Persistence and First-Passage Properties in Non-equilibrium Systems

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 approximate methods have been developed to compute the persistence of such non-Markov processes over the last two decades, as reviewed in this article. We also discuss various generalisations of the local site persistence probability. Persistence in systems with quenched disorder is discussed briefly. Although the main emphasis of this review is on the theoretical developments on persistence, we briefly touch upon various experimental systems as well.Comment: Review article submitted to Advances in Physics: 149 pages, 21 Figure

Interface Fluctuations, Burgers Equations, and Coarsening under Shear

We consider the interplay of thermal fluctuations and shear on the surface of the domains in various systems coarsening under an imposed shear flow. These include systems with nonconserved and conserved dynamics, and a conserved order parameter advected by a fluid whose velocity field satisfies the Navier-Stokes equation. In each case the equation of motion for the interface height reduces to an anisotropic Burgers equation. The scaling exponents that describe the growth and coarsening of the interface are calculated exactly in any dimension in the case of conserved and nonconserved dynamics. For a fluid-advected conserved order parameter we determine the exponents, but we are unable to build a consistent perturbative expansion to support their validity.Comment: 10 RevTeX pages, 2 eps figure

Survival of a diffusing particle in an expanding cage

We consider a Brownian particle, with diffusion constant D, moving inside an expanding d-dimensional sphere whose surface is an absorbing boundary for the particle. The sphere has initial radius L_0 and expands at a constant rate c. We calculate the joint probability density, p(r,t|r_0), that the particle survives until time t, and is at a distance r from the centre of the sphere, given that it started at a distance r_0 from the centre.Comment: 5 page

Geometric properties of two-dimensional coarsening with weak disorder

The domain morphology of weakly disordered ferromagnets, quenched from the high-temperature phase to the low-temperature phase, is studied using numerical simulations. We find that the geometrical properties of the coarsening domain structure, e.g., the distributions of hull enclosed areas and domain perimeter lengths, are described by a scaling phenomenology in which the growing domain scale R(t) is the only relevant parameter. Furthermore, the scaling functions have forms identical to those of the corresponding pure system, extending the 'super-universality' property previously noted for the pair correlation function.Comment: 6 pages, 6 figure