Kinetics of stochastically-gated diffusion-limited reactions and geometry of random walk trajectories

In this paper we study the kinetics of diffusion-limited, pseudo-first-order A + B -> B reactions in situations in which the particles' intrinsic reactivities vary randomly in time. That is, we suppose that the particles are bearing "gates" which interchange randomly and independently of each other between two states - an active state, when the reaction may take place, and a blocked state, when the reaction is completly inhibited. We consider four different models, such that the A particle can be either mobile or immobile, gated or ungated, as well as ungated or gated B particles can be fixed at random positions or move randomly. All models are formulated on a $d$-dimensional regular lattice and we suppose that the mobile species perform independent, homogeneous, discrete-time lattice random walks. The model involving a single, immobile, ungated target A and a concentration of mobile, gated B particles is solved exactly. For the remaining three models we determine exactly, in form of rigorous lower and upper bounds, the large-N asymptotical behavior of the A particle survival probability. We also realize that for all four models studied here such a probalibity can be interpreted as the moment generating function of some functionals of random walk trajectories, such as, e.g., the number of self-intersections, the number of sites visited exactly a given number of times, "residence time" on a random array of lattice sites and etc. Our results thus apply to the asymptotical behavior of the corresponding generating functions which has not been known as yet.Comment: Latex, 45 pages, 5 ps-figures, submitted to PR

The Loewner equation: maps and shapes

In the last few years, new insights have permitted unexpected progress in the study of fractal shapes in two dimensions. A new approach, called Schramm-Loewner evolution, or SLE, has arisen through analytic function theory and probability theory, and given a new way of calculating fractal shapes in critical phenomena, the theory of random walks, and of percolation. We present a non-technical discussion of this development aimed to attract the attention of condensed matter community to this fascinating subject

A Simple Model for the DNA Denaturation Transition

We study pairs of interacting self-avoiding walks on the 3d simple cubic lattice. They have a common origin and are allowed to overlap only at the same monomer position along the chain. The latter overlaps are indeed favored by an energetic gain. This is inspired by a model introduced long ago by Poland and Sheraga [J. Chem. Phys. {\bf 45}, 1464 (1966)] for the denaturation transition in DNA where, however, self avoidance was not fully taken into account. For both models, there exists a temperature T_m above which the entropic advantage to open up overcomes the energy gained by forming tightly bound two-stranded structures. Numerical simulations of our model indicate that the transition is of first order (the energy density is discontinuous), but the analog of the surface tension vanishes and the scaling laws near the transition point are exactly those of a second order transition with crossover exponent \phi=1. Numerical and exact analytic results show that the transition is second order in modified models where the self-avoidance is partially or completely neglected.Comment: 29 pages, LaTeX, 20 postscript figure

Spacetime Approach to Phase Transitions

In these notes, the application of Feynman's sum-over-paths approach to thermal phase transitions is discussed. The paradigm of such a spacetime approach to critical phenomena is provided by the high-temperature expansion of spin models. This expansion, known as the hopping expansion in the context of lattice field theory, yields a geometric description of the phase transition in these models, with the thermal critical exponents being determined by the fractal structure of the high-temperature graphs. The graphs percolate at the thermal critical point and can be studied using purely geometrical observables known from percolation theory. Besides the phase transition in spin models and in the closely related $\phi^4$ theory, other transitions discussed from this perspective include Bose-Einstein condensation, and the transitions in the Higgs model and the pure U(1) gauge theory.Comment: 59 pages, 18 figures. Write-up of Ising Lectures presented at the National Academy of Sciences, Lviv, Ukraine, 2004. 2nd version: corrected typo

A Multiscale Guide to Brownian Motion

We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical features" at multiple length scales with random weights. Such a wavelet representation gives a closed formula mapping of the unit interval onto the functional space of Brownian paths. This formula elucidates many classical results about Brownian motion (e.g., non-differentiability of its path), providing intuitive feeling for non-mathematicians. The illustrative character of the wavelet representation, along with the simple structure of the underlying probability space, is different from the usual presentation of most classical textbooks. Similar concepts are discussed for fractional Brownian motion, Ornstein-Uhlenbeck process, Gaussian free field, and fractional Gaussian fields. Wavelet representations and dyadic decompositions form the basis of many highly efficient numerical methods to simulate Gaussian processes and fields, including Brownian motion and other diffusive processes in confining domains

Statistics of reduced words in locally free and braid groups: Abstract studies and application to ballistic growth model

We study numerically and analytically the average length of reduced (primitive) words in so-called locally free and braid groups. We consider the situations when the letters in the initial words are drawn either without or with correlations. In the latter case we show that the average length of the reduced word can be increased or lowered depending on the type of correlation. The ideas developed are used for analytical computation of the average number of peaks of the surface appearing in some specific ballistic growth modelComment: 29 pages, LaTeX, 7 separated Postscript figures (available on request), submitted to J. Phys. (A): Math. Ge