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We calculate the survival probability P_S(t) up to time t of a tracer particle moving along a deterministic trajectory in a continuous d-dimensional space in the presence of diffusing but mutually noninteracting traps. In particular, for a…

Statistical Mechanics · Physics 2009-11-10 Satya N. Majumdar , Alan J. Bray

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…

Statistical Mechanics · Physics 2009-10-31 Clement Sire , Satya N. Majumdar , Andreas Rudinger

The fraction r(t) of spins which have never flipped up to time t is studied within a linear diffusion approximation to phase ordering. Numerical simulations show that, even in this simple context, r(t) decays with time like a power-law with…

Condensed Matter · Physics 2009-10-28 Bernard Derrida , Vincent Hakim , Reuven Zeitak

With $\{\xi_i\}_{i\ge 0}$ being a centered stationary Gaussian sequence with non-negative correlation function $\rho(i):=\mathbb{E}[ \xi_0\xi_i]$ and $\{\sigma(i)\}_{i\ge 1}$ a sequence of positive reals, we study the asymptotics of the…

Probability · Mathematics 2023-02-21 Frank Aurzada , Sumit Mukherjee

We obtain \theta_p(q) = 2\theta_s(q) for one-dimensional q-state ferromagnetic Potts models evolving under parallel dynamics at zero temperature from an initially disordered state, where \theta_p(q) is the persistence exponent for parallel…

Statistical Mechanics · Physics 2009-11-07 Gautam I. Menon , P. Ray

We show that any entropy solution $u$ of a convection diffusion equation $\partial_t u + \div F(u)-\Delta\phi(u) =b$ in $\OT$ belongs to $C([0,T),L^1_{Loc}(\o\O))$. The proof does not use the uniqueness of the solution.

Analysis of PDEs · Mathematics 2010-02-25 Clément Cancès , Thierry Gallouet

In this work, we consider a FDE (fractional diffusion equation) $${}^C D_t^\alpha u(x,t)-a(t)\mathcal{L} u(x,t)=F(x,t)$$ with a time-dependent diffusion coefficient $a(t)$. For the direct problem, given an $a(t),$ we establish the…

Analysis of PDEs · Mathematics 2019-04-08 Zhidong Zhang

We study the the survival probability P(t) upto time t, of a test particle moving in a fluctuating external field. The particle moves according to some prescribed deterministic or stochastic rules and survives as long as the external field…

Statistical Mechanics · Physics 2009-10-30 Satya N. Majumdar , Stephen J. Cornell

The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…

Statistical Mechanics · Physics 2009-11-07 R. A. Blythe , A. J. Bray

This article deals with the asymptotic behaviour as $t\to +\infty$ of the survival function $P[T > t],$ where $T$ is the first passage time above a non negative level of a random process starting from zero. In many cases of physical…

Probability · Mathematics 2012-03-30 Frank Aurzada , Thomas Simon

We study the evolution of a random initial field under pure diffusion in various space dimensions. From numerical calculations we find that the persistence properties of the system show sharp transitions at critical dimensions d1 ~ 26 and…

Statistical Mechanics · Physics 2009-01-23 T. J. Newman , Will Loinaz

We obtained the global persistence exponent $\theta_g$ for a continuous spin model on the simple cubic lattice with double-exchange interaction by using two different methods. First, we estimated the exponent $\theta_g$ by following the…

Statistical Mechanics · Physics 2009-11-11 H. A. Fernandes , J. R. Drugowich de Felicio

We consider a diffusing particle, with diffusion constant D', moving in one dimension in an infinite sea of noninteracting mobile traps with diffusion constant D and density rho. We show that the asymptotic behavior of the survival…

Statistical Mechanics · Physics 2009-11-07 Alan J. Bray , Richard A. Blythe

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…

Statistical Mechanics · Physics 2009-11-07 George C. M. A. Ehrhardt , Alan J. Bray , Satya N. Majumdar

We consider the advection-diffusion equation \[ \phi_t + Au \cdot \nabla \phi = \Delta \phi, \qquad \phi(0,x)=\phi_0(x) \] on $\bbR^2$, with $u$ a periodic incompressible flow and $A\gg 1$ its amplitude. We provide a sharp characterization…

Analysis of PDEs · Mathematics 2007-05-23 Andrej Zlatos

In this article, we consider the reconstruction of $\rho(t)$ in the (time-fractional) diffusion equation $(\partial_t^\alpha-\triangle)u(x,t)=\rho(t)g(x)$ ($0<\alpha \le 1$) by the observation at a single point $x_0$. We are mainly…

Analysis of PDEs · Mathematics 2017-08-02 Yikan Liu , Zhidong Zhang

We consider a particle diffusing in the y-direction, dy/dt=\eta(t) where \eta(t) is Gaussian white noise, and subject to a transverse flow field in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We discuss the…

Statistical Mechanics · Physics 2009-11-11 Alan J. Bray , Panos Gonos

In the current series of two papers, we study the long time behavior of the following random Fisher-KPP equation $$ u_t =u_{xx}+a(\theta_t\omega)u(1-u),\quad x\in\mathbb{R} $$ where $\omega\in\Omega$, $(\Omega, \mathcal{F},\mathbb{P})$ is a…

Analysis of PDEs · Mathematics 2020-03-10 Rachidi B. Salako , Wenxian Shen

For the moving average process $X_n=\rho \xi_{n-1}+\xi_n$, $n\in\mathbb{N}$, where $\rho\in\mathbb{R}$ and $(\xi_i)_{i\ge -1}$ is an i.i.d. sequence of normally distributed random variables, we study the persistence probabilities…

Probability · Mathematics 2024-07-10 Frank Aurzada , Dieter Bothe , Pierre-Étienne Druet , Marvin Kettner , Christophe Profeta

We study the following 1D two-species reaction diffusion model : there is a small concentration of B-particles with diffusion constant $D_B$ in an homogenous background of W-particles with diffusion constant $D_W$; two W-particles of the…

Condensed Matter · Physics 2009-10-28 Cécile Monthus