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^{-θ(d)} where θ(d)>0 is the exponent associated to 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(θ(d) + θ(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^{-\tilde ϕ(k/\log n)} where \tilde ϕ(x) is a universal large deviation function.
The crossing probability in the time direction is defined for an off-equilibrium reaction-diffusion system as the probability that the system of size L is still active at time t, in the finite-size scaling limit. Exact results are obtained for the diffusion-limited coalescence problem in 1+1 dimensions with periodic and free boundary conditions using empty interval methods. The crossing probability is a scale-invariant universal function of an effective aspect ratio, L^2/Dt, which is the natural scaling variable for this strongly anisotropic system.
We address the now classical problem of a diffusion process that crosses over from a ballistic behavior at short times to a fractional diffusion (sub- or super-diffusion) at longer times. Using the standard non-Markovian diffusion equation we demonstrate how to choose the memory kernel to exactly respect the two different asymptotics of the diffusion process. Having done so we solve for the probability distribution function (pdf) as a continuous function which evolves inside a ballistically expanding domain. This general solution agrees for long times with the pdf obtained within the continuou…
Based on a true phase space probability distribution function and an ensemble averaging procedure we have recently developed [Phys. Rev. E 65, 021109 (2002)] a non-Markovian quantum Kramers' equation to derive the quantum rate coefficient for barrier crossing due to thermal activation and tunneling in the intermediate to strong friction regime. We complement and extend this approach to weak friction regime to derive quantum Kramers' equation in energy space and the rate of decay from a metastable well. The theory is valid for arbitrary temperature and noise correlation. We show that depending …
We investigate memory effects in barrier-crossing in the overdamped setting. We focus on the scenario where the hidden degrees of freedom relax on exactly the same time scale as the observable. As a prototypical model, we analyze tagged-particle diffusion in a single file confined to a bi-stable potential. We identify the signatures of memory and explain their origin. The emerging memory is a result of the projection of collective many-body eigenmodes onto the motion of a tagged-particle. We are interested in the "confining" (all background particles in front of the tagged-particle) and "pushi…
In this paper, we investigate the crossing statistics of speckle patterns formed in Fresnel diffraction region by a laser beam scattering through a nanofluid. We extend $zero-crossing$ statistics to assess dynamical properties of nanofluid. According to joint probability density function of laser beam fluctuation and its time derivative, theoretical framework for Gaussian and non-Gaussian regimes are revisited. We count number of crossings not only at {\it zero} level but also for all available thresholds to determine the average speed of moving particles. Using probabilistic framework in dete…
In applications spaning from image analysis and speech recognition, to energy dissipation in turbulence and time-to failure of fatigued materials, researchers and engineers want to calculate how often a stochastic observable crosses a specific level, such as zero. At first glance this problem looks simple, but it is in fact theoretically very challenging. And therefore, few exact results exist. One exception is the celebrated Rice formula that gives the mean number of zero-crossings in a fixed time interval of a zero-mean Gaussian stationary processes. In this study we use the so-called Indepe…
Exact Variance and Fano Factor for Arbitrary Level Crossings in Stationary Gaussian Processes
Courant Institute of Mathematical Sciences, New York University（纽约大学库朗数学科学研究所）；Center for Soft Matter Research, Department of Physics, New York University（纽约大学物理系软物质研究中心）；Center for Neural Science, New York University（纽约大学神经科学中心）；Department of Psychology, New York University（纽约大学心理学系）；Simons Center for Computational Physical Chemistry, Department of Chemistry, New York University（纽约大学化学系西蒙斯计算物理化学中心）
We consider a non-Gaussian stochastic process where a particle diffuses in the $y$-direction, $dy/dt=η(t)$, subject to a transverse shear flow in the $x$-direction, $dx/dt=f(y)$. Absorption with probability $p$ occurs at each crossing of the line $x=0$. We treat the class of models defined by $f(y) = \pm v_{\pm}(\pm y)^α$ where the upper (lower) sign refers to $y>0$ ($y<0$). We show that the particle survives up to time $t$ with probability $Q(t) \sim t^{-θ(p)}$ and we derive an explicit expression for $θ(p)$ in terms of $α$ and the ratio $v_+/v_-$. From $θ(p)$ we deduce the mean and variance …
We carry out an exact analysis of the average frequency $ν_{αx_i}^+$ in the direction $x_i$ of positive-slope crossing of a given level $α$ such that, $h({\bf x},t)-\bar{h}=α$, of growing surfaces in spatial dimension $d$. Here, $h({\bf x},t)$ is the surface height at time $t$, and $\bar{h}$ is its mean value. We analyze the problem when the surface growth dynamics is governed by the Kardar-Parisi-Zhang (KPZ) equation without surface tension, in the time regime prior to appearance of cusp singularities (sharp valleys), as well as in the random deposition (RD) model. The total number $N^+$ of s…
We consider the number distribution of topological defects resulting from the finite-time crossing of a continuous phase transition and identify signatures of universality beyond the mean value, predicted by the Kibble-Zurek mechanism. Statistics of defects follows a binomial distribution with $\mathcal{N}$ Bernouilli trials associated with the probability of forming a topological defect at the locations where multiple domains merge. All cumulants of the distribution are predicted to exhibit a common universal power-law scaling with the quench time in which the transition is crossed. Knowledge…
We study various statistical properties of real roots of three different classes of random polynomials which recently attracted a vivid interest in the context of probability theory and quantum chaos. We first focus on gap probabilities on the real axis, i.e. the probability that these polynomials have no real root in a given interval. For generalized Kac polynomials, indexed by an integer d, of large degree n, one finds that the probability of no real root in the interval [0,1] decays as a power law n^{-θ(d)} where θ(d) > 0 is the persistence exponent of the diffusion equation with random ini…
We consider the persistence probability, the occupation-time distribution and the distribution of the number of zero crossings for discrete or (equivalently) discretely sampled Gaussian Stationary Processes (GSPs) of zero mean. We first consider the Ornstein-Uhlenbeck process, finding expressions for the mean and variance of the number of crossings and the `partial survival' probability. We then elaborate on the correlator expansion developed in an earlier paper [G. C. M. A. Ehrhardt and A. J. Bray, Phys. Rev. Lett. 88, 070602 (2001)] to calculate discretely sampled persistence exponents of GS…
Long cell protrusions, which are effectively one-dimensional, are highly dynamic subcellular structures. Length of many such protrusions keep fluctuating about the mean value even in the the steady state. We develop here a stochastic model motivated by length fluctuations of a type of appendage of an eukaryotic cell called flagellum (also called cilium). Exploiting the techniques developed for the calculation of level-crossing statistics of random excursions of stochastic process, we have derived analytical expressions of passage times for hitting various thresholds, sojourn times of random ex…
In this paper, we propose crossing statistics and its generalization, as a new framework to characterize the anisotropy in a 2D field, e.g. height on a surface, extendable to higher dimensions. By measuring $ν^+$, the number of up-crossing (crossing points with positive slope at a given threshold of height ($α$)), and $N_{tot}$ (the generalized roughness function), it is possible to distinguish the nature of anisotropy, rotational invariance and Gaussianity of any given surface. For the case of anisotropic correlated self- or multi-affine surfaces (even with different correlation lengths in va…
We study the probability that two directed polymers in the same random potential do not intersect. We use the replica method to map the problem onto the attractive Lieb-Liniger model with generalized statistics between particles. We obtain analytical expressions for the first few moments of this probability, and compare them to a numerical simulation of a discrete model at high-temperature. From these observations, several large time properties of the non-crossing probabilities are conjectured. Extensions of our formalism to more general observables are discussed.
We first clarify through classical examples the status of the laws of macroscopic physics as laws of large numbers. We next consider the mirrors model in a finite $d$-dimensional domain and connected to particles reservoirs at fixed chemical potentials. The dynamics is purely deterministic and non-ergodic. We study the macroscopic current of particles in the stationary regime. We show first that when the size of the system goes to infinity, the behaviour of the stationary current of particles is governed by the proportion of orbits crossing the system. This allows to formulate a necessary and …
In a scenario of spontaneous symmetry breaking in finite time, topological defects are generated at a density that scale with the driving time according to the Kibble-Zurek mechanism (KZM). Signatures of universality beyond the KZM have recently been unveiled: The number distribution of topological defects has been shown to follow a binomial distribution, in which all cumulants inherit the universal power-law scaling with the quench rate, with cumulant rations being constant. In this work, we analyze the role of boundary conditions in the statistics of topological defects. In particular, we co…
The diffusion and coalescence of individual atoms on a nanostructured surface are treated in a purely statistical way. From this, analytical formulas are derived which, from a known initial state, give the final cluster size distribution on a surface after the diffusion of all the individual atoms. Unexpectedly, it turns out that these formulas allow obtaining a statistical law giving the size histogram of the clusters when only homogeneous nucleation occurs with a critical germ equal to 2, and in the situation where nucleation starts once the deposition of the atoms is completed.
By using the Zubarev nonequilibrium statistical operator method, and the Liouville equation with fractional derivatives, a generalized diffusion equation with fractional derivatives is obtained within the Renyi statistics. Averaging in generalized diffusion coefficient is performed with a power distribution with the Renyi parameter $q$.
The Zubarev nonequilibrium statistical operator (NSO) method in Renyi statistics is discussed. The solution of $q$-parametrized Liouville equation within the NSO method is obtained. A statistical approach for a consistent description of reaction-diffusion processes in "gas-adsorbate-metal" system is proposed using the NSO method in Renyi statistics.
We analyze the influence of reflective boundary conditions on the statistics of Poisson-Kac diffusion processes, and specifically how they modify the Poissonian switching-time statistics. After addressing simple cases such as diffusion in a channel, and the switching statistics in the presence of a polarization potential, we thoroughly study Poisson-Kac diffusion in fractal domains. Diffusion in fractal spaces highlights neatly how the modification in the switching-time statistics associated with reflections against a complex and fractal boundary induces new emergent features of Poisson-Kac di…
We show how to compute the exact partition function for lattice statistical-mechanical models whose Boltzmann weights obey a special "crossing" symmetry. The crossing symmetry equates partition functions on different trivalent graphs, allowing a transformation to a graph where the partition function is easily computed. The simplest example is counting the number of nets without ends on the honeycomb lattice, including a weight per branching. Other examples include an Ising model on the Kagome' lattice with three-spin interactions, dimers on any graph of corner-sharing triangles, and non-crossi…
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 %restoring 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) to $ζ=3/2$ (super-rough Mullins--Herring interface), three dif…
We develop an efficient method to calculate probabilities of large deviations from the typical behavior (rare events) in reaction--diffusion systems. The method is based on a semiclassical treatment of underlying "quantum" Hamiltonian, encoding the system's evolution. To this end we formulate corresponding canonical dynamical system and investigate its phase portrait. The method is presented for a number of pedagogical examples.
It is shown that Tsallis' generalized statistics provides a natural frame for the statistical-thermodynamical description of anomalous diffusion. Within this generalized theory, a maximum-entropy formalism makes it possible to derive a mathematical formulation for the mechanisms that underly Levy-like superdiffusion, and for solving the nonlinear Fokker-Planck equation.
Single file systems are simplified models to study effectively one-dimensional physical systems. Here we compute analytically the complete first exit time statistics for an ideal overdamped single file with absorbing boundary conditions. Then we use these results to study the speed-accuracy trade-off characterizing this observable in terms of the means square displacement and the entropic repulsive forces of the system.
Basic equations of diffusional kinetics in alloys are statistically derived using the master equation approach. To describe diffusional transformations in substitution alloys, we derive the "quasi-equilibrium" kinetic equation which generalizes its earlier versions by taking into account possible "interaction renormalization" effects. For the interstitial alloys Me-X, we derive the explicit expression for the diffusivity D of an interstitial atom X which notably differs from those used in previous phenomenological treatments. This microscopic expression for D is applied to describe the diffusi…
We have presented a simple approach to quantum theory of Brownian motion and barrier crossing dynamics. Based on an initial coherent state representation of bath oscillators and an equilibrium canonical distribution of quantum mechanical mean values of their co-ordinates and momenta we have derived a $c$-number generalized quantum Langevin equation. The approach allows us to implement the method of classical non-Markovian Brownian motion to realize an exact generalized non-Markovian quantum Kramers' equation. The equation is valid for arbitrary temperature and friction. We have solved this equ…
We derive an equation for the current of particles in energy space; particles are subject to a mean field effective potential that may represent quantum effects. From the assumption that non-interacting particles imply a free diffusion coefficient in energy space we derive Maxwell-Boltzmann, Fermi-Dirac and Bose-Einstein statistics. Other new statistics are associated to a free diffusion coefficient; their thermodynamic properties are analyzed using the grand partition function. A negative relation between pressure and energy density for low temperatures can be derived, suggesting a possible c…
We study the diffusion and thermal conductivity of charged particles in the weakly ionized plasma with the power-law q-distributions in nonextensive statistics and without the magnetic field. Electrons and ions have different q-parameters and temperature. We derive new expressions of the diffusion, thermal diffusion, thermal conductivity and thermoelectric coefficients of electrons and ions respectively in the plasma. It is shown that these transport coefficients depend significantly on the q-parameters in the power-law q-distributed plasma and thus they have different properties from those de…
Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian diffusion. The mean square displacement of the particle grows linearly with time and the probability density for the particle position is Gaussian, however, the corresponding distribution for the increments is non-Gaussian. The latter property induces the colossal enhancement of diffusion, significantly exceeding the well known effect of giant diffusion. He…
We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can only recognise the target in one of the modes, which is shown to effect a non-trivial first passage behaviour. We also address the scenario of intermittent immobilisation. In both cases we prove that despite the perfectly non-recurrent motion of two-channel Markov additive diffusion in 3 dimensions the first passage statistics at long times do not display Pois…
