Occurrence of normal and anomalous diffusion in polygonal billiard channels

From extensive numerical simulations, we find that periodic polygonal billiard channels with angles which are irrational multiples of pi generically exhibit normal diffusion (linear growth of the mean squared displacement) when they have a finite horizon, i.e. when no particle can travel arbitrarily far without colliding. For the infinite horizon case we present numerical tests showing that the mean squared displacement instead grows asymptotically as t log t. When the unit cell contains accessible parallel scatterers, however, we always find anomalous super-diffusion, i.e. power-law growth with an exponent larger than 1. This behavior cannot be accounted for quantitatively by a simple continuous-time random walk model. Instead, we argue that anomalous diffusion correlates with the existence of families of propagating periodic orbits. Finally we show that when a configuration with parallel scatterers is approached there is a crossover from normal to anomalous diffusion, with the diffusion coefficient exhibiting a power-law divergence.Comment: 9 pages, 15 figures. Revised after referee reports: redrawn figures, additional comments. Some higher quality figures available at http://www.fis.unam.mx/~dsander

Transport Properties of the Diluted Lorentz Slab

We study the behavior of a point particle incident from the left on a slab of a randomly diluted triangular array of circular scatterers. Various scattering properties, such as the reflection and transmission probabilities and the scattering time are studied as a function of thickness and dilution. We show that a diffusion model satisfactorily describes the mentioned scattering properties. We also show how some of these quantities can be evaluated exactly and their agreement with numerical experiments. Our results exhibit the dependence of these scattering data on the mean free path. This dependence again shows excellent agreement with the predictions of a Brownian motion model.Comment: 14 pages of text in LaTeX, 7 figures in Postscrip

How rare are diffusive rare events?

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial correlations makes this problem analytically intractable. However, for a mean-field approximation in which the walkers can jump anywhere in the system, we obtain a simple asymptotic form for the mean first-passage time to have a given number k of particles at a distinguished site. We show numerically, and argue heuristically, that for large enough k, the mean-field results give a good approximation for first-passage times for systems with nearest-neighbour dynamics, especially for two and higher spatial dimensions. Finally, we show how the results change when density fluctuations anywhere in the system, rather than at a specific distinguished site, are considered.Comment: 6 pages, 5 figures. Accepted for publication in Europhysics Letters (http://www.iop.org/EJ/journal/EPL

The statistics of diffusive flux

We calculate the explicit probability distribution function for the flux between sites in a simple discrete time diffusive system composed of independent random walkers. We highlight some of the features of the distribution and we discuss its relation to the local instantaneous entropy production in the system. Our results are applicable both to equilibrium and non-equilibrium steady states as well as for certain time dependent situations.Comment: 12 pages, 1 figur

The Reaction-Diffusion Front for A+B→∅A+B \to\emptyset in One Dimension

We study theoretically and numerically the steady state diffusion controlled reaction $A+B\rightarrow\emptyset$, where currents $J$ of $A$ and $B$ particles are applied at opposite boundaries. For a reaction rate $\lambda$, and equal diffusion constants $D$, we find that when $\lambda J^{-1/2} D^{-1/2}\ll 1$ the reaction front is well described by mean field theory. However, for $\lambda J^{-1/2} D^{-1/2}\gg 1$, the front acquires a Gaussian profile - a result of noise induced wandering of the reaction front center. We make a theoretical prediction for this profile which is in good agreement with simulation. Finally, we investigate the intrinsic (non-wandering) front width and find results consistent with scaling and field theoretic predictions.Comment: 11 pages, revtex, 4 separate PostScript figure

Memory Effects in Nonequilibrium Transport for Deterministic Hamiltonian Systems

We consider nonequilibrium transport in a simple chain of identical mechanical cells in which particles move around. In each cell, there is a rotating disc, with which these particles interact, and this is the only interaction in the model. It was shown in \cite{eckmann-young} that when the cells are weakly coupled, to a good approximation, the jump rates of particles and the energy-exchange rates from cell to cell follow linear profiles. Here, we refine that study by analyzing higher-order effects which are induced by the presence of external gradients for situations in which memory effects, typical of Hamiltonian dynamics, cannot be neglected. For the steady state we propose a set of balance equations for the particle number and energy in terms of the reflection probabilities of the cell and solve it phenomenologically. Using this approximate theory we explain how these asymmetries affect various aspects of heat and particle transport in systems of the general type described above and obtain in the infinite volume limit the deviation from the theory in \cite{eckmann-young} to first-order. We verify our assumptions with extensive numerical simulations.Comment: Several change

Kinetics of A+B--->0 with Driven Diffusive Motion

We study the kinetics of two-species annihilation, A+B--->0, when all particles undergo strictly biased motion in the same direction and with an excluded volume repulsion between same species particles. It was recently shown that the density in this system decays as t^{-1/3}, compared to t^{-1/4} density decay in A+B--->0 with isotropic diffusion and either with or without the hard-core repulsion. We suggest a relatively simple explanation for this t^{-1/3} decay based on the Burgers equation. Related properties associated with the asymptotic distribution of reactants can also be accounted for within this Burgers equation description.Comment: 11 pages, plain Tex, 8 figures. Hardcopy of figures available on request from S

Localisation Transition of A Dynamic Reaction Front

We study the reaction-diffusion process $A+B\to \emptyset$ with injection of each species at opposite boundaries of a one-dimensional lattice and bulk driving of each species in opposing directions with a hardcore interaction. The system shows the novel feature of phase transitions between localised and delocalised reaction zones as the injection rate or reaction rate is varied. An approximate analytical form for the phase diagram is derived by relating both the domain of reactants $A$ and the domain of reactants $B$ to asymmetric exclusion processes with open boundaries, a system for which the phase diagram is known exactly, giving rise to three phases. The reaction zone width $w$ is described by a finite size scaling form relating the early time growth, relaxation time and saturation width exponents. In each phase the exponents are distinct from the previously studied case where the reactants diffuse isotropically.Comment: 13 pages, latex, uses eps

Diffusion-Limited Annihilation with Initially Separated Reactants

A diffusion-limited annihilation process, A+B->0, with species initially separated in space is investigated. A heuristic argument suggests the form of the reaction rate in dimensions less or equal to the upper critical dimension $d_c=2$. Using this reaction rate we find that the width of the reaction front grows as $t^{1/4}$ in one dimension and as $t^{1/6}(\ln t)^{1/3}$ in two dimensions.Comment: 9 pages, Plain Te

Order statistics for d-dimensional diffusion processes

We present results for the ordered sequence of first passage times of arrival of N random walkers at a boundary in Euclidean spaces of d dimensions