First passages for a search by a swarm of independent random searchers

In this paper we study some aspects of search for an immobile target by a swarm of N non-communicating, randomly moving searchers (numbered by the index k, k = 1, 2,..., N), which all start their random motion simultaneously at the same point in space. For each realization of the search process, we record the unordered set of time moments \{\tau_k\}, where \tau_k is the time of the first passage of the k-th searcher to the location of the target. Clearly, \tau_k's are independent, identically distributed random variables with the same distribution function \Psi(\tau). We evaluate then the distribution P(\omega) of the random variable \omega \sim \tau_1/bar{\tau}, where bar{\tau} = N^{-1} \sum_{k=1}^N \tau_k is the ensemble-averaged realization-dependent first passage time. We show that P(\omega) exhibits quite a non-trivial and sometimes a counterintuitive behaviour. We demonstrate that in some well-studied cases e.g., Brownian motion in finite d-dimensional domains) the \textit{mean} first passage time is not a robust measure of the search efficiency, despite the fact that \Psi(\tau) has moments of arbitrary order. This implies, in particular, that even in this simplest case (not saying about complex systems and/or anomalous diffusion) first passage data extracted from a single particle tracking should be regarded with an appropriate caution because of the significant sample-to-sample fluctuations.Comment: 35 pages, 18 figures, to appear in JSTA

Persistence and First-Passage Properties in Non-equilibrium Systems

In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration problems, we progressively discuss the persistence properties in systems with many degrees of freedom. These systems include spins models undergoing phase ordering dynamics, diffusion equation, fluctuating interfaces etc. Persistence properties are nontrivial in these systems as the effective underlying stochastic process is non-Markovian. Several exact and approximate methods have been developed to compute the persistence of such non-Markov processes over the last two decades, as reviewed in this article. We also discuss various generalisations of the local site persistence probability. Persistence in systems with quenched disorder is discussed briefly. Although the main emphasis of this review is on the theoretical developments on persistence, we briefly touch upon various experimental systems as well.Comment: Review article submitted to Advances in Physics: 149 pages, 21 Figure

Condensation of the roots of real random polynomials on the real axis

We introduce a family of real random polynomials of degree n whose coefficients a_k are symmetric independent Gaussian variables with variance = e^{-k^\alpha}, indexed by a real \alpha \geq 0. We compute exactly the mean number of real roots for large n. As \alpha is varied, one finds three different phases. First, for 0 \leq \alpha \sim (\frac{2}{\pi}) \log{n}. For 1 < \alpha < 2, there is an intermediate phase where grows algebraically with a continuously varying exponent, \sim \frac{2}{\pi} \sqrt{\frac{\alpha-1}{\alpha}} n^{\alpha/2}. And finally for \alpha > 2, one finds a third phase where \sim n. This family of real random polynomials thus exhibits a condensation of their roots on the real line in the sense that, for large n, a finite fraction of their roots /n are real. This condensation occurs via a localization of the real roots around the values \pm \exp{[\frac{\alpha}{2}(k+{1/2})^{\alpha-1} ]}, 1 \ll k \leq n.Comment: 13 pages, 2 figure

Domain walls and chaos in the disordered SOS model

Domain walls, optimal droplets and disorder chaos at zero temperature are studied numerically for the solid-on-solid model on a random substrate. It is shown that the ensemble of random curves represented by the domain walls obeys Schramm's left passage formula with kappa=4 whereas their fractal dimension is d_s=1.25, and therefore is NOT described by "Stochastic-Loewner-Evolution" (SLE). Optimal droplets with a lateral size between L and 2L have the same fractal dimension as domain walls but an energy that saturates at a value of order O(1) for L->infinity such that arbitrarily large excitations exist which cost only a small amount of energy. Finally it is demonstrated that the sensitivity of the ground state to small changes of order delta in the disorder is subtle: beyond a cross-over length scale L_delta ~ 1/delta the correlations of the perturbed ground state with the unperturbed ground state, rescaled by the roughness, are suppressed and approach zero logarithmically.Comment: 23 pages, 11 figure

Specific Heat of Quantum Elastic Systems Pinned by Disorder

We present the detailed study of the thermodynamics of vibrational modes in disordered elastic systems such as the Bragg glass phase of lattices pinned by quenched impurities. Our study and our results are valid within the (mean field) replica Gaussian variational method. We obtain an expression for the internal energy in the quantum regime as a function of the saddle point solution, which is then expanded in powers of $\hbar$ at low temperature $T$. In the calculation of the specific heat $C_v$ a non trivial cancellation of the term linear in $T$ occurs, explicitly checked to second order in $\hbar$. The final result is $C_v \propto T^3$ at low temperatures in dimension three and two. The prefactor is controlled by the pinning length. This result is discussed in connection with other analytical or numerical studies.Comment: 14 page

Finite temperature behavior of strongly disordered quantum magnets coupled to a dissipative bath

We study the effect of dissipation on the infinite randomness fixed point and the Griffiths-McCoy singularities of random transverse Ising systems in chains, ladders and in two-dimensions. A strong disorder renormalization group scheme is presented that allows the computation of the finite temperature behavior of the magnetic susceptibility and the spin specific heat. In the case of Ohmic dissipation the susceptibility displays a crossover from Griffiths-McCoy behavior (with a continuously varying dynamical exponent) to classical Curie behavior at some temperature $T^*$. The specific heat displays Griffiths-McCoy singularities over the whole temperature range. For super-Ohmic dissipation we find an infinite randomness fixed point within the same universality class as the transverse Ising system without dissipation. In this case the phase diagram and the parameter dependence of the dynamical exponent in the Griffiths-McCoy phase can be determined analytically.Comment: 23 pages, 12 figure

Specific heat of the quantum Bragg Glass

We study the thermodynamics of the vibrational modes of a lattice pinned by impurity disorder in the absence of topological defects (Bragg glass phase). Using a replica variational method we compute the specific heat $C_v$ in the quantum regime and find $C_v \propto T^3$ at low temperatures in dimension three and two. The prefactor is controlled by the pinning length. The non trivial cancellation of the linear term in $C_v$ arises from the so-called marginality condition and has important consequences for other mean field models.Comment: 5 pages, RevTex, strongly revised versio

Large time zero temperature dynamics of the spherical p=2-spin glass model of finite size

18 pages, 3 figures. Published version18 pages, 3 figures. Published versionWe revisit the long time dynamics of the spherical fully connected $p = 2$-spin glass model when the number of spins $N$ is large but {\it finite}. At $T=0$ where the system is in a (trivial) spin-glass phase, and on long time scale $t \gtrsim {\cal O}{(N^{2/3})}$ we show that the behavior of physical observables, like the energy, correlation and response functions, is controlled by the density of near-extreme eigenvalues at the edge of the spectrum of the coupling matrix $J$, and are thus non self-averaging. We show that the late time decay of these observables, once averaged over the disorder, is controlled by new universal exponents which we compute exactly

Symmetry breaking between statistically equivalent, independent channels in a few-channel chaotic scattering

We study the distribution function $P(\omega)$ of the random variable $\omega = \tau_1/(\tau_1 + ... + \tau_N)$, where $\tau_k$'s are the partial Wigner delay times for chaotic scattering in a disordered system with $N$ independent, statistically equivalent channels. In this case, $\tau_k$'s are i.i.d. random variables with a distribution $\Psi(\tau)$ characterized by a "fat" power-law intermediate tail $\sim 1/\tau^{1 + \mu}$, truncated by an exponential (or a log-normal) function of $\tau$. For $N = 2$ and N=3, we observe a surprisingly rich behavior of $P(\omega)$ revealing a breakdown of the symmetry between identical independent channels. For N=2, numerical simulations of the quasi one-dimensional Anderson model confirm our findings.Comment: 4 pages, 5 figure