Characterization of the stretched exponential trap-time distributions in one-dimensional coupled map lattices

Stretched exponential distributions and relaxation responses are encountered in a wide range of physical systems such as glasses, polymers and spin glasses. As found recently, this type of behavior occurs also for the distribution function of certain trap time in a number of coupled dynamical systems. We analyze a one-dimensional mathematical model of coupled chaotic oscillators which reproduces an experimental set-up of coupled diode-resonators and identify the necessary ingredients for stretched exponential distributions.Comment: 8 pages, 8 figure

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

Asymptotics for the Wiener sausage among Poissonian obstacles

We consider the Wiener sausage among Poissonian obstacles. The obstacle is called hard if Brownian motion entering the obstacle is immediately killed, and is called soft if it is killed at certain rate. It is known that Brownian motion conditioned to survive among obstacles is confined in a ball near its starting point. We show the weak law of large numbers, large deviation principle in special cases and the moment asymptotics for the volume of the corresponding Wiener sausage. One of the consequence of our results is that the trajectory of Brownian motion almost fills the confinement ball.Comment: 19 pages, Major revision made for publication in J. Stat. Phy

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

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

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.

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

Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise

The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large deviation principle for different types of SPDE such as stochastic reaction-diffusion equations, stochastic porous media equations and fast diffusion equations, and the stochastic p-Laplace equation in Hilbert space. The weak convergence approach is employed in the proof to establish the Laplace principle, which is equivalent to the large deviation principle in our framework.Comment: 31 pages, published in Appl. Math. Opti

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

Diffusion with random distribution of static traps

The random walk problem is studied in two and three dimensions in the presence of a random distribution of static traps. An efficient Monte Carlo method, based on a mapping onto a polymer model, is used to measure the survival probability P(c,t) as a function of the trap concentration c and the time t. Theoretical arguments are presented, based on earlier work of Donsker and Varadhan and of Rosenstock, why in two dimensions one expects a data collapse if -ln[P(c,t)]/ln(t) is plotted as a function of (lambda t)^{1/2}/ln(t) (with lambda=-ln(1-c)), whereas in three dimensions one expects a data collapse if -t^{-1/3}ln[P(c,t)] is plotted as a function of t^{2/3}lambda. These arguments are supported by the Monte Carlo results. Both data collapses show a clear crossover from the early-time Rosenstock behavior to Donsker-Varadhan behavior at long times.Comment: 4 pages, 6 figure