1,890 research outputs found

    Escape of a Uniform Random Walk from an Interval

    Full text link
    We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the interval and the exit time from the interval exhibit anomalous properties stemming from the change in the minimum number of steps to escape the interval as a function of the starting point. As a decreases, first-passage properties approach those of continuum diffusion, but non-diffusive effects remain because of residual discreteness effectsComment: 8 pages, 8 figures, 2 column revtex4 forma

    Multiplicative Noise: Applications in Cosmology and Field Theory

    Full text link
    Physical situations involving multiplicative noise arise generically in cosmology and field theory. In this paper, the focus is first on exact nonlinear Langevin equations, appropriate in a cosmologica setting, for a system with one degree of freedom. The Langevin equations are derived using an appropriate time-dependent generalization of a model due to Zwanzig. These models are then extended to field theories and the generation of multiplicative noise in such a context is discussed. Important issues in both the cosmological and field theoretic cases are the fluctuation-dissipation relations and the relaxation time scale. Of some importance in cosmology is the fact that multiplicative noise can substantially reduce the relaxation time. In the field theoretic context such a noise can lead to a significant enhancement in the nucleation rate of topological defects.Comment: 21 pages, LaTex, LA-UR-93-210

    Diffusion on a solid surface: Anomalous is normal

    Get PDF
    We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic or a random two dimensional potential. The model leads to a rich variety of different transport regimes, some of which correspond to anomalous diffusion such as has recently been observed in experiments and Monte Carlo simulations. We show that this anomalous behavior is controlled by the friction coefficient, and stress that it emerges naturally in a system described by ordinary canonical Maxwell-Boltzmann statistics

    On the occurrence of oscillatory modulations in the power-law behavior of dynamic and kinetic processes in fractals

    Full text link
    The dynamic and kinetic behavior of processes occurring in fractals with spatial discrete scale invariance (DSI) is considered. Spatial DSI implies the existence of a fundamental scaling ratio (b_1). We address time-dependent physical processes, which as a consequence of the time evolution develop a characteristic length of the form ξt1/z\xi \propto t^{1/z}, where z is the dynamic exponent. So, we conjecture that the interplay between the physical process and the symmetry properties of the fractal leads to the occurrence of time DSI evidenced by soft log-periodic modulations of physical observables, with a fundamental time scaling ratio given by τ=b1z\tau = b_1 ^z. The conjecture is tested numerically for random walks, and representative systems of broad universality classes in the fields of irreversible and equilibrium critical phenomena.Comment: 6 pages, 3 figures. Submitted to EP

    Generalization of escape rate from a metastable state driven by external cross-correlated noise processes

    Full text link
    We propose generalization of escape rate from a metastable state for externally driven correlated noise processes in one dimension. In addition to the internal non-Markovian thermal fluctuations, the external correlated noise processes we consider are Gaussian, stationary in nature and are of Ornstein-Uhlenbeck type. Based on a Fokker-Planck description of the effective noise processes with finite memory we derive the generalized escape rate from a metastable state in the moderate to large damping limit and investigate the effect of degree of correlation on the resulting rate. Comparison of the theoretical expression with numerical simulation gives a satisfactory agreement and shows that by increasing the degree of external noise correlation one can enhance the escape rate through the dressed effective noise strength.Comment: 9 pages, 1 figur

    Dynamics of a metastable state nonlinearly coupled to a heat bath driven by an external noise

    Full text link
    Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and multiplicative noise and construct the corresponding Fokker-Planck equation, valid for short correlation time, with space dependent diffusion coefficient to study the escape rate from a metastable state in the moderate to large damping regime. By considering the dynamics in a model cubic potential we analyze the result numerically which are in good agreement with the theoretical prediction. It has been shown numerically that the enhancement of rate is possible by properly tuning the correlation time of the external noise.Comment: 13 pages, 5 figures, Revtex4. To appear in Physical Review
    corecore