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

Exact analytical solution of the collapse of self-gravitating Brownian particles and bacterial populations at zero temperature

We provide an exact analytical solution of the collapse dynamics of self-gravitating Brownian particles and bacterial populations at zero temperature. These systems are described by the Smoluchowski-Poisson system or Keller-Segel model in which the diffusion term is neglected. As a result, the dynamics is purely deterministic. A cold system undergoes a gravitational collapse leading to a finite time singularity: the central density increases and becomes infinite in a finite time t_coll. The evolution continues in the post collapse regime. A Dirac peak emerges, grows and finally captures all the mass in a finite time t_end, while the central density excluding the Dirac peak progressively decreases. Close to the collapse time, the pre and post collapse evolution is self-similar. Interestingly, if one starts from a parabolic density profile, one obtains an exact analytical solution that describes the whole collapse dynamics, from the initial time to the end, and accounts for non self-similar corrections that were neglected in previous works. Our results have possible application in different areas including astrophysics, chemotaxis, colloids and nanoscience

Weak Disorder in Fibonacci Sequences

We study how weak disorder affects the growth of the Fibonacci series. We introduce a family of stochastic sequences that grow by the normal Fibonacci recursion with probability 1-epsilon, but follow a different recursion rule with a small probability epsilon. We focus on the weak disorder limit and obtain the Lyapunov exponent, that characterizes the typical growth of the sequence elements, using perturbation theory. The limiting distribution for the ratio of consecutive sequence elements is obtained as well. A number of variations to the basic Fibonacci recursion including shift, doubling, and copying are considered.Comment: 4 pages, 2 figure

Random Geometric Series

Integer sequences where each element is determined by a previous randomly chosen element are investigated analytically. In particular, the random geometric series x_n=2x_p with 0<=p<=n-1 is studied. At large n, the moments grow algebraically, n^beta(s) with beta(s)=2^s-1, while the typical behavior is x_n n^ln 2. The probability distribution is obtained explicitly in terms of the Stirling numbers of the first kind and it approaches a log-normal distribution asymptotically.Comment: 6 pages, 2 figure

Non-equilibrium Phase-Ordering with a Global Conservation Law

In all dimensions, infinite-range Kawasaki spin exchange in a quenched Ising model leads to an asymptotic length-scale $L \sim (\rho t)^{1/2} \sim t^{1/3}$ at $T=0$ because the kinetic coefficient is renormalized by the broken-bond density, $\rho \sim L^{-1}$. For $T>0$, activated kinetics recovers the standard asymptotic growth-law, $L \sim t^{1/2}$. However, at all temperatures, infinite-range energy-transport is allowed by the spin-exchange dynamics. A better implementation of global conservation, the microcanonical Creutz algorithm, is well behaved and exhibits the standard non-conserved growth law, $L \sim t^{1/2}$, at all temperatures.Comment: 2 pages and 2 figures, uses epsf.st

Growth and Structure of Stochastic Sequences

We introduce a class of stochastic integer sequences. In these sequences, every element is a sum of two previous elements, at least one of which is chosen randomly. The interplay between randomness and memory underlying these sequences leads to a wide variety of behaviors ranging from stretched exponential to log-normal to algebraic growth. Interestingly, the set of all possible sequence values has an intricate structure.Comment: 4 pages, 4 figure

On War: The Dynamics of Vicious Civilizations

The dynamics of ``vicious'', continuously growing civilizations (domains), which engage in ``war'' whenever two domains meet, is investigated. In the war event, the smaller domain is annihilated, while the larger domain is reduced in size by a fraction \e of the casualties of the loser. Here \e quantifies the fairness of the war, with \e=1 corresponding to a fair war with equal casualties on both side, and \e=0 corresponding to a completely unfair war where the winner suffers no casualties. In the heterogeneous version of the model, evolution begins from a specified initial distribution of domains, while in the homogeneous system, there is a continuous and spatially uniform input of point domains, in addition to the growth and warfare. For the heterogeneous case, the rate equations are derived and solved, and comparisons with numerical simulations are made. An exact solution is also derived for the case of equal size domains in one dimension. The heterogeneous system is found to coarsen, with the typical cluster size growing linearly in time $t$ and the number density of domains decreases as $1/t$. For the homogeneous system, two different long-time behaviors arise as a function of \e. When 1/2<\e\leq 1 (relatively fair wars), a steady state arises which is characterized by egalitarian competition between domains of comparable size. In the limiting case of \e=1, rate equations which simultaneously account for the distribution of domains and that of the intervening gaps are derived and solved. The steady state is characterized by domains whose age is typically much larger than their size. When 0\leq\e<1/2 (unfair wars), a few ``superpowers'' ultimately dominate. Simulations indicate that this coarsening process is characterized by power-law temporal behavior, with non-universalComment: 43 pages, plain TeX, 12 figures included, gzipped and uuencode

Analytical results for random walk persistence

In this paper, we present the detailed calculation of the persistence exponent $\theta$ for a nearly-Markovian Gaussian process $X(t)$, a problem initially introduced in [Phys. Rev. Lett. 77, 1420 (1996)], describing the probability that the walker never crosses the origin. New resummed perturbative and non-perturbative expressions for $\theta$ are obtained, which suggest a connection with the result of the alternative independent interval approximation (IIA). The perturbation theory is extended to the calculation of $\theta$ for non-Gaussian processes, by making a strong connection between the problem of persistence and the calculation of the energy eigenfunctions of a quantum mechanical problem. Finally, we give perturbative and non-perturbative expressions for the persistence exponent $\theta(X_0)$, describing the probability that the process remains bigger than $X_0\sqrt{}$.Comment: 23 pages; accepted for publication to Phys. Rev. E (Dec. 98

Finite mass self-similar blowing-up solutions of a chemotaxis system with non-linear diffusion

For a specific choice of the diffusion, the parabolic-elliptic Patlak-Keller-Segel system with non-linear diffusion (also referred to as the quasi-linear Smoluchowski-Poisson equation) exhibits an interesting threshold phenomenon: there is a critical mass $M_c>0$ such that all the solutions with initial data of mass smaller or equal to $M_c$ exist globally while the solution blows up in finite time for a large class of initial data with mass greater than $M_c$. Unlike in space dimension 2, finite mass self-similar blowing-up solutions are shown to exist in space dimension $d?3$

Random Fibonacci Sequences

Solutions to the random Fibonacci recurrence x_{n+1}=x_{n} + or - Bx_{n-1} decrease (increase) exponentially, x_{n} = exp(lambda n), for sufficiently small (large) B. In the limits B --> 0 and B --> infinity, we expand the Lyapunov exponent lambda(B) in powers of B and B^{-1}, respectively. For the classical case of $\beta=1$ we obtain exact non-perturbative results. In particular, an invariant measure associated with Ricatti variable r_n=x_{n+1}/x_{n} is shown to exhibit plateaux around all rational.Comment: 11 Pages (Multi-Column); 3 EPS Figures ; Submitted to J. Phys.