Persistence of a Brownian particle in a Time Dependent Potential

We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times -- leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the confinement, an exponential and an algebraic decay. Analytical calculations and numerical simulations show, that for the case of the exponential relaxation, the dynamics of Brownian particle at short and long times are independent of the parameters of the relaxation. On the contrary, for the algebraic decay of the confinement, the dynamics at long times is determined by the exponent of the decay. Finally, using the two-time correlation function for the position of the Brownian particle, we construct the persistence probability for the Brownian walker in such a scenario.Comment: 7 pages, 5 figures, Accepted for publication in Phys. Rev.

Maximum Distance Between the Leader and the Laggard for Three Brownian Walkers

We consider three independent Brownian walkers moving on a line. The process terminates when the left-most walker (the `Leader') meets either of the other two walkers. For arbitrary values of the diffusion constants D_1 (the Leader), D_2 and D_3 of the three walkers, we compute the probability distribution P(m|y_2,y_3) of the maximum distance m between the Leader and the current right-most particle (the `Laggard') during the process, where y_2 and y_3 are the initial distances between the leader and the other two walkers. The result has, for large m, the form P(m|y_2,y_3) \sim A(y_2,y_3) m^{-\delta}, where \delta = (2\pi-\theta)/(\pi-\theta) and \theta = cos^{-1}(D_1/\sqrt{(D_1+D_2)(D_1+D_3)}. The amplitude A(y_2,y_3) is also determined exactly

Area Distribution of Elastic Brownian Motion

We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the Brownian motion bridge on the real line with the origin removed. We will stress on the power of self adjoint extension to investigate different possible boundary conditions for the stochastic processes.Comment: 18 pages, published versio

Global Persistence Exponent in Critical Dynamics: Finite Size induced Crossover

We extend the definition of a global order parameter to the case of a critical system confined between two infinite parallel plates separated by a finite distance $L$. For a quench to the critical point we study the persistence property of the global order parameter and show that there is a crossover behaviour characterized by a non universal exponent which depends on the ratio of the system size to a dynamic length scale

Extreme Value Statistics of Hierarchically Correlated Variables: Deviation from Gumbel Statistics and Anomalous Persistence

We study analytically the distribution of the minimum of a set of hierarchically correlated random variables $E_1$, $E_2$, $...$, $E_N$ where $E_i$ represents the energy of the $i$-th path of a directed polymer on a Cayley tree. If the variables were uncorrelated, the minimum energy would have an asymptotic Gumbel distribution. We show that due to the hierarchical correlations, the forward tail of the distribution of the minimum energy becomes highly nnon universal, depends explicitly on the distribution of the bond energies $\epsilon$ and is generically different from the super-exponential forward tail of the Gumbel distribution. The consequence of these results to the persistence of hierarchically correlated random variables is discussed and the persistence is also shown to be generically anomalous.Comment: 6 pages, 5 figures ep

Persistence and Quiescence of Seismicity on Fault Systems

We study the statistics of simulated earthquakes in a quasistatic model of two parallel heterogeneous faults within a slowly driven elastic tectonic plate. The probability that one fault remains dormant while the other is active for a time Dt following the previous activity shift is proportional to the inverse of Dt to the power 1+x, a result that is robust in the presence of annealed noise and strength weakening. A mean field theory accounts for the observed dependence of the persistence exponent x as a function of heterogeneity and distance between faults. These results continue to hold if the number of competing faults is increased. This is related to the persistence phenomenon discovered in a large variety of systems, which specifies how long a relaxing dynamical system remains in a neighborhood of its initial configuration. Our persistence exponent is found to vary as a function of heterogeneity and distance between faults, thus defining a novel universality class.Comment: 4 pages, 3 figures, Revte