Maximum Distance Between the Leader and the Laggard for Three Brownian Walkers

We consider three independent Brownian walkers moving on a line. The process terminates when the left-most walker (the `Leader') meets either of the other two walkers. For arbitrary values of the diffusion constants D_1 (the Leader), D_2 and D_3 of the three walkers, we compute the probability distribution P(m|y_2,y_3) of the maximum distance m between the Leader and the current right-most particle (the `Laggard') during the process, where y_2 and y_3 are the initial distances between the leader and the other two walkers. The result has, for large m, the form P(m|y_2,y_3) \sim A(y_2,y_3) m^{-\delta}, where \delta = (2\pi-\theta)/(\pi-\theta) and \theta = cos^{-1}(D_1/\sqrt{(D_1+D_2)(D_1+D_3)}. The amplitude A(y_2,y_3) is also determined exactly

Persistence of a Brownian particle in a Time Dependent Potential

We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times -- leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the confinement, an exponential and an algebraic decay. Analytical calculations and numerical simulations show, that for the case of the exponential relaxation, the dynamics of Brownian particle at short and long times are independent of the parameters of the relaxation. On the contrary, for the algebraic decay of the confinement, the dynamics at long times is determined by the exponent of the decay. Finally, using the two-time correlation function for the position of the Brownian particle, we construct the persistence probability for the Brownian walker in such a scenario.Comment: 7 pages, 5 figures, Accepted for publication in Phys. Rev.

Blocking and Persistence in the Zero-Temperature Dynamics of Homogeneous and Disordered Ising Models

A ``persistence'' exponent theta has been extensively used to describe the nonequilibrium dynamics of spin systems following a deep quench: for zero-temperature homogeneous Ising models on the d-dimensional cubic lattice, the fraction p(t) of spins not flipped by time t decays to zero like t^[-theta(d)] for low d; for high d, p(t) may decay to p(infinity)>0, because of ``blocking'' (but perhaps still like a power). What are the effects of disorder or changes of lattice? We show that these can quite generally lead to blocking (and convergence to a metastable configuration) even for low d, and then present two examples --- one disordered and one homogeneous --- where p(t) decays exponentially to p(infinity).Comment: 8 pages (LaTeX); to appear in Physical Review Letter

Persistence of Manifolds in Nonequilibrium Critical Dynamics

We study the persistence P(t) of the magnetization of a d' dimensional manifold (i.e., the probability that the manifold magnetization does not flip up to time t, starting from a random initial condition) in a d-dimensional spin system at its critical point. We show analytically that there are three distinct late time decay forms for P(t) : exponential, stretched exponential and power law, depending on a single parameter \zeta=(D-2+\eta)/z where D=d-d' and \eta, z are standard critical exponents. In particular, our theory predicts that the persistence of a line magnetization decays as a power law in the d=2 Ising model at its critical point. For the d=3 critical Ising model, the persistence of the plane magnetization decays as a power law, while that of a line magnetization decays as a stretched exponential. Numerical results are consistent with these analytical predictions.Comment: 4 pages revtex, 1 eps figure include

Area Distribution of Elastic Brownian Motion

We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the Brownian motion bridge on the real line with the origin removed. We will stress on the power of self adjoint extension to investigate different possible boundary conditions for the stochastic processes.Comment: 18 pages, published versio

Global Persistence Exponent in Critical Dynamics: Finite Size induced Crossover

We extend the definition of a global order parameter to the case of a critical system confined between two infinite parallel plates separated by a finite distance $L$. For a quench to the critical point we study the persistence property of the global order parameter and show that there is a crossover behaviour characterized by a non universal exponent which depends on the ratio of the system size to a dynamic length scale

Exact solution of a model of time-dependent evolutionary dynamics in a rugged fitness landscape

A simplified form of the time dependent evolutionary dynamics of a quasispecies model with a rugged fitness landscape is solved via a mapping onto a random flux model whose asymptotic behavior can be described in terms of a random walk. The statistics of the number of changes of the dominant genotype from a finite set of genotypes are exactly obtained confirming existing conjectures based on numerics.Comment: 5 pages RevTex 2 figures .ep