Dynamics at the angle of repose: jamming, bistability, and collapse

When a sandpile relaxes under vibration, it is known that its measured angle of repose is bistable in a range of values bounded by a material-dependent maximal angle of stability; thus, at the same angle of repose, a sandpile can be stationary or avalanching, depending on its history. In the nearly jammed slow dynamical regime, sandpile collapse to a zero angle of repose can also occur, as a rare event. We claim here that fluctuations of {\it dilatancy} (or local density) are the key ingredient that can explain such varied phenomena. In this work, we model the dynamics of the angle of repose and of the density fluctuations, in the presence of external noise, by means of coupled stochastic equations. Among other things, we are able to describe sandpile collapse in terms of an activated process, where an effective temperature (related to the density as well as to the external vibration intensity) competes against the configurational barriers created by the density fluctuations.Comment: 15 pages, 1 figure. Minor changes and update

Approach to Asymptotic Behaviour in the Dynamics of the Trapping Reaction

We consider the trapping reaction A + B -> B in space dimension d=1, where the A and B particles have diffusion constants D_A, D_B respectively. We calculate the probability, Q(t), that a given A particle has not yet reacted at time t. Exploiting a recent formulation in which the B particles are eliminated from the problem we find, for t -> \infty, $Q(t) \sim \exp[-(4/\sqrt{\pi})(\rho^2 D_Bt)^{1/2} - (C \rho^2 D_A t)^{1/3} + ...]$, where $\rho$ is the density of B particles and $C \propto D_A/D_B$ for $D_A/D_B << 1$.Comment: 8 pages, 2 figures; minor change

Onsager reciprocity relations without microscopic reversibility

In this paper we show that Onsager--Machlup time reversal properties of thermodynamic fluctuations and Onsager reciprocity relations for transport coefficients can hold also if the microscopic dynamics is not reversible. This result is based on the explicit construction of a class of conservative models which can be analysed rigorously.Comment: revtex, no figure

Diffusion with critically correlated traps and the slow relaxation of the longest wavelength mode

We study diffusion on a substrate with permanent traps distributed with critical positional correlation, modeled by their placement on the perimeters of a critical percolation cluster. We perform a numerical analysis of the vibrational density of states and the largest eigenvalue of the equivalent scalar elasticity problem using the method of Arnoldi and Saad. We show that the critical trap correlation increases the exponent appearing in the stretched exponential behavior of the low frequency density of states by approximately a factor of two as compared to the case of no correlations. A finite size scaling hypothesis of the largest eigenvalue is proposed and its relation to the density of states is given. The numerical analysis of this scaling postulate leads to the estimation of the stretch exponent in good agreement with the density of states result.Comment: 15 pages, LaTeX (RevTeX

Trapping of a random walk by diffusing traps

We present a systematic analytical approach to the trapping of a random walk by a finite density rho of diffusing traps in arbitrary dimension d. We confirm the phenomenologically predicted e^{-c_d rho t^{d/2}} time decay of the survival probability, and compute the dimension dependent constant c_d to leading order within an eps=2-d expansion.Comment: 16 pages, to appear in J. Phys.

Self-intersection local times of random walks: Exponential moments in subcritical dimensions

Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$. We derive precise logarithmic asymptotics of the expectation of $\exp\{\theta_t \|\ell_t\|_p\}$ for scales $\theta_t>0$ that are bounded from above, possibly tending to zero. The speed is identified in terms of mixed powers of $t$ and $\theta_t$, and the precise rate is characterized in terms of a variational formula, which is in close connection to the {\it Gagliardo-Nirenberg inequality}. As a corollary, we obtain a large-deviation principle for $\|\ell_t\|_p/(t r_t)$ for deviation functions $r_t$ satisfying t r_t\gg\E[\|\ell_t\|_p]. Informally, it turns out that the random walk homogeneously squeezes in a $t$-dependent box with diameter of order $\ll t^{1/d}$ to produce the required amount of self-intersections. Our main tool is an upper bound for the joint density of the local times of the walk.Comment: 15 pages. To appear in Probability Theory and Related Fields. The final publication is available at springerlink.co

Fluctuations in Stationary non Equilibrium States

In this paper we formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which covers situations in a nonlinear hydrodynamic regime and is verified explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Our results include the modification of the Onsager-Machlup theory in the SNS, a general Hamilton-Jacobi equation for the macroscopic entropy and a non equilibrium, non linear fluctuation dissipation relation valid for a wide class of systems

Metastability and small eigenvalues in Markov chains

In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available. This includes a sharp uncertainty principle relating all low-lying eigenvalues to mean times of metastable transitions, a relation between the support of eigenfunctions and the attractor of a metastable state, and sharp estimates on the convergence of probability distribution of the metastable transition times to the exponential distribution.Comment: 5pp, AMSTe

Simulations for trapping reactions with subdiffusive traps and subdiffusive particles

While there are many well-known and extensively tested results involving diffusion-limited binary reactions, reactions involving subdiffusive reactant species are far less understood. Subdiffusive motion is characterized by a mean square displacement $\sim t^\gamma$ with $0<\gamma<1$. Recently we calculated the asymptotic survival probability $P(t)$ of a (sub)diffusive particle ($\gamma^\prime$) surrounded by (sub)diffusive traps ($\gamma$) in one dimension. These are among the few known results for reactions involving species characterized by different anomalous exponents. Our results were obtained by bounding, above and below, the exact survival probability by two other probabilities that are asymptotically identical (except when $\gamma^\prime=1$ and $0<\gamma<2/3$). Using this approach, we were not able to estimate the time of validity of the asymptotic result, nor the way in which the survival probability approaches this regime. Toward this goal, here we present a detailed comparison of the asymptotic results with numerical simulations. In some parameter ranges the asymptotic theory describes the simulation results very well even for relatively short times. However, in other regimes more time is required for the simulation results to approach asymptotic behavior, and we arrive at situations where we are not able to reach asymptotia within our computational means. This is regrettably the case for $\gamma^\prime=1$ and $0<\gamma<2/3$, where we are therefore not able to prove or disprove even conjectures about the asymptotic survival probability of the particle.Comment: 15 pages, 10 figures, submitted to Journal of Physics: Condensed Matter; special issue on Chemical Kinetics Beyond the Textbook: Fluctuations, Many-Particle Effects and Anomalous Dynamics, eds. K.Lindenberg, G.Oshanin and M.Tachiy

Stretched exponential relaxation in the mode-coupling theory for the Kardar-Parisi-Zhang equation

We study the mode-coupling theory for the Kardar-Parisi-Zhang equation in the strong-coupling regime, focusing on the long time properties. By a saddle point analysis of the mode-coupling equations, we derive exact results for the correlation function in the long time limit - a limit which is hard to study using simulations. The correlation function at wavevector k in dimension d is found to behave asymptotically at time t as C(k,t)\simeq 1/k^{d+4-2z} (Btk^z)^{\gamma/z} e^{-(Btk^z)^{1/z}}, with \gamma=(d-1)/2, A a determined constant and B a scale factor.Comment: RevTex, 4 pages, 1 figur