We consider a one-dimensional fluctuating interfacial profile governed by the Edwards-Wilkinson or the stochastic Mullins-Herring equation for periodic, standard Dirichlet and Dirichlet no-flux boundary conditions. The minimum action path of an interfacial fluctuation conditioned to reach a given maximum height $M$ at a finite (first-passage) time $T$ is calculated within the weak-noise approximation. Dynamic and static scaling functions for the profile shape are obtained in the transient and the equilibrium regime, i.e., for first-passage times $T$ smaller or lager than the characteristic relaxation time, respectively. In both regimes, the profile approaches the maximum height $M$ with a universal algebraic time dependence characterized solely by the dynamic exponent of the model. It is shown that, in the equilibrium regime, the spatial shape of the profile depends sensitively on boundary conditions and conservation laws, but it is essentially independent of them in the transient regime.
A fluctuating interfacial profile in one dimension is studied via Langevin simulations of the Edwards-Wilkinson equation with non-conserved noise and the Mullins-Herring equation with conserved noise. The profile is subject to either periodic or Dirichlet (no-flux) boundary conditions. We determine the noise-driven time-evolution of the profile between an initially flat configuration and the instant at which the profile reaches a given height $M$ for the first time. The shape of the averaged profile agrees well with the prediction of weak-noise theory (WNT), which describes the most-likely tra…
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with fixed step length. We measure first-passage probability to touch the absorbing sphere of radius $R$ in 2D. We found a regular deviation of the first-passage probability from the exact function, which we attribute to the finiteness of the random walk step.
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we obtain such an equation from a microscopic description using a lattice random walk model. The sought after Fokker-Planck description and the corresponding backward Kolmogorov equation are employed to investigate first-passage and local time statistics and gain new insights. Among them a surprising phenomenon, in the case of a semibounded domain, is the appearance…
We investigate non-equilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface and the bulk of the solid, when desorption of adatoms is negligible. Previous works dealt with dynamic scaling behavior of the fluctuating interface. Here we determine the probability that the interface first reaches a large given height at a specified time. We also find the optimal time history of the interface conditional on this non-equilibrium fluctuatio…
A family of non-equilibrium statistical operators (NSO) is introduced which differ by the system lifetime distribution over which the quasi-equilibrium (relevant) distribution is averaged. This changes the form of the source in the Liouville equation, as well as the expressions for the kinetic coefficients, average fluxes, and kinetic equations obtained with use of NSO. It is possible to choose a class of lifetime distributions for which thermodynamic limiting transition and to tend to infinity of average lifetime of system is reduced to the result received at exponential distribution for life…
Synaptic transmission between neurons is governed by a cascade of stochastic reaction-diffusion events that lead to calcium-induced vesicle release of neurotransmitter. Since experimental measurements of such systems are challenging due their nanometer and sub-millisecond scale, numerical simulations remain the principal tool for studying calcium dependent synaptic vesicle fusion, despite limitations of time-consuming calculations. In this paper we develop an analytical solution to rapidly explore dynamical stochastic reaction-diffusion problems, based on first-passage times. This is the first…
The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which does not specify the details of the process but takes into account the overall change in entropy during the process. Relationships are obtained to take into account the influence of radiation effects on the diffusion coefficient. The theoretical results obtained are compared with the experimental ones.
We investigate the mean first passage time of an active Brownian particle in one dimension using numerical simulations. The activity in one dimension is modeled as a two state model; the particle moves with a constant propulsion strength but its orientation switches from one state to other as in a random telegraphic process. We study the influence of a finite resetting rate $r$ on the mean first passage time to a fixed target of a single free Active Brownian Particle and map this result using an effective diffusion process. As in the case of a passive Brownian particle, we can find an optimal …
We study the lattice random walk dynamics in a heterogeneous space of two media separated by an interface and having different diffusivity and bias. Depending on the position of the interface, there exist two exclusive ways to model the dynamics: (1) Type A dynamics whereby the interface is placed between two lattice points, and (2) Type B dynamics whereby the interface is placed on a lattice point. For both types, we obtain exact results for the one-dimensional generating function of the Green's function or propagator for the composite system in unbounded domain as well as domains confined wi…
Subdiffusion equation and molecule survival equation, both with Caputo fractional time derivatives with respect to another functions $g_1$ and $g_2$, respectively, are used to describe diffusion of a molecule that can disappear at any time with a constant probability. The process can be interpreted as ``ordinary'' subdiffusion and ``ordinary'' molecule survival process in which timescales are changed by the functions $g_1$ and $g_2$. We derive the first-passage time distribution for the process. The mutual influence of subdiffusion and molecule vanishing processes can be included in the model …
In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration problems, we progressively discuss the persistence properties in systems with many degrees of freedom. These systems include spins models undergoing phase ordering dynamics, diffusion equation, fluctuating interfaces etc. Persistence properties are nontrivial in these systems as the effective underlying stochastic process is non-Markovian. Several exact and ap…
The interface between the vapor and liquid phase of quadrupolar-dipolar fluids is the seat of an electric interfacial potential whose influence on ion solvation and distribution is not yet fully understood. To obtain further microscopic insight into water specificity we first present extensive classical molecular dynamics simulations of a series of model liquids with variable molecular quadrupole moments that interpolates between SPC/E water and a purely dipolar liquid. We then pinpoint the essential role played by the competing multipolar contributions to the vapor-liquid and the solute-liqui…
The possibility of different interpretations of the stochastic term (or calculi) in the overdamped Langevin equation for the motion of a particle in an inhomogeneous medium is often referred to as the "Ito--Stratonovich dilemma," although there is, in fact, a continuum of choices. We introduce two Monte Carlo (MC) simulation approaches for studying such systems, with both approaches giving the choice between different calculi (in particular, Ito, Stratonovich, and "isothermal"). To demonstrate these approaches, we study the diffusion on a 1D interval of a particle released at an interface (in …
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations. Statistical distributions that describe the behavior of energy and lifetime are used. Entropy and obtained thermodynamic relations are compared with the results of Extended Irreversible thermodynamics, where as an additional parameter selected fluxes. Explicit expressions are obtained for average lifetime and conjugate thermodynamic quantity. It is shown that, when …
A human pathogen, \textit{Neisseria gonorrhoeae} (NG), moves on surfaces by attaching and retracting polymeric structures called Type IV pili. The \textit{tug-of-war} between the pili results in a two-dimensional stochastic motion called \textit{twitching motility}. In this paper, with the help of real time NG trajectories, we develop coarse-grained models for their description. The \textit{fractal properties} of these trajectories are determined and their influence on \textit{first passage time} and formation of bacterial microcolonies is studied. Our main observations are as follows: (i) NG …
While records and order statistics of independent and identically distributed (i.i.d.) random variables X_1, ..., X_N are fully understood, much less is known for strongly correlated random variables, which is often the situation encountered in statistical physics. Recently, it was shown, in a series of works, that one-dimensional random walk (RW) is an interesting laboratory where the influence of strong correlations on records and order statistics can be studied in detail. We review here recent exact results which have been obtained for these questions about RW, using techniques borrowed fro…
We study the dynamics of a driven interface in a two-dimensional random-field Ising model close to the depinning transition at small but finite temperatures T using Glauber dynamics. A square lattice is considered with an interface initially in (11)-direction. The drift velocity v is analyzed for the first time using finite size scaling at T = 0 and additionally finite temperature scaling close to the depinning transition. In both cases a perfect data collapse is obtained from which we deduce beta = 1/3 for the exponent which determines the dependence of v on the driving field, nu = 1 for the …
We provide a theoretical framework to analyze the properties of frontal collisions of two growing interfaces considering different short range interactions between them. Due to their roughness, the collision events spread in time and form rough domain boundaries, which defines collision interfaces in time and space. We show that statistical properties of such interfaces depend on the kinetics of the growing interfaces before collision, but are independent of the details of their interaction and of their fluctuations during the collision. Those properties exhibit dynamic scaling with exponents …
Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase ordering, reaction diffusion or interface relaxation dynamics. The fact that persistence can decay algebraically with time with non trivial exponents has triggered a number of experimental and theoretical studies. However, general analytical methods to calculate persistence exponents cannot be applied to the ubiquitous case of non-Markovian systems relaxing…
One of the long standing challenges in molecular simulation is the description of interfaces. On the molecular length scale, finite size effects significantly influence the properties of the interface such as its interfacial tension, which can be reliably investigated by molecular dynamics simulation of planar vapor-liquid interfaces. For the Lennard-Jones fluid, finite size effects are examined here by varying the thickness of the liquid slab. It is found that the surface tension and density in the center of the liquid region decreases significantly for thin slabs. The influence of the slab t…
In general, the power-law degree distribution has profound influence on various dynamical processes defined on scale-free networks. In this paper, we will show that power-law degree distribution alone does not suffice to characterize the behavior of trapping problem on scale-free networks, which is an integral major theme of interest for random walks in the presence of an immobile perfect absorber. In order to achieve this goal, we study random walks on a family of one-parameter (denoted by $q$) scale-free networks with identical degree sequence for the full range of parameter $q$, in which a …
We study the role of the quench temperature $T_f$ in the phase-ordering kinetics of the Ising model with single spin flip in $d=2,3$. Equilibrium interfaces are flat at $T_f=0$, whereas at $T_f>0$ they are curved and rough (above the roughening temperature in $d=3$). We show, by means of scaling arguments and numerical simulations, that this geometrical difference is important for the phase-ordering kinetics as well. In particular, while the growth exponent $z=2$ of the size of domains $L(t)\sim t^{1/z}$ is unaffected by $T_f$, other exponents related to the interface geometry take different v…
We study phase separation in two dimensions in the scaling limit below criticality. The general form of the magnetization profile as the volume goes to infinity is determined exactly within the field theoretical framework which explicitly takes into account the topological nature of the elementary excitations. The result known for the Ising model from its lattice solution is recovered as a particular case. In the asymptotic infrared limit the interface behaves as a simple curve characterized by a gaussian passage probability density. The leading deviation, due to branching, from this behavior …
Kinetic 3D lattice Monte Carlo studies are presented on Si nanocrystal (NC) formation by phase separation in 1 keV Si implanted thin SiO2 films. The simulation start from Si depth profiles calculated using the dynamic, high-fluence binary collision code TRIDYN. From the initial Si supersaturation, NCs are found to form either by nucleation, growth and Ostwald ripening at low Si concentrations. Or at higher concentrations, non-spherical, elongated Si structures form by spinodal decomposition, which spheroidize by interface minimization during longer annealing. In both cases, the close SiO2/Si i…
We consider the scaling limit of a generic ferromagnetic system with a continuous phase transition, on the half plane with boundary conditions leading to the equilibrium of two different phases below criticality. We use general properties of low energy two-dimensional field theory to determine exact asymptotics of the magnetization profile perperdicularly to the boundary, to show the presence of an interface with endpoints pinned to the boundary, and to determine its passage probability. The midpoint average distance of the interface from the boundary grows as the square root of the distance b…
