The number statistics and optimal history of non-equilibrium steady states of mortal diffusing particles

Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the particles are non-interacting, their total number $N$ in the steady state is Poisson-distributed with mean $\bar{N}$ predicted from a deterministic reaction-diffusion equation. Here we determine the most likely density history of this driven system conditional on observing a given $N$. We also consider two prototypical examples of \emph{interacting} diffusing particles: (i) a family of mortal diffusive lattice gases with constant diffusivity (as illustrated by the simple symmetric exclusion process with mortal particles), and (ii) random walkers that can annihilate in pairs. In both examples we calculate the variances of the (non-Poissonian) stationary distributions of $N$.Comment: 11 pages in one-column format, 1 figure, revised and extended versio

Mortal Brownian motion: three short stories

Mortality introduces an intrinsic time scale into the scale-invariant Brownian motion. This fact has important consequences for different statistics of Brownian motion. Here we are telling three short stories, where spontaneous death, such as radioactive decay, puts a natural limit to "lifetime achievements" of a Brownian particle. In story 1 we determine the probability distribution of a mortal Brownian particle (MBP) reaching a specified point in space at the time of its death. In story 2 we determine the probability distribution of the area $A=\int_0^{T} x(t) dt$ of a MBP on the line. Story 3 addresses the distribution of the winding angle of a MBP wandering around a reflecting disk in the plane. In stories 1 and 2 the probability distributions exhibit integrable singularities at zero values of the position and the area, respectively. In story 3 a singularity at zero winding angle appears only in the limit of very high mortality. A different integrable singularity appears at a nonzero winding angle. It is inherited from the recently uncovered singularity of the short-time large-deviation function of the winding angle for immortal Brownian motion.Comment: 7 one-column pages, 4 figures, small change

Fluctuations provide strong selection in Ostwald ripening

A selection problem that appears in the Lifshitz-Slyozov (LS) theory of Ostwald ripening is reexamined. The problem concerns selection of a self-similar distribution function (DF) of the minority domains with respect to their sizes from a whole one-parameter family of solutions. A strong selection rule is found via an account of fluctuations. Fluctuations produce an infinite tail in the DF and drive the DF towards the "limiting solution" of LS or its analogs for other growth mechanisms.Comment: 4 pages, RevTex, more details and reference adde

Large fluctuations of the area under a constrained Brownian excursion

We study large fluctuations of the area $\mathcal{A}$ under a Brownian excursion $x(t)$ on the time interval $|t|\leq T$, constrained to stay away from a moving wall $x_0(t)$ such that $x_0(-T)=x_0(T)=0$ and $x_0(|t|0$. We focus on wall functions described by a family of generalized parabolas $x_0(t)=T^{\gamma} [1-(t/T)^{2k}]$, where $k\geq 1$. Using the optimal fluctuation method (OFM), we calculate the large deviation function (LDF) of the area at long times. The OFM provides a simple description of the area fluctuations in terms of optimal paths, or rays, of the Brownian motion. We show that the LDF has a jump in the third derivative with respect to $\mathcal{A}$ at a critical value of $\mathcal{A}$. This singularity results from a qualitative change of the optimal path, and it can be interpreted as a third-order dynamical phase transition. Although the OFM is not applicable for typical (small) area fluctuations, we argue that it correctly captures their power-law scaling of $\mathcal{A}$ with $T$ with an exponent that depends continuously on $\gamma$ and on $k$. We also consider the cosine wall $x_0(t)=T^{\gamma} \cos[\pi t/(2T)]$ to illustrate a different possible behavior of the optimal path and of the scaling of typical fluctuations. For some wall functions additional phase transitions, which result from a coexistence of multiple OFM solutions, should be possible.Comment: 10 pages, 5 figure

Spectral theory of metastability and extinction in birth-death systems

We suggest a general spectral method for calculating statistics of multi-step birth-death processes and chemical reactions of the type mA->nA (m and n are positive integers) which possess an absorbing state. The method yields accurate results for the extinction statistics, and for the quasi-stationary probability distribution, including large deviations, of the metastable state. The power of the method is demonstrated on the example of binary annihilation and triple branching 2A->0 and A->3A, representative of the rather general class of dissociation-recombination reactions.Comment: 4 pages, 3 figure

Noise enhanced persistence in a biochemical regulatory network with feedback control

We find that discrete noise of inhibiting (signal) molecules can greatly delay the extinction of plasmids in a plasmid replication system: a prototypical biochemical regulatory network. We calculate the probability distribution of the metastable state of the plasmids and show on this example that the reaction rate equations may fail in predicting the average number of regulated molecules even when this number is large, and the time is much shorter than the mean extinction time.Comment: 4 pages, 4 figures, submitted for publicatio

How a Long Bubble Shrinks: a Numerical Method for an Unforced Hele-Shaw Flow

We develop a numerical method for solving a free boundary problem which describes shape relaxation, by surface tension, of a long and thin bubble of an inviscid fluid trapped inside a viscous fluid in a Hele-Shaw cell. The method of solution of the exterior Dirichlet problem employs a classical boundary integral formulation. Our version of the numerical method is especially advantageous for following the dynamics of a very long and thin bubble, for which an asymptotic scaling theory has been recently developed. Because of the very large aspect ratio of the bubble, a direct implementation of the boundary integral algorithm would be impractical. We modify the algorithm by introducing a new approximation of the integrals which appear in the Fredholm integral equation and in the integral expression for the normal derivative of the pressure at the bubble interface. The new approximation allows one to considerably reduce the number of nodes at the almost flat part of the bubble interface, while keeping a good accuracy. An additional benefit from the new approximation is in that it eliminates numerical divergence of the integral for the tangential derivative of the harmonic conjugate. The interface's position is advanced in time by using explicit node tracking, whereas the larger node spacing enables one to use larger time steps. The algorithm is tested on two model problems, for which approximate analytical solutions are available.Comment: 16 pages, 6 eps figure

Dynamics of fractal dimension during phase ordering of a geometrical multifractal

A simple multifractal coarsening model is suggested that can explain the observed dynamical behavior of the fractal dimension in a wide range of coarsening fractal systems. It is assumed that the minority phase (an ensemble of droplets) at $t=0$ represents a non-uniform recursive fractal set, and that this set is a geometrical multifractal characterized by a $f(\alpha)$-curve. It is assumed that the droplets shrink according to their size and preserving their ordering. It is shown that at early times the Hausdorff dimension does not change with time, whereas at late times its dynamics follow the $f(\alpha)$ curve. This is illustrated by a special case of a two-scale Cantor dust. The results are then generalized to a wider range of coarsening mechanisms.Comment: 5 pages, 1 Postscript figur

Statistics of large currents in the Kipnis-Marchioro-Presutti model in a ring geometry

We use the macroscopic fluctuation theory to determine the statistics of large currents in the Kipnis-Marchioro-Presutti (KMP) model in a ring geometry. About 10 years ago this simple setting was instrumental in identifying a breakdown of the additivity principle in a class of lattice gases at currents exceeding a critical value. Building on earlier work, we assume that, for supercritical currents, the optimal density profile, conditioned on the given current, has the form of a traveling wave (TW). For the KMP model we find this TW analytically, in terms of elliptic functions, for any supercritical current $I$. Using this TW solution, we evaluate, up to a pre-exponential factor, the probability distribution $P(I)$. We obtain simple asymptotics of the TW and of $P(I)$ for currents close to the critical current, and for currents much larger than the critical current. In the latter case we show that $-\ln P (I) \sim I\ln I$, whereas the optimal density profile acquires a soliton-like shape. Our analytic results are in a very good agreement with Monte-Carlo simulations and numerical solutions of Hurtado and Garrido (2011).Comment: 18 pages in one-column format, 9 figure

Macroscopic fluctuation theory and first-passage properties of surface diffusion

We investigate non-equilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface and the bulk of the solid, when desorption of adatoms is negligible. Previous works dealt with dynamic scaling behavior of the fluctuating interface. Here we determine the probability that the interface first reaches a large given height at a specified time. We also find the optimal time history of the interface conditional on this non-equilibrium fluctuation. We obtain these results by developing a macroscopic fluctuation theory of surface diffusion.Comment: 6 pages including Supplemental Material, 3 figure