arXiv subjects

Satya N. Majumdar

Publications and source records attributed to Satya N. Majumdar.

At least 163 records · Page 9Linked to original sources

arXiv2019

A First-Order Dynamical Transition in the displacement distribution of a Driven Run-and-Tumble Particle

We study the probability distribution $P(X_N=X,N)$ of the total displacement $X_N$ of an $N$-step run and tumble particle on a line, in presence of a constant nonzero drive $E$. While the central limit theorem predicts a standard Gaussian form for $P(X,N)$ near its peak, we show that for large positive and negative $X$, the distribution exhibits anomalous large deviation forms. For large positive $X$, the associated rate function is nonanalytic at a critical value of the scaled distance from the peak where its first derivative is discontinuous. This signals a first-order dynamical phase transition from a homogeneous `fluid' phase to a `condensed' phase that is dominated by a single large run. A similar first-order transition occurs for negative large fluctuations as well. Numerical simulations are in excellent agreement with our analytical predictions.

cond-mat.stat-mech↗

arXiv2019

Exact stationary state of a run-and-tumble particle with three internal states in a harmonic trap

We study the motion of a one-dimensional run-and-tumble particle with three discrete internal states in the presence of a harmonic trap of stiffness $μ.$ The three internal states, corresponding to positive, negative and zero velocities respectively, evolve following a jump process with rate $γ$. We compute the stationary position distribution exactly for arbitrary values of $μ$ and $γ$ which turns out to have a finite support on the real line. We show that the distribution undergoes a shape-transition as $β=γ/μ$ is changed. For $β<1,$ the distribution has a double-concave shape and shows algebraic divergences with an exponent $(β-1)$ both at the origin and at the boundaries. For $β>1,$ the position distribution becomes convex, vanishing at the boundaries and with a single, finite, peak at the origin. We also show that for the special case $β=1,$ the distribution shows a logarithmic divergence near the origin while saturating to a constant value at the boundaries.

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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 $g_B(τ)= W \sqrt{τ(1- \fracτ{T})}$.

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arXiv2019

Long time position distribution of an active Brownian particle in two dimensions

We study the late time dynamics of a single active Brownian particle in two dimensions with speed $v_0$ and rotation diffusion constant $D_R$. We show that at late times $t\gg D_R^{-1}$, while the position probability distribution $P(x,y,t)$ in the $x$-$y$ plane approaches a Gaussian form near its peak describing the typical diffusive fluctuations, it has non-Gaussian tails describing atypical rare fluctuations when $\sqrt{x^2+y^2}\sim v_0 t$. In this regime, the distribution admits a large deviation form, $P(x,y,t) \sim \exp\left[-t\, D_R\, Φ\left(\sqrt{x^2+y^2}/(v_0 t)\right)\right]$, where we compute the rate function $Φ(z)$ analytically and also numerically using an importance sampling method. We show that the rate function $Φ(z)$, encoding the rare fluctuations, still carries the trace of activity even at late times. Another way of detecting activity at late times is to subject the active particle to an external harmonic potential. In this case we show that the stationary distribution $P_\text{stat}(x,y)$ depends explicitly on the activity parameter $D_R^{-1}$ and undergoes a crossover, as $D_R$ increases, from a ring shape in the strongly active limit ($D_R\to 0$) to a Gaussian shape in the strongly passive limit $(D_R\to \infty)$.

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arXiv2019

Time to reach the maximum for a random acceleration process

We study the random acceleration model, which is perhaps one of the simplest, yet nontrivial, non-Markov stochastic processes, and is key to many applications. For this non-Markov process, we present exact analytical results for the probability density $p(t_m|T)$ of the time $t_m$ at which the process reaches its maximum, within a fixed time interval $[0,T]$. We study two different boundary conditions, which correspond to the process representing respectively (i) the integral of a Brownian bridge and (ii) the integral of a free Brownian motion. Our analytical results are also verified by numerical simulations.

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arXiv2019

Harmonically confined particles with long-range repulsive interactions

We study an interacting system of $N$ classical particles on a line at thermal equilibrium. The particles are confined by a harmonic trap and repelling each other via pairwise interaction potential that behaves as a power law $\propto \sum_{\substack{i\neq j}}^N|x_i-x_j|^{-k}$ (with $k>-2$) of their mutual distance. This is a generalization of the well known cases of the one component plasma ($k=-1$), Dyson's log-gas ($k\to 0^+$), and the Calogero-Moser model ($k=2$). Due to the competition between harmonic confinement and pairwise repulsion, the particles spread over a finite region of space for all $k>-2$. We compute exactly the average density profile for large $N$ for all $k>-2$ and show that while it is independent of temperature for sufficiently low temperature, it has a rich and nontrivial dependence on $k$ with distinct behavior for $-2 1$ and $k=1$.

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arXiv2019

Smoluchowski flux and Lamb-Lion Problems for Random Walks and Lévy Flights with a Constant Drift

We consider non-interacting particles (or lions) performing one-dimensional random walks or Lévy flights (with Lévy index $1 < μ\leq 2$) in the presence of a constant drift $c$. Initially these random walkers are uniformly distributed over the positive real line $z\geq 0$ with a density $ρ_0$. At the origin $z=0$ there is an immobile absorbing trap (or a lamb), such that when a particle crosses the origin, it gets absorbed there. Our main focus is on (i) the flux of particles $Φ_c(n)$ out of the system (the "Smoluchowski problem") and (ii) the survival probability $S_c(n)$ of the trap or lamb (the "lamb-lion problem") until step $n$. We show that both observables can be expressed in terms of the average maximum $\mathbb{E}[M_c(n)]$ of a single random walk or Lévy flight after $n$ steps. This allows us to obtain the precise asymptotic behavior of both $Φ_c(n)$ and $S_c(n)$ analytically for large $n$ in the two problems, for any value of $1<μ\leq 2$ and $c \in {\mathbb{R}}$. In particular, for $c>0$, we show the rather counterintuitive result that for $1< μ< 2$, $S_{c>0}(n \to \infty)$ vanishes as $S_{c>0}(n \to \infty) \approx \exp\left(-λ\, n^{2-μ}\right)$, where $λ$ is a $μ$-dependent positive constant, while for standard random walks (i.e., with $μ= 2$), $S_{c>0}(n \to \infty) \to K_{RW} > 0$, as expected. Our analytical results are confirmed by numerical simulations.

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arXiv2019

Intermediate deviation regime for the full eigenvalue statistics in the complex Ginibre ensemble

We study the Ginibre ensemble of $N \times N$ complex random matrices and compute exactly, for any finite $N$, the full distribution as well as all the cumulants of the number $N_r$ of eigenvalues within a disk of radius $r$ centered at the origin. In the limit of large $N$, when the average density of eigenvalues becomes uniform over the unit disk, we show that for $0<r<1$ the fluctuations of $N_r$ around its mean value $\langle N_r \rangle \approx N r^2$ display three different regimes: (i) a typical Gaussian regime where the fluctuations are of order ${\cal O}(N^{1/4})$, (ii) an intermediate regime where $N_r - \langle N_r \rangle = {\cal O}(\sqrt{N})$, and (iii) a large deviation regime where $N_r - \langle N_r \rangle = {\cal O}({N})$. This intermediate behaviour (ii) had been overlooked in previous studies and we show here that it ensures a smooth matching between the typical and the large deviation regimes. In addition, we demonstrate that this intermediate regime controls all the (centred) cumulants of $N_r$, which are all of order ${\cal O}(\sqrt{N})$, and we compute them explicitly. Our analytical results are corroborated by precise "importance sampling" Monte Carlo simulations.

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arXiv2019

Properties of additive functionals of Brownian motion with resetting

We study the distribution of additive functionals of reset Brownian motion, a variation of normal Brownian motion in which the path is interrupted at a given rate and placed back to a given reset position. Our goal is two-fold: (1) For general functionals, we derive a large deviation principle in the presence of resetting and identify the large deviation rate function in terms of a variational formula involving large deviation rate functions without resetting. (2) For three examples of functionals (positive occupation time, area and absolute area), we investigate the effect of resetting by computing distributions and moments, using a formula that links the generating function with resetting to the generating function without resetting.

math.PR↗

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.

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arXiv2019

Nonequilibrium dynamics of noninteracting fermions in a trap

We consider the real time dynamics of $N$ noninteracting fermions in $d=1$. They evolve in a trapping potential $V(x)$, starting from the equilibrium state in a potential $V_0(x)$. We study the time evolution of the Wigner function $W(x,p,t)$ in the phase space $(x,p)$, and the associated kernel which encodes all correlation functions. At $t=0$ the Wigner function for large $N$ is uniform in phase space inside the Fermi volume, and vanishes at the Fermi surf over a scale $e_N$ being described by a universal scaling function related to the Airy function. We obtain exact solutions for the Wigner function, the density, and the correlations in the case of harmonic and inverse square potentials, for several $V_0(x)$. In the large $N$ limit, near the edges where the density vanishes, we obtain limiting kernels (of the Airy or Bessel types) that retain the form found in equilibrium, up to a time dependent rescaling. For non-harmonic traps the evolution of the Fermi volume is more complex. Nevertheless we show that, for intermediate times, the Fermi surf is still described by the same equilibrium scaling function, with a non-trivial time and space dependent width which we compute analytically. We discuss the multi-time correlations and obtain their explicit scaling forms valid near the edge for the harmonic oscillator. Finally, we address the large time limit where relaxation to the Generalized Gibbs Ensemble (GGE) was found to occur in the "classical" regime $\hbar \sim 1/N$. Using the diagonal ensemble we compute the Wigner function in the quantum case (large $N$, fixed $\hbar$) and show that it agrees with the GGE. We also obtain the higher order (non-local) correlations in the diagonal ensemble.

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arXiv2019

Free fermions and $α$-determinantal processes

The $α$-determinant is a one-parameter generalisation of the standard determinant, with $α=-1$ corresponding to the determinant, and $α=1$ corresponding to the permanent. In this paper a simple limit procedure to construct $α$-determinantal point processes out of fermionic processes is examined. The procedure is illustrated for a model of $N$ free fermions in a harmonic potential. When the system is in the ground state, the rescaled correlation functions converge for large $N$ to determinants (of the sine kernel in the bulk and the Airy kernel at the edges). We analyse the point processes associated to a special family of excited states of fermions and show that appropriate scaling limits generate $α$-determinantal processes. Links with wave optics and other random matrix models are suggested.

math-ph↗

arXiv2019

Fluctuation-dominated phase ordering at a mixed order transition

Mixed order transitions are those which show a discontinuity of the order parameter as well as a divergent correlation length. We show that the behaviour of the order parameter correlation function along the transition line of mixed order transitions can change from normal critical behaviour with power law decay, to fluctuation-dominated phase ordering as a parameter is varied. The defining features of fluctuation-dominated order are anomalous fluctuations which remain large in the thermodynamic limit, and correlation functions which approach a finite value through a cusp singularity as the separation scaled by the system size approaches zero. We demonstrate that fluctuation-dominated order sets in along a portion of the transition line of an Ising model with truncated long-range interactions which was earlier shown to exhibit mixed order transitions, and also argue that this connection should hold more generally.

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arXiv2019

Extremes of $2d$ Coulomb gas: universal intermediate deviation regime

In this paper, we study the extreme statistics in the complex Ginibre ensemble of $N \times N$ random matrices with complex Gaussian entries, but with no other symmetries. All the $N$ eigenvalues are complex random variables and their joint distribution can be interpreted as a $2d$ Coulomb gas with a logarithmic repulsion between any pair of particles and in presence of a confining harmonic potential $v(r) \propto r^2$. We study the statistics of the eigenvalue with the largest modulus $r_{\max}$ in the complex plane. The typical and large fluctuations of $r_{\max}$ around its mean had been studied before, and they match smoothly to the right of the mean. However, it remained a puzzle to understand why the large and typical fluctuations to the left of the mean did not match. In this paper, we show that there is indeed an intermediate fluctuation regime that interpolates smoothly between the large and the typical fluctuations to the left of the mean. Moreover, we compute explicitly this "intermediate deviation function" (IDF) and show that it is universal, i.e. independent of the confining potential $v(r)$ as long as it is spherically symmetric and increases faster than $\ln r^2$ for large $r$ with an unbounded support. If the confining potential $v(r)$ has a finite support, i.e. becomes infinite beyond a finite radius, we show via explicit computation that the corresponding IDF is different. Interestingly, in the borderline case where the confining potential grows very slowly as $v(r) \sim \ln r^2$ for $r \gg 1$ with an unbounded support, the intermediate regime disappears and there is a smooth matching between the central part and the left large deviation regime.

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arXiv2018

Gap statistics close to the quantile of a random walk

We consider a random walk of $n$ steps starting at $x_0=0$ with a double exponential (Laplace) jump distribution. We compute exactly the distribution $p_{k,n}(Δ)$ of the gap $d_{k,n}$ between the $k^{\rm th}$ and $(k+1)^{\rm th}$ maxima in the limit of large $n$ and large $k$, with $α=k/n$ fixed. We show that the typical fluctuations of the gaps, which are of order $O( n^{-1/2})$, are described by a universal $α$-dependent distribution, which we compute explicitly. Interestingly, this distribution has an inverse cubic tail, which implies a non-trivial $n$-dependence of the moments of the gaps. We also argue, based on numerical simulations, that this distribution is universal, i.e. it holds for more general jump distributions (not only the Laplace distribution), which are continuous, symmetric with a well defined second moment. Finally, we also compute the large deviation form of the gap distribution $p_{αn,n}(Δ)$ for $Δ=O(1)$, which turns out to be non-universal.

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arXiv2018

Effects of refractory period on stochastic resetting

We consider a stochastic process undergoing resetting after which a random refractory period is imposed. In this period the process is quiescent and remains at the resetting position. Using a first-renewal approach, we compute exactly the stationary position distribution and analyse the emergence of a delta peak at the resetting position. In the case of a power-law distribution for the refractory period we find slow relaxation. We generalise our results to the case when the resetting period and the refractory period are correlated, by computing the Laplace transform of the survival probability of the process and the mean first passage time, i.e., the mean time to completion of a task. We also compute exactly the joint distribution of the active and absorption time to a fixed target.

cond-mat.stat-mech↗

arXiv2018

Noninteracting fermions in a trap and random matrix theory

We review recent advances in the theory of trapped fermions using techniques borrowed from random matrix theory (RMT) and, more generally, from the theory of determinantal point processes. In the presence of a trap, and in the limit of a large number of fermions $N \gg 1$, the spatial density exhibits an edge, beyond which it vanishes. While the spatial correlations far from the edge, i.e. close to the center of the trap, are well described by standard many-body techniques, such as the local density approximation (LDA), these methods fail to describe the fluctuations close to the edge of the Fermi gas, where the density is very small and the fluctuations are thus enhanced. It turns out that RMT and determinantal point processes offer a powerful toolbox to study these edge properties in great detail. Here we discuss the principal edge universality classes, that have been recently identified using these modern tools. In dimension $d=1$ and at zero temperature $T=0$, these universality classes are in one-to-one correspondence with the standard universality classes found in the classical unitary random matrix ensembles: soft edge (described by the "Airy kernel") and hard edge (described by the "Bessel kernel") universality classes. We further discuss extensions of these results to higher dimensions $d\geq 2$ and to finite temperature. Finally, we discuss correlations in the phase space, i.e., in the space of positions and momenta, characterized by the so called Wigner function.

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arXiv2018

Run and tumble particle under resetting: a renewal approach

We consider a particle undergoing run and tumble dynamics, in which its velocity stochastically reverses, in one dimension. We study the addition of a Poissonian resetting process occurring with rate $r$. At a reset event the particle's position is returned to the resetting site $X_r$ and the particle's velocity is reversed with probability $η$. The case $η= 1/2$ corresponds to position resetting and velocity randomization whereas $η=0$ corresponds to position-only resetting. We show that, beginning from symmetric initial conditions, the stationary state does not depend on $η$ i.e. it is independent of the velocity resetting protocol. However, in the presence of an absorbing boundary at the origin, the survival probability and mean time to absorption do depend on the velocity resetting protocol. Using a renewal equation approach, we show that the the mean time to absorption is always less for velocity randomization than for position-only resetting.

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