universal linear growth l_{max}(t) approximately Q_{infinity}t with a model dependent amplitude Q_{infinity}. In contrast, for nonsmooth processes with a persistence exponent theta, we show that l_{max}(t) has a linear growth if theta < theta_{c} while l_{max}(t) approximately t;{1-psi} if theta > theta_{c}. The amplitude Q_{infinity} and the exponent psi are novel quantities associated with nonequilibrium dynamics. This behavior is obtained by exact analytical calculations for renewal and multiplicative processes and numerical simulations for other systems such as the coarsening dynamics in Ising model as well as the diffusion equation with random initial conditions.
Collapse
Affiliation(s)
- Claude Godrèche
- Institut de Physique Théorique, IPhT, CEA Saclay, and URA 2306, 91191 Gif-sur-Yvette Cedex, France
| | | | | |
Collapse
|
14
|
Tao C, Liu Q, Riddick BC, Cullen WG, Reutt-Robey J, Weeks JD, Williams ED. Dynamic interfaces in an organic thin film. Proc Natl Acad Sci U S A 2008; 105:16418-25. [PMID: 18765797 PMCID: PMC2575435 DOI: 10.1073/pnas.0805811105] [Citation(s) in RCA: 11] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/17/2008] [Indexed: 11/18/2022] Open
Abstract
Low-dimensional boundaries between phases and domains in organic thin films are important in charge transport and recombination. Here, fluctuations of interfacial boundaries in an organic thin film, acridine-9-carboxylic acid on Ag(111), have been visualized in real time and measured quantitatively using scanning tunneling microscopy. The boundaries fluctuate via molecular exchange with exchange time constants of 10-30 ms at room temperature, with length-mode fluctuations that should yield characteristic f(-1/2) signatures for frequencies less than approximately 100 Hz. Although acridine-9-carboxylic acid has highly anisotropic intermolecular interactions, it forms islands that are compact in shape with crystallographically distinct boundaries that have essentially identical thermodynamic and kinetic properties. The physical basis of the modified symmetry is shown to arise from significantly different substrate interactions induced by alternating orientations of successive molecules in the condensed phase. Incorporating this additional set of interactions in a lattice-gas model leads to effective multicomponent behavior, as in the Blume-Emery-Griffiths model, and can straightforwardly reproduce the experimentally observed isotropic behavior. The general multicomponent description allows the domain shapes and boundary fluctuations to be tuned from isotropic to highly anisotropic in terms of the balance between intermolecular interactions and molecule-substrate interactions.
Collapse
Affiliation(s)
- Chenggang Tao
- *Materials Research Science and Engineering Center
- Departments of Physics and
| | - Qiang Liu
- *Materials Research Science and Engineering Center
- Departments of Physics and
| | - Blake C. Riddick
- *Materials Research Science and Engineering Center
- Departments of Physics and
| | - William G. Cullen
- *Materials Research Science and Engineering Center
- Departments of Physics and
| | - Janice Reutt-Robey
- *Materials Research Science and Engineering Center
- Chemistry and Biochemistry, and
| | - John D. Weeks
- *Materials Research Science and Engineering Center
- Chemistry and Biochemistry, and
- Institute for Physical Science and Technology, University of Maryland, College Park, MD 20742
| | - Ellen D. Williams
- *Materials Research Science and Engineering Center
- Departments of Physics and
- Chemistry and Biochemistry, and
- Institute for Physical Science and Technology, University of Maryland, College Park, MD 20742
| |
Collapse
|
15
|
Sire C. Crossing intervals of non-Markovian Gaussian processes. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2008; 78:011121. [PMID: 18763933 DOI: 10.1103/physreve.78.011121] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/13/2008] [Indexed: 05/26/2023]
Abstract
We review the properties of time intervals between the crossings at a level M of a smooth stationary Gaussian temporal signal. The distribution of these intervals and the persistence are derived within the independent interval approximation (IIA). These results grant access to the distribution of extrema of a general Gaussian process. Exact results are obtained for the persistence exponents and the crossing interval distributions, in the limit of large |M|. In addition, the small-time behavior of the interval distributions and the persistence is calculated analytically, for any M. The IIA is found to reproduce most of these exact results, and its accuracy is also illustrated by extensive numerical simulations applied to non-Markovian Gaussian processes appearing in various physical contexts.
Collapse
Affiliation(s)
- Clément Sire
- Laboratoire de Physique Théorique--IRSAMC, CNRS, Université Paul Sabatier, 31062 Toulouse, France.
| |
Collapse
|
16
|
Schehr G, Majumdar SN. Statistics of the number of zero crossings: from random polynomials to the diffusion equation. PHYSICAL REVIEW LETTERS 2007; 99:060603. [PMID: 17930811 DOI: 10.1103/physrevlett.99.060603] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/21/2007] [Indexed: 05/25/2023]
Abstract
We consider a class of real random polynomials, indexed by an integer d, of large degree n and focus on the number of real roots of such random polynomials. The probability that such polynomials have no real root in the interval [0, 1] decays as a power law n(-theta(d)) where theta(d)>0 is the exponent associated with the decay of the persistence probability for the diffusion equation with random initial conditions in space dimension d. For n even, the probability that such polynomials have no root on the full real axis decays as n(-2[theta(d)+theta(2)]). For d=1, this connection allows for a physical realization of real random polynomials. We further show that the probability that such polynomials have exactly k real roots in [0, 1] has an unusual scaling form given by n(-phi(k/logn)) where phi(x) is a universal large deviation function.
Collapse
Affiliation(s)
- Grégory Schehr
- Laboratoire de Physique Théorique (UMR du CNRS 8627), Université de Paris-Sud, 91405 Orsay Cedex, France
| | | |
Collapse
|
17
|
Tao CG, Cullen WG, Williams ED, Dasgupta C. Generalized survival in step fluctuations. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2007; 76:021601. [PMID: 17930045 DOI: 10.1103/physreve.76.021601] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/11/2006] [Indexed: 05/25/2023]
Abstract
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.
Collapse
Affiliation(s)
- C G Tao
- Department of Physics and Materials Research Science and Engineering Center, University of Maryland, College Park, Maryland 20742-4111, USA
| | | | | | | |
Collapse
|
18
|
Bhattacharya S, Das D, Majumdar SN. Persistence of a Rouse polymer chain under transverse shear flow. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2007; 75:061122. [PMID: 17677235 DOI: 10.1103/physreve.75.061122] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/01/2007] [Indexed: 05/16/2023]
Abstract
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.
Collapse
Affiliation(s)
- Somnath Bhattacharya
- Department of Physics, Indian Institute of Technology, Bombay, Powai, Mumbai-400076, India
| | | | | |
Collapse
|
19
|
Conrad BR, Cullen WG, Dougherty DB, Lyubinetsky I, Williams ED. Spatial first-passage statistics of Al/Si(111)-(square root 3 x square root 3) step fluctuations. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2007; 75:021603. [PMID: 17358349 DOI: 10.1103/physreve.75.021603] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/12/2006] [Revised: 12/11/2006] [Indexed: 05/14/2023]
Abstract
Spatial step edge fluctuations on a multicomponent surface of Al/Si(111)-(square root 3 x square root 3) were measured via scanning tunneling microscopy over a temperature range of 720-1070 K, for step lengths of L=65-160 nm. Even though the time scale of fluctuations of steps on this surface varies by orders of magnitude over the indicated temperature range, measured first-passage spatial persistence and survival probabilities are temperature independent. The power law functional form for spatial persistence probabilities is confirmed and the symmetric spatial persistence exponent is measured to be theta=0.498+/-0.062 in agreement with the theoretical prediction theta=1/2. The survival probability is found to scale directly with y/L, where y is the distance along the step edge. The form of the survival probabilities agrees quantitatively with the theoretical prediction, which yields exponential decay in the limit of small y/L. The decay constant is found experimentally to be y(s)/L=0.076+/-0.033 for y/L<or=0.2.
Collapse
Affiliation(s)
- B R Conrad
- Department of Physics and MRSEC, University of Maryland, College Park, Maryland 20742-4111, USA
| | | | | | | | | |
Collapse
|
20
|
Sire C. Probability distribution of the maximum of a smooth temporal signal. PHYSICAL REVIEW LETTERS 2007; 98:020601. [PMID: 17358591 DOI: 10.1103/physrevlett.98.020601] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/06/2006] [Indexed: 05/14/2023]
Abstract
We present an approximate calculation for the distribution of the maximum of a smooth stationary temporal signal X(t). As an application, we compute the persistence exponent associated with the probability that the process remains below a nonzero level M. When X(t) is a Gaussian process, our results are expressed explicitly in terms of the two-time correlation function, f(t)=X(0)X(t).
Collapse
Affiliation(s)
- Clément Sire
- Laboratoire de Physique Théorique, UMR 5152 du CNRS, Université Paul Sabatier, Toulouse Cedex 4, France
| |
Collapse
|
21
|
Chakraborty D, Bhattacharjee JK. Finite-size effect in persistence in random walks. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2007; 75:011111. [PMID: 17358114 DOI: 10.1103/physreve.75.011111] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/13/2006] [Indexed: 05/14/2023]
Abstract
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.
Collapse
Affiliation(s)
- D Chakraborty
- Department of Theoretical Physics, Indian Association for the Cultivation of Science, Jadavpur, Calcutta 700 032, India.
| | | |
Collapse
|
22
|
Schehr G, Majumdar SN. Universal asymptotic statistics of maximal relative height in one-dimensional solid-on-solid models. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006; 73:056103. [PMID: 16802994 DOI: 10.1103/physreve.73.056103] [Citation(s) in RCA: 23] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/16/2006] [Indexed: 05/10/2023]
Abstract
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).
Collapse
Affiliation(s)
- Grégory Schehr
- Theoretische Physik, Universität des Saarlandes, Saarbrücken, Germany
| | | |
Collapse
|
23
|
Rapapa NP, Bray AJ. Effect of shear on persistence in coarsening systems. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006; 73:046123. [PMID: 16711894 DOI: 10.1103/physreve.73.046123] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/19/2006] [Indexed: 05/09/2023]
Abstract
We analytically study the effect of a uniform shear flow on the persistence properties of coarsening systems. The study is carried out within the anisotropic Ohta-Jasnow-Kawasaki (OJK) approximation for a system with nonconserved scalar order parameter. We find that the persistence exponent theta has a nontrivial value: theta = 0.5034 in space dimension d = 3, and theta = 0.2406 for d = 2, the latter being exactly twice the value found for the unsheared system in d = 1. We also find that the autocorrelation exponent lambda is affected by shear in d = 3 but not in d = 2.
Collapse
Affiliation(s)
- N P Rapapa
- School of Physics and Astronomy, The University, Oxford Road, Manchester M13 9PL, United Kingdom
| | | |
Collapse
|
24
|
Majumdar SN, Dasgupta C. Spatial survival probability for one-dimensional fluctuating interfaces in the steady state. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006; 73:011602. [PMID: 16486156 DOI: 10.1103/physreve.73.011602] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/31/2005] [Revised: 10/24/2005] [Indexed: 05/06/2023]
Abstract
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.
Collapse
Affiliation(s)
- Satya N Majumdar
- Laboratoire de Physique Theorique et Modeles Statistiques, Universite Paris-Sud, Bat. 100, 91405 ORSAY cedex, France
| | | |
Collapse
|
25
|
Majumdar SN, Das D. Persistence of randomly coupled fluctuating interfaces. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 71:036129. [PMID: 15903515 DOI: 10.1103/physreve.71.036129] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/22/2004] [Indexed: 05/02/2023]
Abstract
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.
Collapse
Affiliation(s)
- Satya N Majumdar
- Laboratoire de Physique Théorique (UMR C5152 du CNRS), Université Paul Sabatier, 31062 Toulouse Cedex, France
| | | |
Collapse
|
26
|
Dougherty DB, Tao C, Bondarchuk O, Cullen WG, Williams ED, Constantin M, Dasgupta C, Das Sarma S. Sampling-time effects for persistence and survival in step structural fluctuations. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 71:021602. [PMID: 15783332 DOI: 10.1103/physreve.71.021602] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/25/2004] [Indexed: 05/24/2023]
Abstract
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.
Collapse
Affiliation(s)
- D B Dougherty
- Department of Physics, University of Maryland, College Park, Maryland 20742-4111, USA
| | | | | | | | | | | | | | | |
Collapse
|
27
|
Mukhopadhyay A, Bae SC, Zhao J, Granick S. How confined lubricants diffuse during shear. PHYSICAL REVIEW LETTERS 2004; 93:236105. [PMID: 15601179 DOI: 10.1103/physrevlett.93.236105] [Citation(s) in RCA: 20] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 04/16/2004] [Indexed: 05/24/2023]
Abstract
The translational diffusion of a fluorescent dye embedded at a dilute concentration in a confined fluid was compared at rest and during shear. The fluid, octamethylcyclotetrasiloxane (OMCTS), was confined between step-free muscovite mica to thickness 3-4 layers. Fluorescence correlation spectroscopy showed that the time scales of intensity-intensity autocorrelation functions were essentially the same during shear and at rest, except they were faster during shear by a factor of 2 to 5. This dynamical probe of how liquids order in molecularly thin films fails to support the hypothesis that shear produced a melting transition.
Collapse
Affiliation(s)
- Ashis Mukhopadhyay
- Department of Materials Science and Engineering, University of Illinois, Urbana, IL 61801, USA
| | | | | | | |
Collapse
|
28
|
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.
Collapse
Affiliation(s)
- M Constantin
- Condensed Matter Theory Center, Department of Physics, University of Maryland, College Park, Maryland 20742-4111, USA
| | | |
Collapse
|
29
|
Majumdar SN, Comtet A. Exact maximal height distribution of fluctuating interfaces. PHYSICAL REVIEW LETTERS 2004; 92:225501. [PMID: 15245233 DOI: 10.1103/physrevlett.92.225501] [Citation(s) in RCA: 48] [Impact Index Per Article: 2.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/06/2004] [Indexed: 05/24/2023]
Abstract
We present an exact solution for the distribution P(h(m),L) of the maximal height h(m) (measured with respect to the average spatial height) in the steady state of a fluctuating Edwards-Wilkinson interface in a one dimensional system of size L with both periodic and free boundary conditions. For the periodic case, we show that P(h(m),L)=L(-1/2)f(h(m)L(-1/2)) for all L>0, where the function f(x) is the Airy distribution function that describes the probability density of the area under a Brownian excursion over a unit interval. For the free boundary case, the same scaling holds, but the scaling function is different from that of the periodic case. Numerical simulations are in excellent agreement with our analytical results. Our results provide an exactly solvable case for the distribution of extremum of a set of strongly correlated random variables.
Collapse
Affiliation(s)
- Satya N Majumdar
- Laboratoire de Physique Theorique (UMR C5152 du CNRS), Université Paul Sabatier, 31062 Toulouse, France
| | | |
Collapse
|
30
|
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.
Collapse
Affiliation(s)
- M Constantin
- Condensed Matter Theory Center, Department of Physics, University of Maryland, College Park, Maryland 20742-4111, USA
| | | | | | | | | |
Collapse
|
31
|
Constantin M, Sarma SD. Generalized survival in equilibrium step fluctuations. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2004; 69:052601. [PMID: 15244864 DOI: 10.1103/physreve.69.052601] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/23/2003] [Indexed: 05/24/2023]
Abstract
We investigate the dynamics of a generalized survival probability S(t,R) defined with respect to an arbitrary reference level R (rather than the average) in equilibrium step fluctuations. The exponential decay at large time scales of the generalized survival probability is numerically analyzed. S(t,R) is shown to exhibit simple scaling behavior as a function of system size L, sampling time deltat, and the reference level R. The generalized survival time scale tau(s) (R) associated with S(t,R) is shown to decay exponentially as a function of R.
Collapse
Affiliation(s)
- M Constantin
- Department of Physics, University of Maryland, College Park, Maryland 20742-4111, USA
| | | |
Collapse
|
32
|
Constantin M, Sarma SD, Dasgupta C. Spatial persistence and survival probabilities for fluctuating interfaces. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2004; 69:051603. [PMID: 15244825 DOI: 10.1103/physreve.69.051603] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/18/2003] [Indexed: 05/24/2023]
Abstract
We report the results of numerical investigations of the steady-state (SS) and finite-initial-conditions (FIC) spatial persistence and survival probabilities for (1+1) -dimensional interfaces with dynamics governed by the nonlinear Kardar-Parisi-Zhang equation and the linear Edwards-Wilkinson (EW) equation with both white (uncorrelated) and colored (spatially correlated) noise. We study the effects of a finite sampling distance on the measured spatial persistence probability and show that both SS and FIC persistence probabilities exhibit simple scaling behavior as a function of the system size and the sampling distance. Analytical expressions for the exponents associated with the power-law decay of SS and FIC spatial persistence probabilities of the EW equation with power-law correlated noise are established and numerically verified.
Collapse
Affiliation(s)
- M Constantin
- Department of Physics, University of Maryland, College Park, Maryland 20742-4111, USA.
| | | | | |
Collapse
|
33
|
Dasgupta C, Constantin M, Das Sarma S, Majumdar SN. Survival in equilibrium step fluctuations. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2004; 69:022101. [PMID: 14995501 DOI: 10.1103/physreve.69.022101] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/03/2003] [Indexed: 05/24/2023]
Abstract
We report the results of analytic and numerical investigations of the time scale of survival or non-zero-crossing probability S(t) in equilibrium step fluctuations described by Langevin equations appropriate for attachment/detachment and edge-diffusion limited kinetics. An exact relation between long-time behaviors of the survival probability and the autocorrelation function is established and numerically verified. S(t) is shown to exhibit a simple scaling behavior as a function of system size and sampling time. Our theoretical results are in agreement with those obtained from an analysis of experimental dynamical scanning tunneling microscopy data on step fluctuations on Al/Si(111) and Ag(111) surfaces.
Collapse
Affiliation(s)
- C Dasgupta
- Condensed Matter Theory Center, Department of Physics, University of Maryland, College Park, Maryland 20742-4111, USA
| | | | | | | |
Collapse
|
34
|
Majumdar SN. Persistence of a particle in the Matheron-de Marsily velocity field. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2003; 68:050101. [PMID: 14682777 DOI: 10.1103/physreve.68.050101] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/24/2003] [Indexed: 05/24/2023]
Abstract
We show that the longitudinal position x(t) of a particle in a (d+1)-dimensional layered random velocity field (the Matheron-de Marsily model) can be identified as a fractional Brownian motion (fBm) characterized by a variable Hurst exponent H(d)=1-d/4 for d<2 and H(d)=1/2 for d>2. The fBm becomes marginal at d=2. Moreover, using the known first-passage properties of fBm we prove analytically that the disorder averaged persistence [the probability of no zero crossing of the process x(t) up to time t], has a power-law decay for large t with an exponent theta=d/4 for d<2 and theta=1/2 for d>/=2 (with logarithmic correction at d=2), results that were earlier derived by Redner based on heuristic arguments and supported by numerical simulations.
Collapse
Affiliation(s)
- Satya N Majumdar
- Laboratoire de Physique Quantique (UMR C5626 du CNRS), Université Paul Sabatier, 31062 Toulouse Cedex, France
| |
Collapse
|
35
|
|
36
|
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.
Collapse
Affiliation(s)
- M Constantin
- Condensed Matter Theory Center, Department of Physics, University of Maryland, College Park, MD 20742-4111, USA
| | | | | | | | | | | |
Collapse
|
37
|
Merikoski J, Maunuksela J, Myllys M, Timonen J, Alava MJ. Temporal and spatial persistence of combustion fronts in paper. PHYSICAL REVIEW LETTERS 2003; 90:024501. [PMID: 12570549 DOI: 10.1103/physrevlett.90.024501] [Citation(s) in RCA: 24] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/21/2002] [Indexed: 05/24/2023]
Abstract
The spatial and temporal persistence, or first-return distributions are measured for slow-combustion fronts in paper. The stationary temporal and (perhaps less convincingly) spatial persistence exponents agree with the predictions based on the front dynamics, which asymptotically belongs to the Kardar-Parisi-Zhang universality class. The stationary short-range and the transient behavior of the fronts are non-Markovian, and the observed persistence properties thus do not agree with the predictions based on Markovian theory. This deviation is a consequence of additional time and length scales, related to the crossovers to the asymptotic coarse-grained behavior.
Collapse
Affiliation(s)
- J Merikoski
- Department of Physics, University of Jyväskylä, P.O. Box 35, FIN-40351 Jyväskylä, Finland
| | | | | | | | | |
Collapse
|
38
|
Stone CH, Lee MW, Amin MB, Yaziji H, Gown AM, Ro JY, Têtu B, Paraf F, Zarbo RJ. Renal angiomyolipoma: further immunophenotypic characterization of an expanding morphologic spectrum. Arch Pathol Lab Med 2001. [PMID: 11371226 DOI: 10.1016/j.susc.2006.09.001] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 01/21/2023]
Abstract
BACKGROUND Renal angiomyolipoma is a benign tumor histologically characterized by proliferation of spindle cells, epithelioid cells, and adipocytic cells in concert with many thick-walled blood vessels. To add further diagnostic confusion, an epithelioid cell-predominant variant of renal angiomyolipoma has recently been described. HMB-45 immunoreactivity correlates with ultrastructural striated organelles that closely resemble premelanosomes, although no evidence of melanogenesis has been documented in this tumor. OBJECTIVE To further characterize the immunophenotypic and ultrastructural profile of renal angiomyolipoma based on phenotypic cell type (epithelioid, spindle, and adipocytic cell). DESIGN Formalin-fixed, paraffin-embedded tissues from 27 renal angiomyolipomas and 8 renal cell carcinomas were immunostained with monoclonal antibodies to the melanoma-associated antigens HMB-45, HMB-50, NKI/C3 (CD63), and tyrosinase; the smooth muscle-related antigens calponin and muscle-specific actin (HHF-35); S100; and cytokeratin (CK). All renal angiomyolipomas were also immunostained with a polyclonal antibody to renin. Ultrastructural examination was performed on 9 selected cases. RESULTS All renal angiomyolipomas stained positive for HMB-45, HMB-50, NKI/C3, muscle-specific actin (HHF-35), and calponin. Overall, HMB-45, HMB-50, and NKI/C3 preferentially stained the epithelioid cells. Tyrosinase staining was present in 50% of the renal angiomyolipomas with adequate tissue for staining (12 of 24 cases); positive staining and intensity paralleled HMB-45, HMB-50, and NKI/C3. Muscle-specific actin (HHF-35) and calponin preferentially stained the spindle cells. The adipocytic cells stained positive for both melanoma-associated antigens and smooth muscle antigens. Epithelioid cells, spindle cells, and adipocytic cells were CK, S100, and renin negative. Ultrastructural findings paralleled immunohistochemical staining patterns. Premelanosome-like organelles and electron dense granules were more readily detected in the epithelioid cells within the tumor, whereas ultrastructural characteristics of smooth muscle cells were more easily found in the spindle cells. All renal cell carcinomas stained positive for CK, NKI/C3 staining was variable, and all were negative for HMB-45, HMB-50, smooth muscle actin (HHF-35), and calponin. CONCLUSION In renal angiomyolipoma, the epithelioid and spindle cells have preferential staining patterns for melanoma-associated antigens versus smooth muscle antigens, respectively. Positivity in renal angiomyolipoma for HMB-50, NKI/C3, and tyrosinase, in addition to HMB-45, provides evidence for the presence of different melanoma-associated gene products. Immunophenotypic overlap of the 3 histologically distinct renal angiomyolipoma cell populations suggests a common cell line, supporting a unitarian concept for renal angiomyolipoma. Ultrastructural characteristics of the 3 renal angiomyolipoma cell phenotypes parallel the immunophenotype, giving further support to a common cell line. Our study lends further credence to the perivascular epithelioid cell concept as proposed by Bonetti and colleagues.
Collapse
Affiliation(s)
- C H Stone
- Department of Pathology, Henry Ford Hospital, Detroit, MI 48202, USA.
| | | | | | | | | | | | | | | | | |
Collapse
|