Escape of a Uniform Random Walk from an Interval

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

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

Light-Induced Currents at Domain Walls in Multiferroic BiFeO3.

Multiferroic BiFeO3 (BFO) films with spontaneously formed periodic stripe domains can generate above-gap open circuit voltages under visible light illumination; nevertheless the underlying mechanism behind this intriguing optoelectronic response has not been understood to date. Here, we make contact-free measurements of light-induced currents in epitaxial BFO films via detecting terahertz radiation emanated by these currents, enabling a direct probe of the intrinsic charge separation mechanisms along with quantitative measurements of the current amplitudes and their directions. In the periodic stripe samples, we find that the net photocurrent is dominated by the charge separation across the domain walls, whereas in the monodomain samples the photovoltaic response arises from a bulk shift current associated with the non-centrosymmetry of the crystal. The peak current amplitude driven by the charge separation at the domain walls is found to be 2 orders of magnitude higher than the bulk shift current response, indicating the prominent role of domain walls acting as nanoscale junctions to efficiently separate photogenerated charges in the stripe domain BFO films. These findings show that domain-wall-engineered BFO thin films offer exciting prospects for ferroelectric-based optoelectronics, as well as bias-free strong terahertz emitters

Diffusion on a solid surface: Anomalous is normal

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

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 $\xi \propto t^{1/z}$, 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 $\tau = b_1 ^z$. 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

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

Intermittent random walks for an optimal search strategy: One-dimensional case

We study the search kinetics of an immobile target by a concentration of randomly moving searchers. The object of the study is to optimize the probability of detection within the constraints of our model. The target is hidden on a one-dimensional lattice in the sense that searchers have no a priori information about where it is, and may detect it only upon encounter. The searchers perform random walks in discrete time n=0,1,2, ..., N, where N is the maximal time the search process is allowed to run. With probability \alpha the searchers step on a nearest-neighbour, and with probability (1-\alpha) they leave the lattice and stay off until they land back on the lattice at a fixed distance L away from the departure point. The random walk is thus intermittent. We calculate the probability P_N that the target remains undetected up to the maximal search time N, and seek to minimize this probability. We find that P_N is a non-monotonic function of \alpha, and show that there is an optimal choice \alpha_{opt}(N) of \alpha well within the intermittent regime, 0 < \alpha_{opt}(N) < 1, whereby P_N can be orders of magnitude smaller compared to the "pure" random walk cases \alpha =0 and \alpha = 1.Comment: 19 pages, 5 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