Exact Occupation Time Distribution in a Non-Markovian Sequence and Its Relation to Spin Glass Models

We compute exactly the distribution of the occupation time in a discrete {\em non-Markovian} toy sequence which appears in various physical contexts such as the diffusion processes and Ising spin glass chains. The non-Markovian property makes the results nontrivial even for this toy sequence. The distribution is shown to have non-Gaussian tails characterized by a nontrivial large deviation function which is computed explicitly. An exact mapping of this sequence to an Ising spin glass chain via a gauge transformation raises an interesting new question for a generic finite sized spin glass model: at a given temperature, what is the distribution (over disorder) of the thermally averaged number of spins that are aligned to their local fields? We show that this distribution remains nontrivial even at infinite temperature and can be computed explicitly in few cases such as in the Sherrington-Kirkpatrick model with Gaussian disorder.Comment: 10 pages Revtex (two-column), 1 eps figure (included

Persistence in higher dimensions : a finite size scaling study

We show that the persistence probability $P(t,L)$, in a coarsening system of linear size $L$ at a time $t$, has the finite size scaling form $P(t,L)\sim L^{-z\theta}f(\frac{t}{L^{z}})$ where $\theta$ is the persistence exponent and $z$ is the coarsening exponent. The scaling function $f(x)\sim x^{-\theta}$ for $x \ll 1$ and is constant for large $x$. The scaling form implies a fractal distribution of persistent sites with power-law spatial correlations. We study the scaling numerically for Glauber-Ising model at dimension $d = 1$ to 4 and extend the study to the diffusion problem. Our finite size scaling ansatz is satisfied in all these cases providing a good estimate of the exponent $\theta$.Comment: 4 pages in RevTeX with 6 figures. To appear in Phys. Rev.

Survival Probability of a Ballistic Tracer Particle in the Presence of Diffusing Traps

We calculate the survival probability P_S(t) up to time t of a tracer particle moving along a deterministic trajectory in a continuous d-dimensional space in the presence of diffusing but mutually noninteracting traps. In particular, for a tracer particle moving ballistically with a constant velocity c, we obtain an exact expression for P_S(t), valid for all t, for d<2. For d \geq 2, we obtain the leading asymptotic behavior of P_S(t) for large t. In all cases, P_S(t) decays exponentially for large t, P_S(t) \sim \exp(-\theta t). We provide an explicit exact expression for the exponent \theta in dimensions d \leq 2, and for the physically relevant case, d=3, as a function of the system parameters.Comment: RevTeX, 4 page

Persistence in a Stationary Time-series

We study the persistence in a class of continuous stochastic processes that are stationary only under integer shifts of time. We show that under certain conditions, the persistence of such a continuous process reduces to the persistence of a corresponding discrete sequence obtained from the measurement of the process only at integer times. We then construct a specific sequence for which the persistence can be computed even though the sequence is non-Markovian. We show that this may be considered as a limiting case of persistence in the diffusion process on a hierarchical lattice.Comment: 8 pages revte

Persistence of a Continuous Stochastic Process with Discrete-Time Sampling: Non-Markov Processes

We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no crossing) probability decays as exp(-\theta_D T) = [\rho(a)]^n for large n, where a = \exp[-(\Delta T)/2], and the discrete persistence exponent, \theta_D, is given by \theta_D = \ln(\rho)/2\ln(a). Using the `Independent Interval Approximation', we show how \theta_D varies with (\Delta T) for small (\Delta T) and conclude that experimental measurements of persistence for smooth processes, such as diffusion, are less sensitive to the effects of discrete sampling than measurements of a randomly accelerated particle or random walker. We extend the matrix method developed by us previously [Phys. Rev. E 64, 015151(R) (2001)] to determine \rho(a) for a two-dimensional random walk and the one-dimensional random acceleration problem. We also consider `alternating persistence', which corresponds to a < 0, and calculate \rho(a) for this case.Comment: 14 pages plus 8 figure

Random Walks in Logarithmic and Power-Law Potentials, Nonuniversal Persistence, and Vortex Dynamics in the Two-Dimensional XY Model

The Langevin equation for a particle (`random walker') moving in d-dimensional space under an attractive central force, and driven by a Gaussian white noise, is considered for the case of a power-law force, F(r) = - Ar^{-sigma}. The `persistence probability', P_0(t), that the particle has not visited the origin up to time t, is calculated. For sigma > 1, the force is asymptotically irrelevant (with respect to the noise), and the asymptotics of P_0(t) are those of a free random walker. For sigma < 1, the noise is (dangerously) irrelevant and the asymptotics of P_0(t) can be extracted from a weak noise limit within a path-integral formalism. For the case sigma=1, corresponding to a logarithmic potential, the noise is exactly marginal. In this case, P_0(t) decays as a power-law, P_0(t) \sim t^{-theta}, with an exponent theta that depends continuously on the ratio of the strength of the potential to the strength of the noise. This case, with d=2, is relevant to the annihilation dynamics of a vortex-antivortex pair in the two-dimensional XY model. Although the noise is multiplicative in the latter case, the relevant Langevin equation can be transformed to the standard form discussed in the first part of the paper. The mean annihilation time for a pair initially separated by r is given by t(r) \sim r^2 ln(r/a) where a is a microscopic cut-off (the vortex core size). Implications for the nonequilibrium critical dynamics of the system are discussed and compared to numerical simulation results.Comment: 10 pages, 1 figur

Scaling of loop-erased walks in 2 to 4 dimensions

We simulate loop-erased random walks on simple (hyper-)cubic lattices of dimensions 2,3, and 4. These simulations were mainly motivated to test recent two loop renormalization group predictions for logarithmic corrections in $d=4$, simulations in lower dimensions were done for completeness and in order to test the algorithm. In $d=2$, we verify with high precision the prediction $D=5/4$, where the number of steps $n$ after erasure scales with the number $N$ of steps before erasure as $n\sim N^{D/2}$. In $d=3$ we again find a power law, but with an exponent different from the one found in the most precise previous simulations: $D = 1.6236\pm 0.0004$. Finally, we see clear deviations from the naive scaling $n\sim N$ in $d=4$. While they agree only qualitatively with the leading logarithmic corrections predicted by several authors, their agreement with the two-loop prediction is nearly perfect.Comment: 3 pages, including 3 figure

Slow Relaxation in a Constrained Ising Spin Chain: a Toy Model for Granular Compaction

We present detailed analytical studies on the zero temperature coarsening dynamics in an Ising spin chain in presence of a dynamically induced field that favors locally the `-' phase compared to the `+' phase. We show that the presence of such a local kinetic bias drives the system into a late time state with average magnetization m=-1. However the magnetization relaxes into this final value extremely slowly in an inverse logarithmic fashion. We further map this spin model exactly onto a simple lattice model of granular compaction that includes the minimal microscopic moves needed for compaction. This toy model then predicts analytically an inverse logarithmic law for the growth of density of granular particles, as seen in recent experiments and thereby provides a new mechanism for the inverse logarithmic relaxation. Our analysis utilizes an independent interval approximation for the particle and the hole clusters and is argued to be exact at late times (supported also by numerical simulations).Comment: 9 pages RevTeX, 1 figures (.eps

Fraction of uninfected walkers in the one-dimensional Potts model

The dynamics of the one-dimensional q-state Potts model, in the zero temperature limit, can be formulated through the motion of random walkers which either annihilate (A + A -> 0) or coalesce (A + A -> A) with a q-dependent probability. We consider all of the walkers in this model to be mutually infectious. Whenever two walkers meet, they experience mutual contamination. Walkers which avoid an encounter with another random walker up to time t remain uninfected. The fraction of uninfected walkers is investigated numerically and found to decay algebraically, U(t) \sim t^{-\phi(q)}, with a nontrivial exponent \phi(q). Our study is extended to include the coupled diffusion-limited reaction A+A -> B, B+B -> A in one dimension with equal initial densities of A and B particles. We find that the density of walkers decays in this model as \rho(t) \sim t^{-1/2}. The fraction of sites unvisited by either an A or a B particle is found to obey a power law, P(t) \sim t^{-\theta} with \theta \simeq 1.33. We discuss these exponents within the context of the q-state Potts model and present numerical evidence that the fraction of walkers which remain uninfected decays as U(t) \sim t^{-\phi}, where \phi \simeq 1.13 when infection occurs between like particles only, and \phi \simeq 1.93 when we also include cross-species contamination.Comment: Expanded introduction with more discussion of related wor

Global persistence exponent of the two-dimensional Blume-Capel model

The global persistence exponent $\theta_g$ is calculated for the two-dimensional Blume-Capel model following a quench to the critical point from both disordered states and such with small initial magnetizations. Estimates are obtained for the nonequilibrium critical dynamics on the critical line and at the tricritical point. Ising-like universality is observed along the critical line and a different value $\theta_g =1.080(4)$ is found at the tricritical point.Comment: 7 pages with 3 figure