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Alain Comtet

Publications and source records attributed to Alain Comtet.

At least 37 records · Page 2Linked to original sources

Capture of particles undergoing discrete random walks

It is shown that particles undergoing discrete-time jumps in 3D, starting at a distance r0 from the center of an adsorbing sphere of radius R, are captured with probability (R - c sigma)/r0 for r0 much greater than R, where c is related to the Fourier transform of the scaled jump distribution and sigma is the distribution's root-mean square jump length. For particles starting on the surface of the sphere, the asymptotic survival probability is non-zero (in contrast to the case of Brownian diffusion) and has a universal behavior sigma/(R sqrt(6)) depending only upon sigma/R. These results have applications to computer simulations of reaction and aggregation.

cond-mat.dis-nn↗

Exact distribution of the maximal height of p vicious walkers

Using path integral techniques, we compute exactly the distribution of the maximal height H_p of p nonintersecting Brownian walkers over a unit time interval in one dimension, both for excursions (p-watermelons with a wall) and bridges (p-watermelons without a wall), for all integer p\ge 1. For large p, we show that < H_p > \sim \sqrt{2p} (excursions) whereas < H_p > \sim \sqrt{p} (bridges). Our exact results prove that previous numerical experiments only measured the pre-asymptotic behaviors and not the correct asymptotic ones. In addition, our method establishes a physical connection between vicious walkers and random matrix theory.

cond-mat.stat-mech↗

Integer Partitions and Exclusion Statistics

We provide a combinatorial description of exclusion statistics in terms of minimal difference $p$ partitions. We compute the probability distribution of the number of parts in a random minimal $p$ partition. It is shown that the bosonic point $ p=0$ is a repulsive fixed point for which the limiting distribution has a Gumbel form. For all positive $p$ the distribution is shown to be Gaussian.

cond-mat.stat-mech↗

General flux to a trap in one and three dimensions

The problem of the flux to a spherical trap in one and three dimensions, for diffusing particles undergoing discrete-time jumps with a given radial probability distribution, is solved in general, verifying the Smoluchowski-like solution in which the effective trap radius is reduced by an amount proportional to the jump length. This reduction in the effective trap radius corresponds to the Milne extrapolation length.

cond-mat.stat-mech↗

Statistical Properties of Functionals of the Paths of a Particle Diffusing in a One-Dimensional Random Potential

We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism in two specific examples: (1) where the functional corresponds to the local time spent by the particle around the origin and (2) where the functional corresponds to the occupation time spent by the particle on the positive side of the origin, within an observation time window of size $t$. We compute the disorder average distributions of the local time, the inverse local time, the occupation time and the inverse occupation time, and show that in many cases disorder modifies the behavior drastically.

cond-mat.stat-mech↗

Unified Solution of the Expected Maximum of a Random Walk and the Discrete Flux to a Spherical Trap

Two random-walk related problems which have been studied independently in the past, the expected maximum of a random walker in one dimension and the flux to a spherical trap of particles undergoing discrete jumps in three dimensions, are shown to be closely related to each other and are studied using a unified approach as a solution to a Wiener-Hopf problem. For the flux problem, this work shows that a constant c = 0.29795219 which appeared in the context of the boundary extrapolation length, and was previously found only numerically, can be derived explicitly. The same constant enters in higher-order corrections to the expected-maximum asymptotics. As a byproduct, we also prove a new universal result in the context of the flux problem which is an analogue of the Sparre Andersen theorem proved in the context of the random walker's maximum.

cond-mat.stat-mech↗

Functionals of the Brownian motion, localization and metric graphs

We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed : some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schrödinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of the planar Brownian motion.

cond-mat.dis-nn↗

Precise Asymptotics for a Random Walker's Maximum

We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum E[M_n] of the walk up to n steps behaves asymptotically for large n as, E[M_n]/σ=\sqrt{2n/π}+ γ+O(n^{-1/2}), where σ^2 is the variance of the step lengths. While the leading \sqrt{n} behavior is universal and easy to derive, the leading correction term turns out to be a nontrivial constant γ. For the special case of uniform distribution over [-1,1], Coffmann et. al. recently computed γ=-0.516068...by exactly enumerating a lengthy double series. Here we present a closed exact formula for γvalid for arbitrary symmetric distributions. We also demonstrate how γappears in the thermodynamic limit as the leading behavior of the difference variable E[M_n]-E[|x_n|] where x_n is the position of the walker after n steps. An application of these results to the equilibrium thermodynamics of a Rouse polymer chain is pointed out. We also generalize our results to Lévy walks.

cond-mat.stat-mech↗

Airy Distribution Function: From the Area Under a Brownian Excursion to the Maximal Height of Fluctuating Interfaces

The Airy distribution function describes the probability distribution of the area under a Brownian excursion over a unit interval. Surprisingly, this function has appeared in a number of seemingly unrelated problems, mostly in computer science and graph theory. In this paper, we show that this distribution also appears in a rather well studied physical system, namely the fluctuating interfaces. We present an exact solution for the distribution P(h_m,L) of the maximal height h_m (measured with respect to the average spatial height) in the steady state of a fluctuating interface in a one dimensional system of size L with both periodic and free boundary conditions. For the periodic case, we show that P(h_m,L)=L^{-1/2}f(h_m L^{-1/2}) for all L where the function f(x) is the Airy distribution function. This result is valid for both the Edwards-Wilkinson and the Kardar-Parisi-Zhang interfaces. For the free boundary case, the same scaling holds P(h_m,L)=L^{-1/2}F(h_m L^{-1/2}), but the scaling function F(x) is different from that of the periodic case. We compute this scaling function explicitly for the Edwards-Wilkinson interface and call it the F-Airy distribution function. Numerical simulations are in excellent agreement with our analytical results. Our results provide a rather rare exactly solvable case for the distribution of extremum of a set of strongly correlated random variables. Some of these results were announced in a recent Letter [ S.N. Majumdar and A. Comtet, Phys. Rev. Lett., 92, 225501 (2004)].

cond-mat.stat-mech↗

Exact Maximal Height Distribution of Fluctuating Interfaces

We present an exact solution for the distribution P(h_m,L) of the maximal height h_m (measured with respect to the average spatial height) in the steady state of a fluctuating Edwards-Wilkinson interface in a one dimensional system of size L with both periodic and free boundary conditions. For the periodic case, we show that P(h_m,L)=L^{-1/2}f(h_m L^{-1/2}) for all L where the function f(x) is the Airy distribution function that describes the probability density of the area under a Brownian excursion over a unit interval. For the free boundary case, the same scaling holds but the scaling function is different from that of the periodic case. Numerical simulations are in excellent agreement with our analytical results. Our results provide an exactly solvable case for the distribution of extremum of a set of strongly correlated random variables.

cond-mat.stat-mech↗

One-Dimensional Disordered Supersymmetric Quantum Mechanics: A Brief Survey

We consider a one-dimensional model of localization based on the Witten Hamiltonian of supersymmetric quantum mechanics. The low energy spectral properties are reviewed and compared with those of other models with off-diagonal disorder. Using recent results on exponential functionals of a Brownian motion we discuss the statistical properties of the ground state wave function and their multifractal behaviour.

cond-mat↗

Brownian Motion in wedges, last passage time and the second arc-sine law

We consider a planar Brownian motion starting from $O$ at time $t=0$ and stopped at $t=1$ and a set $F= \{OI_i ; i=1,2,..., n\}$ of $n$ semi-infinite straight lines emanating from $O$. Denoting by $g$ the last time when $F$ is reached by the Brownian motion, we compute the probability law of $g$. In particular, we show that, for a symmetric $F$ and even $n$ values, this law can be expressed as a sum of $\arcsin $ or $(\arcsin)^2 $ functions. The original result of Levy is recovered as the special case $n=2$. A relation with the problem of reaction-diffusion of a set of three particles in one dimension is discussed.

cond-mat.dis-nn↗

The Local Time Distribution of a Particle Diffusing on a Graph

We study the local time distribution of a Brownian particle diffusing along the links on a graph. In particular, we derive an analytic expression of its Laplace transform in terms of the Green's function on the graph. We show that the asymptotic behavior of this distribution has non-Gaussian tails characterized by a nontrivial large deviation function.

cond-mat.stat-mech↗

Exact Asymptotic Results for Persistence in the Sinai Model with Arbitrary Drift

We obtain exact asymptotic results for the disorder averaged persistence of a Brownian particle moving in a biased Sinai landscape. We employ a new method that maps the problem of computing the persistence to the problem of finding the energy spectrum of a single particle quantum Hamiltonian, which can be subsequently found. Our method allows us analytical access to arbitrary values of the drift (bias), thus going beyond the previous methods which provide results only in the limit of vanishing drift. We show that on varying the drift, the persistence displays a variety of rich asymptotic behaviors including, in particular, interesting qualitative changes at some special values of the drift.

cond-mat.stat-mech↗

The Local and the Occupation Time of a Particle Diffusing in a Random Medium

We consider a particle moving in a one dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean value) and the occupation time (spent above its mean value) within an observation time window of size t. The random part of the potential is same as in the Sinai model, i.e., the potential itself is a random walk in space. In the absence of the random potential, these distributions have three typical asymptotic behaviors depending on whether the deterministic potential is unstable, stable or flat. These asymptotic behaviors are shown to get drastically modified when the random part of the potential is switched on leading to the loss of self-averaging and wide sample to sample fluctuations.

cond-mat.stat-mech↗

Spectral determinant on quantum graphs

We study the spectral determinant of the Laplacian on finite graphs characterized by their number of vertices V and of bonds B. We present a path integral derivation which leads to two equivalent expressions of the spectral determinant of the Laplacian either in terms of a V x V vertex matrix or a 2B x 2B link matrix that couples the arcs (oriented bonds) together. This latter expression allows us to rewrite the spectral determinant as an infinite product of contributions of periodic orbits on the graph. We also present a diagrammatic method that permits us to write the spectral determinant in terms of a finite number of periodic orbit contributions. These results are generalized to the case of graphs in a magnetic field. Several examples illustrating this formalism are presented and its application to the thermodynamic and transport properties of weakly disordered and coherent mesoscopic networks is discussed.

cond-mat.mes-hall↗

Universality of the Wigner time delay distribution for one-dimensional random potentials

We show that the distribution of the time delay for one-dimensional random potentials is universal in the high energy or weak disorder limit. Our analytical results are in excellent agreement with extensive numerical simulations carried out on samples whose sizes are large compared to the localisation length (localised regime). The case of small samples is also discussed (ballistic regime). We provide a physical argument which explains in a quantitative way the origin of the exponential divergence of the moments. The occurence of a log-normal tail for finite size systems is analysed. Finally, we present exact results in the low energy limit which clearly show a departure from the universal behaviour.

cond-mat.dis-nn↗