Persistence exponents of non-Gaussian processes in statistical mechanics

Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the sample functions are of the "random sawtooth" type and the level dependent persistence exponent \theta can be calculated exactly. We then develop an expansion method valid for small curvature of the deterministic curve. The curvature parameter g plays the role of the coupling constant of an interacting particle system. The leading order curvature correction to \theta is proportional to g^{2/3}. The expansion applies in particular to exponential decay in the limit of large level, where the curvature correction considerably improves the linear approximation. The Langevin equation, with Gaussian white noise, is recovered as a singular limiting case.Comment: 20 pages, 3 figure

Phase transitions and correlations in the bosonic pair contact process with diffusion: Exact results

The variance of the local density of the pair contact process with diffusion (PCPD) is investigated in a bosonic description. At the critical point of the absorbing phase transition (where the average particle number remains constant) it is shown that for lattice dimension d>2 the variance exhibits a phase transition: For high enough diffusion constants, it asymptotically approaches a finite value, while for low diffusion constants the variance diverges exponentially in time. This behavior appears also in the density correlation function, implying that the correlation time is negative. Yet one has dynamical scaling with a dynamical exponent calculated to be z=2.Comment: 20 pages, 5 figure

Segregation in diffusion-limited multispecies pair annihilation

The kinetics of the q species pair annihilation reaction (A_i + A_j -> 0 for 1 <= i < j <= q) in d dimensions is studied by means of analytical considerations and Monte Carlo simulations. In the long-time regime the total particle density decays as rho(t) ~ t^{- alpha}. For d = 1 the system segregates into single species domains, yielding a different value of alpha for each q; for a simplified version of the model in one dimension we derive alpha(q) = (q-1) / (2q). Within mean-field theory, applicable in d >= 2, segregation occurs only for q < 1 + (4/d). The only physical realisation of this scenario is the two-species process (q = 2) in d = 2 and d = 3, governed by an extra local conservation law. For d >= 2 and q >= 1 + (4/d) the system remains disordered and its density is shown to decay universally with the mean-field power law (alpha = 1) that also characterises the single-species annihilation process A + A -> 0.Comment: 35 pages (IOP style files included), 10 figures included (as eps files

The non-equilibrium phase transition of the pair-contact process with diffusion

The pair-contact process 2A->3A, 2A->0 with diffusion of individual particles is a simple branching-annihilation processes which exhibits a phase transition from an active into an absorbing phase with an unusual type of critical behaviour which had not been seen before. Although the model has attracted considerable interest during the past few years it is not yet clear how its critical behaviour can be characterized and to what extent the diffusive pair-contact process represents an independent universality class. Recent research is reviewed and some standing open questions are outlined.Comment: Latexe2e, 53 pp, with IOP macros, some details adde

Applications of Field-Theoretic Renormalization Group Methods to Reaction-Diffusion Problems

We review the application of field-theoretic renormalization group (RG) methods to the study of fluctuations in reaction-diffusion problems. We first investigate the physical origin of universality in these systems, before comparing RG methods to other available analytic techniques, including exact solutions and Smoluchowski-type approximations. Starting from the microscopic reaction-diffusion master equation, we then pedagogically detail the mapping to a field theory for the single-species reaction k A -> l A (l < k). We employ this particularly simple but non-trivial system to introduce the field-theoretic RG tools, including the diagrammatic perturbation expansion, renormalization, and Callan-Symanzik RG flow equation. We demonstrate how these techniques permit the calculation of universal quantities such as density decay exponents and amplitudes via perturbative eps = d_c - d expansions with respect to the upper critical dimension d_c. With these basics established, we then provide an overview of more sophisticated applications to multiple species reactions, disorder effects, L'evy flights, persistence problems, and the influence of spatial boundaries. We also analyze field-theoretic approaches to nonequilibrium phase transitions separating active from absorbing states. We focus particularly on the generic directed percolation universality class, as well as on the most prominent exception to this class: even-offspring branching and annihilating random walks. Finally, we summarize the state of the field and present our perspective on outstanding problems for the future.Comment: 10 figures include

Field Theory Approaches to Nonequilibrium Dynamics

It is explained how field-theoretic methods and the dynamic renormalisation group (RG) can be applied to study the universal scaling properties of systems that either undergo a continuous phase transition or display generic scale invariance, both near and far from thermal equilibrium. Part 1 introduces the response functional field theory representation of (nonlinear) Langevin equations. The RG is employed to compute the scaling exponents for several universality classes governing the critical dynamics near second-order phase transitions in equilibrium. The effects of reversible mode-coupling terms, quenching from random initial conditions to the critical point, and violating the detailed balance constraints are briefly discussed. It is shown how the same formalism can be applied to nonequilibrium systems such as driven diffusive lattice gases. Part 2 describes how the master equation for stochastic particle reaction processes can be mapped onto a field theory action. The RG is then used to analyse simple diffusion-limited annihilation reactions as well as generic continuous transitions from active to inactive, absorbing states, which are characterised by the power laws of (critical) directed percolation. Certain other important universality classes are mentioned, and some open issues are listed.Comment: 54 pages, 9 figures, Lecture Notes for Luxembourg Summer School "Ageing and the Glass Transition", submitted to Springer Lecture Notes in Physics (www.springeronline/com/series/5304/