arXiv subjects

Satya N. Majumdar

Publications and source records attributed to Satya N. Majumdar.

At least 127 records · Page 7Linked to original sources

arXiv2021

Generating constrained run-and-tumble trajectories

We propose a method to exactly generate bridge run-and-tumble trajectories that are constrained to start at the origin with a given velocity and to return to the origin after a fixed time with another given velocity. The method extends the concept of effective Langevin equations, valid for Markovian stochastic processes such as Brownian motion, to a non-Markovian stochastic process driven by a telegraphic noise, with exponentially decaying correlations. We obtain effective space-time dependent tumbling rates that implicitly accounts for the bridge constraint. We extend the method to other types of constrained run-and-tumble particles such as excursions and meanders. The method is implemented numerically and is shown to be very efficient.

cond-mat.stat-mech↗

arXiv2021

Condensation transition and ensemble inequivalence in the Discrete Nonlinear Schrödinger Equation

The thermodynamics of the discrete nonlinear Schrödinger equation in the vicinity of infinite temperature is explicitly solved in the microcanonical ensemble by means of large-deviation techniques. A first-order phase transition between a thermalized phase and a condensed (localized) one occurs at the infinite-temperature line. Inequivalence between statistical ensembles characterizes the condensed phase, where the grand-canonical representation does not apply. The control over finite size corrections of the microcanonical partition function allows to design an experimental test of delocalized negative-temperature states in lattices of cold atoms.

cond-mat.stat-mech↗

arXiv2021

Statistical properties of avalanches via the c-record process

We study the statistics of avalanches, as a response to an applied force, undergone by a particle hopping on a one dimensional lattice where the pinning forces at each site are independent and identically distributed (I.I.D), each drawn from a continuous $f(x)$. The avalanches in this model correspond to the inter-record intervals in a modified record process of I.I.D variables, defined by a single parameter $c>0$. This parameter characterizes the record formation via the recursive process $R_k > R_{k-1}-c$, where $R_k$ denotes the value of the $k$-th record. We show that for $c>0$, if $f(x)$ decays slower than an exponential for large $x$, the record process is nonstationary as in the standard $c=0$ case. In contrast, if $f(x)$ has a faster than exponential tail, the record process becomes stationary and the avalanche size distribution $π(n)$ has a decay faster than $1/n^2$ for large $n$. The marginal case where $f(x)$ decays exponentially for large $x$ exhibits a phase transition from a non-stationary phase to a stationary phase as $c$ increases through a critical value $c_{\rm crit}$. Focusing on $f(x)=e^{-x}$ (with $x\ge 0$), we show that $c_{\rm crit}=1$ and for $c<1$, the record statistics is non-stationary. However, for $c>1$, the record statistics is stationary with avalanche size distribution $π(n)\sim n^{-1-λ(c)}$ for large $n$. Consequently, for $c>1$, the mean number of records up to $N$ steps grows algebraically $\sim N^{λ(c)}$ for large $N$. Remarkably, the exponent $λ(c)$ depends continously on $c$ for $c>1$ and is given by the unique positive root of $c=-\ln (1-λ)/λ$. We also unveil the presence of nontrivial correlations between avalanches in the stationary phase that resemble earthquake sequences.

cond-mat.dis-nn↗

arXiv2021

Stationary nonequilibrium bound state of a pair of run and tumble particles

We study two interacting identical run and tumble particles (RTP's) in one dimension. Each particle is driven by a telegraphic noise, and in some cases, also subjected to a thermal white noise with a corresponding diffusion constant $D$. We are interested in the stationary bound state formed by the two RTP's in the presence of a mutual attractive interaction. The distribution of the relative coordinate $y$ indeed reaches a steady state that we characterize in terms of the solution of a second-order differential equation. We obtain the explicit formula for the stationary probability $P(y)$ of $y$ for two examples of interaction potential $V(y)$. The first one corresponds to $V(y) \sim |y|$. In this case, for $D=0$ we find that $P(y)$ contains a delta function part at $y=0$, signaling a strong clustering effect, together with a smooth exponential component. For $D>0$, the delta function part broadens, leading instead to weak clustering. The second example is the harmonic attraction $V(y) \sim y^2$ in which case, for $D=0$, $P(y)$ is supported on a finite interval. We unveil an interesting relation between this two-RTP model with harmonic attraction and a three-state single RTP model in one dimension, as well as with a four-state single RTP model in two dimensions. We also provide a general discussion of the stationary bound state, including examples where it is not unique, e.g., when the particles cannot cross due to an additional short-range repulsion.

cond-mat.stat-mech↗

arXiv2021

Expected maximum of bridge random walks & Lévy flights

We consider one-dimensional discrete-time random walks (RWs) with arbitrary symmetric and continuous jump distributions $f(η)$, including the case of Lévy flights. We study the expected maximum ${\mathbb E}[M_n]$ of bridge RWs, i.e., RWs starting and ending at the origin after $n$ steps. We obtain an exact analytical expression for ${\mathbb E}[M_n]$ valid for any $n$ and jump distribution $f(η)$, which we then analyze in the large $n$ limit up to second leading order term. For jump distributions whose Fourier transform behaves, for small $k$, as $\hat f(k) \sim 1 - |a\, k|^μ$ with a Lévy index $0<μ\leq 2$ and an arbitrary length scale $a>0$, we find that, at leading order for large $n$, ${\mathbb E}[M_n]\sim a\, h_1(μ)\, n^{1/μ}$. We obtain an explicit expression for the amplitude $h_1(μ)$ and find that it carries the signature of the bridge condition, being different from its counterpart for the free random walk. For $μ=2$, we find that the second leading order term is a constant, which, quite remarkably, is the same as its counterpart for the free RW. For generic $0< μ< 2$, this second leading order term is a growing function of $n$, which depends non-trivially on further details of $\hat f (k)$, beyond the Lévy index $μ$. Finally, we apply our results to compute the mean perimeter of the convex hull of the $2d$ Rouse polymer chain and of the $2d$ run-and-tumble particle, as well as to the computation of the survival probability in a bridge version of the well-known "lamb-lion" capture problem.

cond-mat.stat-mech↗

arXiv2021

Wigner function for noninteracting fermions in hard wall potentials

The Wigner function $W_N({\bf x}, {\bf p})$ is a useful quantity to characterize the quantum fluctuations of an $N$-body system in its phase space. Here we study $W_N({\bf x}, {\bf p})$ for $N$ noninteracting spinless fermions in a $d$-dimensional spherical hard box of radius $R$ at temperature $T=0$. In the large $N$ limit, the local density approximation (LDA) predicts that $W_N({\bf x}, {\bf p}) \approx 1/(2 π\hbar)^d$ inside a finite region of the $({\bf x}, {\bf p})$ plane, namely for $|{\bf x}| < R$ and $|{\bf p}| < k_F$ where $k_F$ is the Fermi momentum, while $W_N({\bf x}, {\bf p})$ vanishes outside this region, or "droplet", on a scale determined by quantum fluctuations. In this paper we investigate systematically, in this quantum region, the structure of the Wigner function along the edge of this droplet, called the Fermi surf. In one dimension, we find that there are three distinct edge regions along the Fermi surf and we compute exactly the associated nontrivial scaling functions in each regime. We also study the momentum distribution $\hat ρ_N(p)$ and find a striking algebraic tail for very large momenta $\hat ρ_N(p) \propto 1/p^4$, well beyond $k_F$, reminiscent of a similar tail found in interacting quantum systems (discussed in the context of Tan's relation). We then generalize these results to higher $d$ and find, remarkably, that the scaling function close to the edge of the box is universal, i.e., independent of the dimension~$d$.

cond-mat.stat-mech↗

arXiv2021

Dynamical phase transition in the first-passage probability of a Brownian motion

We study theoretically, experimentally and numerically the probability distribution $F(t_f|x_0,L)$ of the first passage times $t_f$ needed by a freely diffusing Brownian particle to reach a target at a distance $L$ from the initial position $x_0$, taken from a normalized distribution $(1/σ)\, g(x_0/σ)$ of finite width $σ$. We show the existence of a critical value $b_c$ of the parameter $b=L/σ$, which determines the shape of $F(t_f|x_0,L)$. For $b>b_c$ the distribution $F(t_f|x_0,L)$ has a maximum and a minimum whereas for $b<b_c$ it is a monotonically decreasing function of $t_f$. This dynamical phase transition is generated by the presence of two characteristic times $σ^2/D$ and $L^2/D$, where $D$ is the diffusion coefficient. The theoretical predictions are experimentally checked on a Brownian bead whose free diffusion is initialized by an optical trap which determines the initial distribution $g(x_0/σ)$. The presence of the phase transition in 2d has also been numerically estimated using a Langevin dynamics.

cond-mat.stat-mech↗

arXiv2021

Counting statistics for non-interacting fermions in a $d$-dimensional potential

We develop a first-principle approach to compute the counting statistics in the ground-state of $N$ noninteracting spinless fermions in a general potential in arbitrary dimensions $d$ (central for $d>1$). In a confining potential, the Fermi gas is supported over a bounded domain. In $d=1$, for specific potentials, this system is related to standard random matrix ensembles. We study the quantum fluctuations of the number of fermions ${\cal N}_{\cal D}$ in a domain $\cal{D}$ of macroscopic size in the bulk of the support. We show that the variance of ${\cal N}_{\cal D}$ grows as $N^{(d-1)/d} (A_d \log N + B_d)$ for large $N$, and obtain the explicit dependence of $A_d, B_d$ on the potential and on the size of ${\cal D}$ (for a spherical domain in $d>1$). This generalizes the free-fermion results for microscopic domains, given in $d=1$ by the Dyson-Mehta asymptotics from random matrix theory. This leads us to conjecture similar asymptotics for the entanglement entropy of the subsystem $\cal{D}$, in any dimension, supported by exact results for $d=1$.

cond-mat.stat-mech↗

arXiv2021

Condensation transition in the late-time position of a Run-and-Tumble particle

We study the position distribution $P(\vec{R},N)$ of a run-and-tumble particle (RTP) in arbitrary dimension $d$, after $N$ runs. We assume that the constant speed $v>0$ of the particle during each running phase is independently drawn from a probability distribution $W(v)$ and that the direction of the particle is chosen isotropically after each tumbling. The position distribution is clearly isotropic, $P(\vec{R},N)\to P(R,N)$ where $R=|\vec{R}|$. We show that, under certain conditions on $d$ and $W(v)$ and for large $N$, a condensation transition occurs at some critical value of $R=R_c\sim O(N)$ located in the large deviation regime of $P(R,N)$. For $R R_c$ is typically dominated by a `condensate', i.e., a large single run that subsumes a finite fraction of the total displacement (supercritical condensed phase). Focusing on the family of speed distributions $W(v)=α(1-v/v_0)^{α-1}/v_0$, parametrized by $α>0$, we show that, for large $N$, $P(R,N)\sim \exp\left[-Nψ_{d,α}(R/N)\right]$ and we compute exactly the rate function $ψ_{d,α}(z)$ for any $d$ and $α$. We show that the transition manifests itself as a singularity of this rate function at $R=R_c$ and that its order depends continuously on $d$ and $α$. We also compute the distribution of the condensate size for $R>R_c$. Finally, we study the model when the total duration $T$ of the RTP, instead of the total number of runs, is fixed. Our analytical predictions are confirmed by numerical simulations, performed using a constrained Markov chain Monte Carlo technique, with precision $\sim 10^{-100}$.

cond-mat.stat-mech↗

arXiv2021

Non-intersecting Brownian bridges in the flat-to-flat geometry

We study $N$ vicious Brownian bridges propagating from an initial configuration $\{a_1 < a_2 < \ldots< a_N \}$ at time $t=0$ to a final configuration $\{b_1 < b_2 < \ldots< b_N \}$ at time $t=t_f$, while staying non-intersecting for all $0\leq t \leq t_f$. We first show that this problem can be mapped to a non-intersecting Dyson's Brownian bridges with Dyson index $β=2$. For the latter we derive an exact effective Langevin equation that allows to generate very efficiently the vicious bridge configurations. In particular, for the flat-to-flat configuration in the large $N$ limit, where $a_i = b_i = (i-1)/N$, for $i = 1, \cdots, N$, we use this effective Langevin equation to derive an exact Burgers' equation (in the inviscid limit) for the Green's function and solve this Burgers' equation for arbitrary time $0 \leq t\leq t_f$. At certain specific values of intermediate times $t$, such as $t=t_f/2$, $t=t_f/3$ and $t=t_f/4$ we obtain the average density of the flat-to-flat bridge explicitly. We also derive explicitly how the two edges of the average density evolve from time $t=0$ to time $t=t_f$. Finally, we discuss connections to some well known problems, such as the Chern-Simons model, the related Stieltjes-Wigert orthogonal polynomials and the Borodin-Muttalib ensemble of determinantal point processes.

cond-mat.stat-mech↗

arXiv2021

Impurities in systems of noninteracting trapped fermions

We study the properties of spin-less non-interacting fermions trapped in a confining potential in one dimension but in the presence of one or more impurities which are modelled by delta function potentials. We use a method based on the single particle Green's function. For a single impurity placed in the bulk, we compute the density of the Fermi gas near the impurity. Our results, in addition to recovering the Friedel oscillations at large distance from the impurity, allow the exact computation of the density at short distances. We also show how the density of the Fermi gas is modified when the impurity is placed near the edge of the trap in the region where the unperturbed system is described by the Airy gas. Our method also allows us to compute the effective potential felt by the impurity both in the bulk and at the edge. In the bulk this effective potential is shown to be a universal function only of the local Fermi wave vector, or equivalently of the local fermion density. When the impurity is placed near the edge of the Fermi gas, the effective potential can be expressed in terms of Airy functions. For an attractive impurity placed far outside the support of the fermion density, we show that an interesting transition occurs where a single fermion is pulled out of the Fermi sea and forms a bound state with the impurity. This is a quantum analogue of the well-known Baik-Ben Arous-Péché (BBP) transition, known in the theory of spiked random matrices. The density at the location of the impurity plays the role of an order parameter. We also consider the case of two impurities in the bulk and compute exactly the effective force between them mediated by the background Fermi gas.

cond-mat.stat-mech↗

arXiv2021

Statistics of first-passage Brownian functionals

We study the distribution of first-passage functionals ${\cal A}= \int_0^{t_f} x^n(t)\, dt$, where $x(t)$ is a Brownian motion (with or without drift) with diffusion constant $D$, starting at $x_0>0$, and $t_f$ is the first-passage time to the origin. In the driftless case, we compute exactly, for all $n>-2$, the probability density $P_n(A|x_0)=\text{Prob}.(\mathcal{A}=A)$. This probability density has an essential singular tail as $A\to 0$ and a power-law tail $\sim A^{-(n+3)/(n+2)}$ as $A\to \infty$. The former is reproduced by the optimal fluctuation method (OFM), which also predicts the optimal paths of the conditioned process for small $A$. For the case with a drift toward the origin, where no exact solution is known for general $n>-1$, the OFM predicts the distribution tails. For $A\to 0$ it predicts the same essential singular tail as in the driftless case. For $A\to \infty$ it predicts a stretched exponential tail $-\ln P_n(A|x_0)\sim A^{1/(n+1)}$ for all $n>0$. In the limit of large Péclet number $\text{Pe}= μx_0/(2D)\gg 1$, where $μ$ is the drift velocity, the OFM predicts a large-deviation scaling for all $A$: $-\ln P_n(A|x_0)\simeq\text{Pe}\, Φ_n\left(z= A/\bar{A}\right)$, where $\bar{A}=x_0^{n+1}/{μ(n+1)}$ is the mean value of $\mathcal{A}$. We compute the rate function $Φ_n(z)$ analytically for all $n>-1$. For $n>0$ $Φ_n(z)$ is analytic for all $z$, but for $-1 0$ with the same $|μ|$.

cond-mat.stat-mech↗

arXiv2021

Localization transition in the Discrete Non-Linear Schrödinger Equation: ensembles inequivalence and negative temperatures

We present a detailed account of a first-order localization transition in the Discrete Nonlinear Schrödinger Equation, where the localized phase is associated to the high energy region in parameter space. We show that, due to ensemble inequivalence, this phase is thermodynamically stable only in the microcanonical ensemble. In particular, we obtain an explicit expression of the microcanonical entropy close to the transition line, located at infinite temperature. This task is accomplished making use of large-deviation techniques, that allow us to compute, in the limit of large system size, also the subleading corrections to the microcanonical entropy. These subleading terms are crucial ingredients to account for the first-order mechanism of the transition, to compute its order parameter and to predict the existence of negative temperatures in the localized phase. All of these features can be viewed as signatures of a thermodynamic phase where the translational symmetry is broken spontaneously due to a condensation mechanism yielding energy fluctuations far away from equipartition: actually they prefer to participate in the formation of nonlinear localized excitations (breathers), typically containing a macroscopic fraction of the total energy.

cond-mat.stat-mech↗

arXiv2021

Survival probability of a run-and-tumble particle in the presence of a drift

We consider a one-dimensional run-and-tumble particle, or persistent random walk, in the presence of an absorbing boundary located at the origin. After each tumbling event, which occurs at a constant rate $γ$, the (new) velocity of the particle is drawn randomly from a distribution $W(v)$. We study the survival probability $S(x,t)$ of a particle starting from $x \geq 0$ up to time $t$ and obtain an explicit expression for its double Laplace transform (with respect to both $x$ and $t$) for an arbitrary velocity distribution $W(v)$, not necessarily symmetric. This result is obtained as a consequence of Spitzer's formula, which is well known in the theory of random walks and can be viewed as a generalization of the Sparre Andersen theorem. We then apply this general result to the specific case of a two-state particle with velocity $\pm v_0$, the so-called persistent random walk (PRW), and in the presence of a constant drift $μ$ and obtain an explicit expression for $S(x,t)$, for which we present more detailed results. Depending on the drift $μ$, we find a rich variety of behaviours for $S(x,t)$, leading to three distinct cases: (i) subcritical drift $-v_0\!<\!μ\!<\! v_0$, (ii) supercritical drift $μ< -v_0$ and (iii) critical drift $μ=-v_0$. In these three cases, we obtain exact analytical expressions for the survival probability $S(x,t)$ and establish connections with existing formulae in the mathematics literature. Finally, we discuss some applications of these results to record statistics and to the statistics of last-passage times.

cond-mat.stat-mech↗

arXiv2020

Freezing transition in the barrier crossing rate of a diffusing particle

We study the decay rate $θ(a)$ that characterizes the late time exponential decay of the first-passage probability density $F_a(t|0) \sim e^{-θ(a)\, t}$ of a diffusing particle in a one dimensional confining potential $U(x)$, starting from the origin, to a position located at $a>0$. For general confining potential $U(x)$ we show that $θ(a)$, a measure of the barrier (located at $a$) crossing rate, has three distinct behaviors as a function of $a$, depending on the tail of $U(x)$ as $x\to -\infty$. In particular, for potentials behaving as $U(x)\sim |x|$ when $x\to -\infty$, we show that a novel freezing transition occurs at a critical value $a=a_c$, i.e, $θ(a)$ increases monotonically as $a$ decreases till $a_c$, and for $a \le a_c$ it freezes to $θ(a)=θ(a_c)$. Our results are established using a general mapping to a quantum problem and by exact solution in three representative cases, supported by numerical simulations. We show that the freezing transition occurs when in the associated quantum problem, the gap between the ground state (bound) and the continuum of scattering states vanishes.

cond-mat.stat-mech↗

arXiv2020

Mean perimeter and area of the convex hull of a planar Brownian motion in the presence of resetting

We compute exactly the mean perimeter and the mean area of the convex hull of a $2$-d Brownian motion of duration $t$ and diffusion constant $D$, in the presence of resetting to the origin at a constant rate $r$. We show that for any $t$, the mean perimeter is given by $\langle L(t)\rangle= 2 π\sqrt{\frac{D}{r}}\, f_1(rt)$ and the mean area is given by $\langle A(t) \rangle= 2π\frac{D}{r}\, f_2(rt)$ where the scaling functions $f_1(z)$ and $f_2(z)$ are computed explicitly. For large $t\gg 1/r$, the mean perimeter grows extremely slowly as $\langle L(t)\rangle \propto \ln (rt)$ with time. Likewise, the mean area also grows slowly as $\langle A(t)\rangle \propto \ln^2(rt)$ for $t\gg 1/r$. Our exact results indicate that the convex hull, in the presence of resetting, approaches a circular shape at late times. Numerical simulations are in perfect agreement with our analytical predictions.

cond-mat.stat-mech↗

arXiv2020

Intermittent resetting potentials

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=μ|X|$, and that is switched on and off stochastically. Applying the potential intermittently generates a physically realistic diffusion process with stochastic resetting toward the origin, a topic which has recently attracted a considerable interest in a variety of theoretical contexts but has remained challenging to implement in lab experiments. The present system exhibits rich features, not observed in previous resetting models. The mean time needed by a particle starting from the potential minimum to reach an absorbing target located at a certain distance can be minimized with respect to the switch-on and switch-off rates. The optimal rates undergo continuous or discontinuous transitions as the potential strength $μ$ is varied across non-trivial values. A discontinuous transition with metastable behavior is also observed for the optimal strength at fixed rates.

cond-mat.stat-mech↗

arXiv2020

Extreme value statistics of correlated random variables: a pedagogical review

Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the minimum of a set of random variables. This is an important problem for any time-series and has applications in climate, finance, sports, all the way to physics of disordered systems where one is interested in the statistics of the ground state energy. While the EVS of `uncorrelated' variables are well understood, little is known for strongly correlated random variables. Only recently this subject has gained much importance both in statistical physics and in probability theory. In this review, we will first recall the classical EVS for uncorrelated variables and discuss the three universality classes of extreme value limiting distribution, known as the Gumbel, Fréchet and Weibull distribution. We then show that, for weakly correlated random variables with a finite correlation length/time, the limiting extreme value distribution can still be inferred from that of the uncorrelated variables using a renormalisation group-like argument. Finally, we consider the most interesting examples of strongly correlated variables for which there are very few exact results for the EVS. We discuss few examples of such strongly correlated systems (such as the Brownian motion and the eigenvalues of a random matrix) where some analytical progress can be made. We also discuss other observables related to extremes, such as the density of near-extreme events, time at which an extreme value occurs, order and record statistics, etc.

cond-mat.stat-mech↗