arXiv subjects

Pierre Le Doussal

Publications and source records attributed to Pierre Le Doussal.

At least 91 records · Page 5Linked to original sources

arXiv2020

Universal Properties of a Run-and-Tumble Particle in Arbitrary Dimension

We consider an active run-and-tumble particle (RTP) in $d$ dimensions, starting from the origin and evolving over a time interval $[0,t]$. We examine three different models for the dynamics of the RTP: the standard RTP model with instantaneous tumblings, a variant with instantaneous runs and a general model in which both the tumblings and the runs are non-instantaneous. For each of these models, we use the Sparre Andersen theorem for discrete-time random walks to compute exactly the probability that the $x$ component does not change sign up to time $t$, showing that it does not depend on $d$. As a consequence of this result, we compute exactly other $x$-component properties, namely the distribution of the time of the maximum and the record statistics, showing that they are universal, i.e. they do not depend on $d$. Moreover, we show that these universal results hold also if the speed $v$ of the particle after each tumbling is random, drawn from a generic probability distribution. Our findings are confirmed by numerical simulations. Some of these results have been announced in a recent Letter [Phys. Rev. Lett. 124, 090603 (2020)].

cond-mat.stat-mech↗

arXiv2020

Statistics of extremes in eigenvalue-counting staircases

We consider the number ${\cal N}_{θ_A}(θ)$ of eigenvalues $e^{i θ_j}$ of a random unitary matrix, drawn from CUE$_β(N)$, in the interval $θ_j \in [θ_A,θ]$. The deviations from its mean, ${\cal N}_{θ_A}(θ) - \mathbb{E}({\cal N}_{θ_A}(θ))$, form a random process as function of $θ$. We study the maximum of this process, by exploiting the mapping onto the statistical mechanics of log-correlated random landscapes. By using an extended Fisher-Hartwig conjecture for Toeplitz determinants, supplemented with the freezing duality conjecture for log-correlated fields, we obtain the cumulants of the distribution of that maximum for any $β>0$. It exhibits combined features of standard counting statistics of fermions (free for $β=2$ and with Sutherland-type interaction for $β\ne 2$) in an interval and extremal statistics of the fractional Brownian motion with Hurst index $H=0$. The $β=2$ results are expected to apply to the statistics of zeroes of the Riemann Zeta function

cond-mat.stat-mech↗

arXiv2020

Noninteracting trapped Fermions in double-well potentials: inverted parabola kernel

We study a system of $N$ noninteracting spinless fermions in a confining, double-well potential in one dimension. When the Fermi energy is close to the value of the potential at its local maximum we show that physical properties, such as the average density and the fermion position correlation functions, display a universal behavior that depends only on the local properties of the potential near its maximum. This behavior describes the merging of two Fermi gases, which are disjoint at sufficiently low Fermi energies. We describe this behavior in terms of a new correlation kernel that we compute analytically and we call it the inverted parabola kernel". As an application, we calculate the mean and variance of the number of particles in an interval of size $2L$ centered around the position of the local maximum, for sufficiently small $L$. Finally, we discuss the possibility of observing our results in experiments, as well as the extensions to nonzero temperature and to higher space dimensions.

cond-mat.stat-mech↗

arXiv2020

Moderate deviations for diffusion in time dependent random media

The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However, it has been found that it exhibits at large time sample to sample fluctuations characteristic of the KPZ universality class when observed in an atypical direction, i.e. along the ray $x = v t$ with $v \neq v_0$. Here we show, from exact solutions, that in the moderate deviation regime $x - v_0 t \propto t^{3/4}$ these fluctuations are precisely described by the finite time KPZ equation, which thus describes the crossover between the Gaussian typical regime and the KPZ fixed point regime for the large deviations. This confirms heuristic arguments given in [2]. These exact results include the discrete model known as the Beta RWRE, and a continuum diffusion. They predict the behavior of the maximum of a large number of independent walkers, which should be easier to observe (e.g. in experiments) in this moderate deviations regime.

cond-mat.stat-mech↗

arXiv2020

Universal scaling of the velocity field in crack front propagation

The propagation of a crack front in disordered materials is jerky and characterized by bursts of activity, called avalanches. These phenomena are the manifestation of an out-of-equilibrium phase transition originated by the disorder. As a result avalanches display universal scalings which are however difficult to characterize in experiments at finite drive. Here we show that the correlation functions of the velocity field along the front allow to extract the critical exponents of the transition and to identify the universality class of the system. We employ these correlations to characterize the universal behavior of the transition in simulations and in an experiment of crack propagation. This analysis is robust, efficient and can be extended to all systems displaying avalanche dynamics.

cond-mat.stat-mech↗

arXiv2020

Stochastic growth in time dependent environments

We study the Kardar-Parisi-Zhang (KPZ) growth equation in one dimension with a noise variance $c(t)$ depending on time. We find that for $c(t)\propto t^{-α}$ there is a transition at $α=1/2$. When $α>1/2$, the solution saturates at large times towards a non-universal limiting distribution. When $α<1/2$ the fluctuation field is governed by scaling exponents depending on $α$ and the limiting statistics are similar to the case when $c(t)$ is constant. We investigate this problem using different methods: (1) Elementary changes of variables mapping the time dependent case to variants of the KPZ equation with constant variance of the noise but in a deformed potential (2) An exactly solvable discretization, the log-gamma polymer model (3) Numerical simulations.

cond-mat.stat-mech↗

arXiv2020

Velocity and diffusion constant of an active particle in a one dimensional force field

We consider a run an tumble particle with two velocity states $\pm v_0$, in an inhomogeneous force field $f(x)$ in one dimension. We obtain exact formulae for its velocity $V_L$ and diffusion constant $D_L$ for arbitrary periodic $f(x)$ of period $L$. They involve the "active potential" which allows to define a global bias. Upon varying parameters, such as an external force $F$, the dynamics undergoes transitions from non-ergodic trapped states, to various moving states, some with non analyticities in the $V_L$ versus $F$ curve. A random landscape in the presence of a bias leads, for large $L$, to anomalous diffusion $x \sim t^μ$, $μ<1$, or to a phase with a finite velocity that we calculate.

cond-mat.stat-mech↗

arXiv2020

Manifolds in high dimensional random landscape: complexity of stationary points and depinning

We obtain explicit expressions for the annealed complexities associated respectively with the total number of (i) stationary points and (ii) local minima of the energy landscape for an elastic manifold with internal dimension $d<4$ embedded in a random medium of dimension $N \gg 1$ and confined by a parabolic potential with the curvature parameter $μ$. These complexities are found to both vanish at the critical value $μ_c$ identified as the Larkin mass. For $μ<μ_c$ the system is in complex phase corresponding to the replica symmetry breaking in its $T=0$ thermodynamics. The complexities vanish respectively quadratically (stationary points) and cubically (minima) at $μ_c^-$. For $d\geq 1$ they admit a finite "massless" limit $μ=0$ which is used to provide an upper bound for the depinning threshold under an applied force.

cond-mat.dis-nn↗

arXiv2020

Replica Bethe Ansatz solution to the Kardar-Parisi-Zhang equation on the half-line

We consider the Kardar-Parisi-Zhang (KPZ) equation for the stochastic growth of an interface of height $h(x,t)$ on the positive half line with boundary condition $\partial_x h(x,t)|_{x=0}=A$. It is equivalent to a continuum directed polymer (DP) in a random potential in half-space with a wall at $x=0$ either repulsive $A>0$, or attractive $A<0$. We provide an exact solution, using replica Bethe ansatz methods, to two problems which were recently proved to be equivalent [Parekh, arXiv:1901.09449]: the droplet initial condition for arbitrary $A \geqslant -1/2$, and the Brownian initial condition with a drift for $A=+\infty$ (infinite hard wall). We study the height at $x=0$ and obtain (i) at all time the Laplace transform of the distribution of its exponential (ii) at infinite time, its exact probability distribution function (PDF). These are expressed in two equivalent forms, either as a Fredholm Pfaffian with a matrix valued kernel, or as a Fredholm determinant with a scalar kernel. For droplet initial conditions and $A> - \frac{1}{2}$ the large time PDF is the GSE Tracy-Widom distribution. For $A= \frac{1}{2}$, the critical point at which the DP binds to the wall, we obtain the GOE Tracy-Widom distribution. In the critical region, $A+\frac{1}{2} = εt^{-1/3} \to 0$ with fixed $ε= \mathcal{O}(1)$, we obtain a transition kernel continuously depending on $ε$. Our work extends the results obtained previously for $A=+\infty$, $A=0$ and $A=- \frac{1}{2}$.

cond-mat.stat-mech↗

arXiv2020

Large deviations for the KPZ equation from the KP equation

Recently, Quastel and Remenik \cite{QRKP} [arXiv:1908.10353] found a remarkable relation between some solutions of the finite time Kardar-Parisi-Zhang (KPZ) equation and the Kadomtsev-Petviashvili (KP) equation. Using this relation we obtain the large deviations at large time and at short time for the KPZ equation with droplet initial conditions, and at short time with half-Brownian initial conditions. It is consistent with previous results and allows to obtain sub-leading corrections, as well as results at intermediate time. In addition, we find that the appropriate generating function associated to the full Brownian initial condition also satisfies the KP equation. Finally, generating functions for some linear statistics of the Airy point process are also found to satisfy the KP property, and consequences are discussed.

cond-mat.dis-nn↗

arXiv2020

Universal survival probability for a $d$-dimensional run-and-tumble particle

We consider an active run-and-tumble particle (RTP) in $d$ dimensions and compute exactly the probability $S(t)$ that the $x$-component of the position of the RTP does not change sign up to time $t$. When the tumblings occur at a constant rate, we show that $S(t)$ is independent of $d$ for any finite time $t$ (and not just for large $t$), as a consequence of the celebrated Sparre Andersen theorem for discrete-time random walks in one dimension. Moreover, we show that this universal result holds for a much wider class of RTP models in which the speed $v$ of the particle after each tumbling is random, drawn from an arbitrary probability distribution. We further demonstrate, as a consequence, the universality of the record statistics in the RTP problem.

cond-mat.stat-mech↗

arXiv2019

Entanglement entropy growth in stochastic conformal field theory and the KPZ class

We introduce a model of effective conformal quantum field theory in dimension $d=1+1$ coupled to stochastic noise, where Kardar-Parisi-Zhang (KPZ) class fluctuations can be observed. The analysis of the quantum dynamics of the scaling operators reduces to the study of random trajectories in a random environment, modeled by Brownian vector fields. We use recent results on random walks in random environments to calculate the time-dependent entanglement entropy of a subsystem interval, starting from a factorized state. We find that the fluctuations of the entropy in the large deviation regime are governed by the universal Tracy-Widom distribution. This enlarges the KPZ class, previously observed in random circuit models, to a family of interacting many body quantum systems.

cond-mat.stat-mech↗

arXiv2019

Delta-Bose gas on a half-line and the KPZ equation: boundary bound states and unbinding transitions

We revisit the Lieb-Liniger model for $n$ bosons in one dimension with attractive delta interaction in a half-space $\mathbb{R}^+$ with diagonal boundary conditions. This model is integrable for arbitrary value of $b \in \mathbb{R}$, the interaction parameter with the boundary. We show that its spectrum exhibits a sequence of transitions, as $b$ is decreased from the hard-wall case $b=+\infty$, with successive appearance of boundary bound states (or boundary modes) which we fully characterize. We apply these results to study the Kardar-Parisi-Zhang equation for the growth of a one-dimensional interface of height $h(x,t)$, on the half-space with boundary condition $\partial_x h(x,t)|_{x=0}=b$ and droplet initial condition at the wall. We obtain explicit expressions, valid at all time $t$ and arbitrary $b$, for the integer exponential (one-point) moments of the KPZ height field $\bar{e^{n h(0,t)}}$. From these moments we extract the large time limit of the probability distribution function (PDF) of the scaled KPZ height function. It exhibits a phase transition, related to the unbinding to the wall of the equivalent directed polymer problem, with two phases: (i) unbound for $b>-\frac{1}{2}$ where the PDF is given by the GSE Tracy-Widom distribution (ii) bound for $b<-\frac{1}{2}$, where the PDF is a Gaussian. At the critical point $b=-\frac{1}{2}$, the PDF is given by the GOE Tracy-Widom distribution.

cond-mat.stat-mech↗

arXiv2019

Probing the large deviations of the Kardar-Parisi-Zhang equation at short time with an importance sampling of directed polymers in random media

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling approach, the distribution is obtained over a large range of values, down to a probability density as small as $10^{-1000}$ in the tails. The short time behavior is investigated and compared with recent analytical predictions for the large-deviation forms of the probability of rare fluctuations, showing a spectacular agreement with the analytical expressions. The flat and stationary initial conditions are studied in the full space, together with the droplet initial condition in the half-space.

cond-mat.stat-mech↗

arXiv2019

Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary

We compute analytically the probability $S(t)$ that a set of $N$ Brownian paths do not cross each other and stay below a moving boundary $g(τ)= W \sqrtτ$ up to time $t$. We show that for large $t$ it decays as a power law $S(t) \sim t^{- β(N,W)}$. The decay exponent $β(N,W)$ is obtained as the ground state energy of a quantum system of $N$ non-interacting fermions in a harmonic well in the presence of an infinite hard wall at position $W$. Explicit expressions for $β(N,W)$ are obtained in various limits of $N$ and $W$, in particular for large $N$ and large $W$. We obtain the joint distribution of the positions of the walkers in the presence of the moving barrier $g(τ) =W \sqrtτ$ at large time. We extend our results to the case of $N$ Dyson Brownian motions (corresponding to the Gaussian Unitary Ensemble) in the presence of the same moving boundary $g(τ)=W\sqrtτ$. For $W=0$ we show that the system provides a realization of a Laguerre biorthogonal ensemble in random matrix theory. We obtain explicitly the average density near the barrier, as well as in the bulk far away from the barrier. Finally we apply our results to $N$ non-crossing Brownian bridges on the interval $[0,T]$ under a time-dependent barrier $g_B(τ)= W \sqrt{τ(1- \fracτ{T})}$.

cond-mat.stat-mech↗

arXiv2019

Correlations between avalanches in the depinning dynamics of elastic interfaces

We study the correlations between avalanches in the depinning dynamics of elastic interfaces driven on a random substrate. In the mean field theory (the Brownian force model), it is known that the avalanches are uncorrelated. Here we obtain a simple field theory which describes the first deviations from this uncorrelated behavior in a $ε=d_c-d$ expansion below the upper critical dimension $d_c$ of the model. We apply it to calculate the correlations between (i) avalanche sizes (ii) avalanche dynamics in two successive avalanches, or more generally, in two avalanches separated by a uniform displacement $W$ of the interface. For (i) we obtain the correlations of the total sizes, of the local sizes and of the total sizes with given seeds (starting points). For (ii) we obtain the correlations of the velocities, of the durations, and of the avalanche shapes. In general we find that the avalanches are {\it anti-correlated}, the occurence of a larger avalanche making more likely the occurence of a smaller one, and vice-versa. Examining the universality of our results leads us to conjecture several new exact scaling relations for the critical exponents that characterize the different distributions of correlations. The avalanche size predictions are confronted to numerical simulations for a $d=1$ interface with short range elasticity. They are also compared to our recent related work on static avalanches (shocks). Finally we show that the naive extrapolation of our result into the thermally activated creep regime at finite temperature, predicts strong positive correlations between the forward motion events, as recently observed in numerical simulations.

cond-mat.dis-nn↗

arXiv2019

Distribution of velocities in an avalanche, and related quantities: Theory and numerical verification

We study several probability distributions relevant to the avalanche dynamics of elastic interfaces driven on a random substrate: The distribution of size, duration, lateral extension or area, as well as velocities. Results from the functional renormalization group and scaling relations involving two independent exponents, roughness $ζ$, and dynamics $z$, are confronted to high-precision numerical simulations of an elastic line with short-range elasticity, i.e. of internal dimension $d=1$. The latter are based on a novel stochastic algorithm which generates its disorder on the fly. Its precision grows linearly in the time-discretization step, and it is parallelizable. Our results show good agreement between theory and numerics, both for the critical exponents as for the scaling functions. In particular, the prediction ${\sf a} = 2 - \frac{2}{d+ ζ- z}$ for the velocity exponent is confirmed with good accuracy.

cond-mat.dis-nn↗

arXiv2019

Non-crossing run-and-tumble particles on a line

We study active particles performing independent run and tumble motion on an infinite line with velocities $v_0 σ(t)$, where $σ(t) = \pm 1$ is a dichotomous telegraphic noise with constant flipping rate $γ$. We first consider one particle in the presence of an absorbing wall at $x=0$ and calculate the probability that it has survived up to time $t$ and is at position $x$ at time $t$. We then consider two particles with independent telegraphic noises and compute exactly the probability that they do not cross up to time $t$. Contrarily to the case of passive (Brownian) particles this two-RTP problem can not be reduced to a single RTP with an absorbing wall. Nevertheless, we are able to compute exactly the probability of no-crossing of two independent RTP's up to time $t$ and find that it decays at large time as $t^{-1/2}$ with an amplitude that depends on the initial condition. The latter allows to define an effective length scale, analogous to the so called `` Milne extrapolation length'' in neutron scattering, which we demonstrate to be a fingerprint of the active dynamics.

cond-mat.stat-mech↗