Analytical results for generalized persistence properties of smooth processes

We present a general scheme to calculate within the independent interval approximation generalized (level-dependent) persistence properties for processes having a finite density of zero-crossings. Our results are especially relevant for the diffusion equation evolving from random initial conditions, one of the simplest coarsening systems. Exact results are obtained in certain limits, and rely on a new method to deal with constrained multiplicative processes. An excellent agreement of our analytical predictions with direct numerical simulations of the diffusion equation is found.Comment: 21 pages, 4 figures, to appear in Journal of Physics

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

Anisotropic Coarsening: Grain Shapes and Nonuniversal Persistence

We solve a coarsening system with small but arbitrary anisotropic surface tension and interface mobility. The resulting size-dependent growth shapes are significantly different from equilibrium microcrystallites, and have a distribution of grain sizes different from isotropic theories. As an application of our results, we show that the persistence decay exponent depends on anisotropy and hence is nonuniversal.Comment: 4 pages (revtex), 2 eps figure

Persistence in systems with conserved order parameter

We consider the low-temperature coarsening dynamics of a one-dimensional Ising ferromagnet with conserved Kawasaki-like dynamics in the domain representation. Domains diffuse with size-dependent diffusion constant, $D(l) \propto l^\gamma$ with $\gamma = -1$. We generalize this model to arbitrary $\gamma$, and derive an expression for the domain density, $N(t) \sim t^{-\phi}$ with $\phi=1/(2-\gamma)$, using a scaling argument. We also investigate numerically the persistence exponent $\theta$ characterizing the power-law decay of the number, $N_p(t)$, of persistent (unflipped) spins at time $t$, and find $N_{p}(t)\sim t^{-\theta}$ where $\theta$ depends on $\gamma$. We show how the results for $\phi$ and $\theta$ are related to similar calculations in diffusion-limited cluster-cluster aggregation (DLCA) where clusters with size-dependent diffusion constant diffuse through an immobile `empty' phase and aggregate irreversibly on impact. Simulations show that, while $\phi$ is the same in both models, $\theta$ is different except for $\gamma=0$. We also investigate models that interpolate between symmetric domain diffusion and DLCA.Comment: 9 pages, minor revision

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

Reaction Diffusion Models in One Dimension with Disorder

We study a large class of 1D reaction diffusion models with quenched disorder using a real space renormalization group method (RSRG) which yields exact results at large time. Particles (e.g. of several species) undergo diffusion with random local bias (Sinai model) and react upon meeting. We obtain the large time decay of the density of each specie, their associated universal amplitudes, and the spatial distribution of particles. We also derive the spectrum of exponents which characterize the convergence towards the asymptotic states. For reactions with several asymptotic states, we analyze the dynamical phase diagram and obtain the critical exponents at the transitions. We also study persistence properties for single particles and for patterns. We compute the decay exponents for the probability of no crossing of a given point by, respectively, the single particle trajectories ($\theta$) or the thermally averaged packets ($\bar{\theta}$). The generalized persistence exponents associated to n crossings are also obtained. Specifying to the process $A+A \to \emptyset$ or A with probabilities $(r,1-r)$, we compute exactly the exponents $\delta(r)$ and $\psi(r)$ characterizing the survival up to time t of a domain without any merging or with mergings respectively, and $\delta_A(r)$ and $\psi_A(r)$ characterizing the survival up to time t of a particle A without any coalescence or with coalescences respectively. $\bar{\theta}, \psi, \delta$ obey hypergeometric equations and are numerically surprisingly close to pure system exponents (though associated to a completely different diffusion length). Additional disorder in the reaction rates, as well as some open questions, are also discussed.Comment: 54 pages, Late

Persistence exponents in a 3D symmetric binary fluid mixture

The persistence exponent, theta, is defined by N_F sim t^theta, where t is the time since the start of the coarsening process and the "no-flip fraction", N_F, is the number of points that have not seen a change of "color" since t=0. Here we investigate numerically the persistence exponent for a binary fluid system where the coarsening is dominated by hydrodynamic transport. We find that N_F follows a power law decay (as opposed to exponential) with the value of theta somewhat dependent on the domain growth rate (L sim t^alpha, where L is the average domain size), in the range theta=1.23 +-0.1 (alpha = 2/3) to theta=1.37 +-0.2 (alpha=1). These alpha values correspond to the inertial and viscous hydrodynamic regimes respectively.Comment: 9 pages RevTex, 9 figures included as eps files on last 3 pages, submitted to Phys Rev

Numerical renormalization group of vortex aggregation in 2D decaying turbulence: the role of three-body interactions

In this paper, we introduce a numerical renormalization group procedure which permits long-time simulations of vortex dynamics and coalescence in a 2D turbulent decaying fluid. The number of vortices decreases as $N\sim t^{-\xi}$, with $\xi\approx 1$ instead of the value $\xi=4/3$ predicted by a na\"{\i}ve kinetic theory. For short time, we find an effective exponent $\xi\approx 0.7$ consistent with previous simulations and experiments. We show that the mean square displacement of surviving vortices grows as $\sim t^{1+\xi/2}$. Introducing effective dynamics for two-body and three-body collisions, we justify that only the latter become relevant at small vortex area coverage. A kinetic theory consistent with this mechanism leads to $\xi=1$. We find that the theoretical relations between kinetic parameters are all in good agreement with experiments.Comment: 23 RevTex pages including 7 EPS figures. Submitted to Phys. Rev. E (Some typos corrected; see also cond-mat/9911032

Nontrivial Polydispersity Exponents in Aggregation Models

We consider the scaling solutions of Smoluchowski's equation of irreversible aggregation, for a non gelling collision kernel. The scaling mass distribution f(s) diverges as s^{-tau} when s->0. tau is non trivial and could, until now, only be computed by numerical simulations. We develop here new general methods to obtain exact bounds and good approximations of $\tau$. For the specific kernel KdD(x,y)=(x^{1/D}+y^{1/D})^d, describing a mean-field model of particles moving in d dimensions and aggregating with conservation of ``mass'' s=R^D (R is the particle radius), perturbative and nonperturbative expansions are derived. For a general kernel, we find exact inequalities for tau and develop a variational approximation which is used to carry out the first systematic study of tau(d,D) for KdD. The agreement is excellent both with the expansions we derived and with existing numerical values. Finally, we discuss a possible application to 2d decaying turbulence.Comment: 16 pages (multicol.sty), 6 eps figures (uses epsfig), Minor corrections. Notations improved, as published in Phys. Rev. E 55, 546

Persistence Exponents and Scaling In Two Dimensional XY model and A Nematic Model

The persistence exponents associated with the T=0 quenching dynamics of the two dimensional XY model and a two dimensional uniaxial spin nematic model have been evaluated using a numerical simulation. The site persistence or the probability that the sign of a local spin component does not change starting from initial time t=0 up to certain time t, is found to decay as L(t)^-theta, (L(t) is the linear domain length scale), with theta =0.305 for the two dimensional XY model and 0.199 for the two dimensional uniaxial spin nematic model. We have also investigated the scaling (at the late time of phase ordering) associated with the correlated persistent sites in both models. The persistence correlation length was found to grow in same way as L(t).Comment: 8 figures, only three new references are included in this version. (ref. 18 and ref. 32