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

Condensation of the roots of real random polynomials on the real axis

We introduce a family of real random polynomials of degree n whose coefficients a_k are symmetric independent Gaussian variables with variance = e^{-k^\alpha}, indexed by a real \alpha \geq 0. We compute exactly the mean number of real roots for large n. As \alpha is varied, one finds three different phases. First, for 0 \leq \alpha \sim (\frac{2}{\pi}) \log{n}. For 1 < \alpha < 2, there is an intermediate phase where grows algebraically with a continuously varying exponent, \sim \frac{2}{\pi} \sqrt{\frac{\alpha-1}{\alpha}} n^{\alpha/2}. And finally for \alpha > 2, one finds a third phase where \sim n. This family of real random polynomials thus exhibits a condensation of their roots on the real line in the sense that, for large n, a finite fraction of their roots /n are real. This condensation occurs via a localization of the real roots around the values \pm \exp{[\frac{\alpha}{2}(k+{1/2})^{\alpha-1} ]}, 1 \ll k \leq n.Comment: 13 pages, 2 figure

Domain walls and chaos in the disordered SOS model

Domain walls, optimal droplets and disorder chaos at zero temperature are studied numerically for the solid-on-solid model on a random substrate. It is shown that the ensemble of random curves represented by the domain walls obeys Schramm's left passage formula with kappa=4 whereas their fractal dimension is d_s=1.25, and therefore is NOT described by "Stochastic-Loewner-Evolution" (SLE). Optimal droplets with a lateral size between L and 2L have the same fractal dimension as domain walls but an energy that saturates at a value of order O(1) for L->infinity such that arbitrarily large excitations exist which cost only a small amount of energy. Finally it is demonstrated that the sensitivity of the ground state to small changes of order delta in the disorder is subtle: beyond a cross-over length scale L_delta ~ 1/delta the correlations of the perturbed ground state with the unperturbed ground state, rescaled by the roughness, are suppressed and approach zero logarithmically.Comment: 23 pages, 11 figure

First passages for a search by a swarm of independent random searchers

In this paper we study some aspects of search for an immobile target by a swarm of N non-communicating, randomly moving searchers (numbered by the index k, k = 1, 2,..., N), which all start their random motion simultaneously at the same point in space. For each realization of the search process, we record the unordered set of time moments \{\tau_k\}, where \tau_k is the time of the first passage of the k-th searcher to the location of the target. Clearly, \tau_k's are independent, identically distributed random variables with the same distribution function \Psi(\tau). We evaluate then the distribution P(\omega) of the random variable \omega \sim \tau_1/bar{\tau}, where bar{\tau} = N^{-1} \sum_{k=1}^N \tau_k is the ensemble-averaged realization-dependent first passage time. We show that P(\omega) exhibits quite a non-trivial and sometimes a counterintuitive behaviour. We demonstrate that in some well-studied cases e.g., Brownian motion in finite d-dimensional domains) the \textit{mean} first passage time is not a robust measure of the search efficiency, despite the fact that \Psi(\tau) has moments of arbitrary order. This implies, in particular, that even in this simplest case (not saying about complex systems and/or anomalous diffusion) first passage data extracted from a single particle tracking should be regarded with an appropriate caution because of the significant sample-to-sample fluctuations.Comment: 35 pages, 18 figures, to appear in JSTA

Specific Heat of Quantum Elastic Systems Pinned by Disorder

We present the detailed study of the thermodynamics of vibrational modes in disordered elastic systems such as the Bragg glass phase of lattices pinned by quenched impurities. Our study and our results are valid within the (mean field) replica Gaussian variational method. We obtain an expression for the internal energy in the quantum regime as a function of the saddle point solution, which is then expanded in powers of $\hbar$ at low temperature $T$. In the calculation of the specific heat $C_v$ a non trivial cancellation of the term linear in $T$ occurs, explicitly checked to second order in $\hbar$. The final result is $C_v \propto T^3$ at low temperatures in dimension three and two. The prefactor is controlled by the pinning length. This result is discussed in connection with other analytical or numerical studies.Comment: 14 page

Record statistics and persistence for a random walk with a drift

We study the statistics of records of a one-dimensional random walk of n steps, starting from the origin, and in presence of a constant bias c. At each time-step the walker makes a random jump of length \eta drawn from a continuous distribution f(\eta) which is symmetric around a constant drift c. We focus in particular on the case were f(\eta) is a symmetric stable law with a L\'evy index 0 < \mu \leq 2. The record statistics depends crucially on the persistence probability which, as we show here, exhibits different behaviors depending on the sign of c and the value of the parameter \mu. Hence, in the limit of a large number of steps n, the record statistics is sensitive to these parameters (c and \mu) of the jump distribution. We compute the asymptotic mean record number after n steps as well as its full distribution P(R,n). We also compute the statistics of the ages of the longest and the shortest lasting record. Our exact computations show the existence of five distinct regions in the (c, 0 < \mu \leq 2) strip where these quantities display qualitatively different behaviors. We also present numerical simulation results that verify our analytical predictions.Comment: 51 pages, 22 figures. Published version (typos have been corrected

Slow relaxation, dynamic transitions and extreme value statistics in disordered systems

We show that the dynamics of simple disordered models, like the directed Trap Model and the Random Energy Model, takes place at a coexistence point between active and inactive dynamical phases. We relate the presence of a dynamic phase transition in these models to the extreme value statistics of the associated random energy landscape

Specific heat of the quantum Bragg Glass

We study the thermodynamics of the vibrational modes of a lattice pinned by impurity disorder in the absence of topological defects (Bragg glass phase). Using a replica variational method we compute the specific heat $C_v$ in the quantum regime and find $C_v \propto T^3$ at low temperatures in dimension three and two. The prefactor is controlled by the pinning length. The non trivial cancellation of the linear term in $C_v$ arises from the so-called marginality condition and has important consequences for other mean field models.Comment: 5 pages, RevTex, strongly revised versio

Extremal statistics of curved growing interfaces in 1+1 dimensions

We study the joint probability distribution function (pdf) of the maximum M of the height and its position X_M of a curved growing interface belonging to the universality class described by the Kardar-Parisi-Zhang equation in 1+1 dimensions. We obtain exact results for the closely related problem of p non-intersecting Brownian bridges where we compute the joint pdf P_p(M,\tau_M) where \tau_M is there the time at which the maximal height M is reached. Our analytical results, in the limit p \to \infty, become exact for the interface problem in the growth regime. We show that our results, for moderate values of p \sim 10 describe accurately our numerical data of a prototype of these systems, the polynuclear growth model in droplet geometry. We also discuss applications of our results to the ground state configuration of the directed polymer in a random potential with one fixed endpoint.Comment: 6 pages, 4 figures. Published version, to appear in Europhysics Letters. New results added for non-intersecting excursion