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We give a new proof of the vanishing noise limit theorem for exit times of 1-dimensional diffusions conditioned on exiting through a point separated from the starting point by a potential wall. We also prove a scaling limit for exit…

Probability · Mathematics 2013-12-09 Yuri Bakhtin

Population balance framework is a useful tool that can be used to describe size distribution of droplets in a liquid-liquid dispersion. Breakup and coalescence models provide closures for mathematical formulation of the population balance…

Fluid Dynamics · Physics 2015-11-25 Marcin Traczyk , Robert Sawko , Chris Thompson

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

Probability · Mathematics 2019-12-12 Samuel Herrmann , Nicolas Massin

We revisit the problem of Brownian diffusion with drift in order to study finite-size effects in the geometric Galton-Watson branching process. This is possible because of an exact mapping between one-dimensional random walks and geometric…

Statistical Mechanics · Physics 2018-07-04 Alvaro Corral , Rosalba Garcia-Millan , Nicholas R. Moloney , Francesc Font-Clos

We analyze, both analytically and numerically, the time-dependence of the return probability in closed systems of interacting particles. Main attention is paid to the interplay between two regimes, one of which is characterized by the…

Disordered Systems and Neural Networks · Physics 2009-11-11 F. M. Izrailev , A. Castaneda-Mendoza

Binary mixtures prepared in an homogeneous phase and quenched into a two-phase region phase-separate via a coarsening process whereby domains of the two phases grow in time. With a numerical study of a spin-exchange model we show that this…

Statistical Mechanics · Physics 2016-11-28 Alessandro Tartaglia , Leticia F. Cugliandolo , Marco Picco

We show that a coalescence equation exhibits a variety of critical behaviors, depending on the initial condition. This equation was introduced a few years ago to understand a toy model {studied by Derrida and Retaux to mimic} the depinning…

Mathematical Physics · Physics 2020-06-24 Xinxing Chen , Victor Dagard , Bernard Derrida , Zhan Shi

We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$…

Probability · Mathematics 2013-03-19 Ronen Eldan

From the exact single step evolution equation of the two-point correlation function of a particle distribution subjected to a stochastic displacement field $\bu(\bx)$, we derive different dynamical regimes when $\bu(\bx)$ is iterated to…

Statistical Mechanics · Physics 2011-11-10 Andrea Gabrielli , Fabio Cecconi

Recent studies on the phenomenology of ageing in certain many-particle systems which are at a critical point of their non-equilibrium steady-states, are reviewed. Examples include the contact process, the parity-conserving…

Statistical Mechanics · Physics 2007-05-23 Malte Henkel

This paper identifies and investigates nature of the transition between Gaussian and exponential forms of decoherence. We show that the decoherence factor (that controls the time dependence of the suppression of the off-diagonal terms when…

Quantum Physics · Physics 2022-11-23 Bin Yan , Wojciech H. Zurek

We consider the scaling behavior of the range and $p$-multiple range, that is the number of points visited and the number of points visited exactly $p\geq 1$ times, of simple random walk on ${\mathbb Z}^d$, for dimensions $d\geq 2$, up to…

Probability · Mathematics 2020-03-25 Thomas Doehrman , Sunder Sethuraman , Shankar C. Venkataramani

Molecular dynamics simulations in three-dimensional copper have been performed to quantify the void coalescence process leading to fracture. The correlated growth of the voids during their linking is investigated both in terms of the onset…

Materials Science · Physics 2009-11-10 E. T. Seppälä , J. Belak , R. E. Rudd

This survey is an in-depth development of the theoretical aspects of the method of Evolving Sets, a method which has been used in several of my papers. It is fairly esoteric as to a large degree it stems from my efforts to ascertain whether…

Probability · Mathematics 2018-06-04 Ravi Montenegro

We address the question whether the sequence of areas between coalescing random walkers displays multiscaling and in the process calculate the second moment as well as the two point correlation function exactly. The scaling of higher order…

Statistical Mechanics · Physics 2007-06-13 Peter Welinder , Gunnar Pruessner , Kim Christensen

This paper proves conjectures originating in the physics literature regarding the intersection exponents of Brownian motion in a half-plane. For instance, suppose that B and B' are two independent planar Brownian motions started from…

Probability · Mathematics 2008-11-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

We study line ensembles arising naturally in symmetrized/half-space geometric last passage percolation (LPP) on the $N \times N$ square. The weights of the model are geometrically distributed with parameter $q^2$ off the diagonal and $cq$…

Probability · Mathematics 2026-02-24 Evgeni Dimitrov , Zhengye Zhou

Percolation refers to the emergence of a giant connected cluster in a disordered system when the number of connections between nodes exceeds a critical value. The percolation phase transitions were believed to be continuous until recently…

Disordered Systems and Neural Networks · Physics 2015-02-13 R. A. da Costa , S. N. Dorogovtsev , A. V. Goltsev , J. F. F. Mendes

We revisit the scaling properties of a model for non-equilibrium wetting [Phys. Rev. Lett. 79, 2710 (1997)], correcting previous estimates of the critical exponents and providing a complete scaling scheme. Moreover, we investigate a special…

Statistical Mechanics · Physics 2008-01-09 A. C. Barato , H. Hinrichsen , M. J. de Oliveira

We rigorously analyze the low temperature non-equilibrium dynamics of the East model, a special example of a one dimensional oriented kinetically constrained particle model, when the initial distribution is different from the reversible one…

Mathematical Physics · Physics 2015-05-20 A. Faggionato , F. Martinelli , C. Roberto , C. Toninelli