First passage time densities for random walk spans

A general expression is derived for the Laplace transform of the probability density of the first passage time for the span of a symmetric continuous-time random walk to reach levelS. We show that when the mean time between steps is finite, the mean first passage time toS is proportional toS ₂. When the pausing time density is asymptotic to a stable density we show that the first passage density is also asymptotically stable. Finally when the jump distribution of the random walk has the asymptotic formp(j)A/|j| ₊₁, 0 < < 2 it is shown that the mean first passage time toS goes likeS .     

Asymptotic solutions of continuous-time random walks

The continuous-time random walk of Montroll and Weiss has a complete separation of time (how long a walker will remain at a site) and space (how far a walker will jump when it leaves a site). The time part is completely described by a pausing time distribution(t). This paper relates the asymptotic time behavior of the probability of being at sitel at timet to the asymptotic behavior of(t). Two classes of behavior are discussed in detail. The first is the familiar Gaussian diffusion packet which occurs, in general, when at least the first two moments of(t) exist; the other occurs when(t) falls off so slowly that all of its moments are infinite. Other types of possible behavior are mentioned. The relationship of this work to solutions of a generalized master equation and to transient photocurrents in certain amorphous semiconductors and organic materials is discussed.This work was partially supported by NSF Grant No. 28501.     

Clustering in a Self-Gravitating One-Dimensional Gas at Zero Temperature

We study a system of gravitationally interacting sticky particles. At the initial time, we have n particles, each with mass 1/n and momentum 0, independently spread on [0, 1] according to the uniform law. Due to the confining of the system, all particles merge into a single cluster after a finite time. We give the asymptotic laws of the time of the last collision and of the time of the kth collision, when n. We prove also that clusters of size k appear at time n ^{–1/2(k–1)}. We then investigate the system at a fixed time t<1. We show that the biggest cluster has size of order logn, whereas a typical cluster is of finite size.     

The surfboard Schrödinger equations

We study the large time behavior of solutions of time dependent Schrödinger equationsiu/t=–(1/2)u+t V(x/t)u with bounded potentialV(x). We show that (1) if>–1, all solutions are asymptotically free ast, (2) if–1 a solution becomes asymptotically free if and only if it has the momentum support outside of suppV for large time, (3) if –1 <0 all solutions are still asymptotically modified free ast and that (4) if 0 <2, for each local minimumx ₀ ofV(x), there exist solutions which are asymptotically Gaussians centered atx=tx ₀ and spreading slowly ast.     

On the Long Time Behavior of Infinitely Extended Systems of Particles Interacting via Kac Potentials

We analyze the long time behavior of an infinitely extended system of particles in one dimension, evolving according to the Newton laws and interacting via a non-negative superstable Kac potential (x)=(x), (0, 1]. We first prove that the velocity of a particle grows at most linearly in time, with rate of order . We next study the motion of a fast particle interacting with a background of slow particles, and we prove that its velocity remains almost unchanged for a very long time (at least proportional to ^–1 times the velocity itself). Finally we shortly discuss the so called Vlasov limit, when time and space are scaled by a factor .     

A solvable model exhibiting a glass-like transition

A nonlinear equation of motion of an overdamped oscillator exhibiting a glass-like transition at a critical coupling constant _c is presented and solved exactly. Below _c , in the fluid phase, the oscillator coordinatex(t) decays to zero, while above _c , in the amorphous phase, it decays to a nonzero infinite time limit. Near _c the motion is slowed down by a nonlinear feedback mechanism andx(t) decays exponentially to its long time limit with a relaxation time diverging as (1 – / _c )^–3/2 and (/ _c –1)^–1 for < _c and > _c respectively. At _c x(t) exhibits a power law decay proportional tot ^– with exponent -1/2.     

Nearly separable behavior of Fermi-Pasta-Ulam chains through the stochasticity threshold

For the periodic Fermi-Pasta-Ulam chain with quartic potential we prove the relation p _k ² _T (1+) _k ² q _k ² , i.e., the proportionality, already at early timesT, between averaged kinetic and harmonic energies of each mode. The factor depends on the parameters of the model, but not on the mode and the number of degrees of freedom. It grows with the anharmonic strength from the value =0 of the harmonic limit (virial theorem) up to few units for the system much above the threshold. In the stochastic regime the time necessary to reduce the fluctuations ink to a fixed percentage remains at least one order of magnitude smaller than the time necessary to reach a similar level of equipartition. The persistence of such a behavior even above the stochasticity threshold clarifies a number of previous numerical results on the relaxation to equilibrium: e.g., the existence of several time scales and the relevance of the harmonic frequency spectrum. The difficulties in the numerical simulation of the thermodynamic limit are also discussed.CNR-INFM.     

A new class of long-tailed pausing time densities for the CTRW

We present some asymptotic results for the family of pausing time densities having the asymptotic (t) property(t) [t ln¹⁺(t/T)]^–1. In particular, we show that for this class of pausing time densities the mean-squared displacement r ²(t) is asymptotically proportional to ln(t/T), and the asymptotic distribution of the displacement has a negative exponential form.     

Ionization for Three Dimensional Time-Dependent Point Interactions

We study the time evolution of a three dimensional quantum particle under the action of a time-dependent point interaction fixed at the origin. We assume that the strength of the interaction (t) is a periodic function with an arbitrary mean. Under very weak conditions on the Fourier coefficients of (t), we prove that there is complete ionization as t, starting from a bound state at time t=0. Moreover we prove also that, under the same conditions, all the states of the system are scattering states.On leave from Dipartimento di Matematica, Università di Roma, La Sapienza, Italy.     

Two results concerning asymptotic behavior of solutions of the Burgers equation with force

We consider the Burgers equation with an external force. For the case of the force periodic in space and time we prove the existence of a solution periodic in space and time which is the limit of a wide class of solutions ast . If the force is the product of a periodic function ofx and white noise in time, we prove the existence of an invariant distribution concentrated on the space of space-periodic functions which is the limit of a wide class of distributions ast .     

Enhancement of conductance fluctuations in two-dimensional mesoscopic electron systems with valley structures

Conductance fluctuations are studied in twodimensional mesoscopic electron system with a two-hold valley degeneracy (n _v =2), which corresponds to the inversion layer of Si-MOSFET formed in (1,0,0) plane. It is shown that the intervalley scattering modifies conductance fluctuations depending on the ratio, Min { _c , _T }/ _v , where _v = ( – 2)/2 and _c , _T , and are, respectively, system traversal time, thermal diffusion time, intervalley scattering time and total life time of electrons. Conductance fluctuations are no longer universal and vary from G _univ 0.862·e ²/h to {ie223-5} at low temperatures even for isotropic systems. The conductance fluctuations increase with decreasing system size, increasing electron density and increasing intervalley scattering time. The effect of intervalley scattering is essentially the same as that of intersubband scattering as previously reported. At finite temperatures where _{T c} , the intervalley scattering modifies the fluctuations through the change in the energy correlation range to results in the reduction of the conductance fluctuations. In Si-MOSFET formed in (1, 1, 1) plane, wheren _v =6, more enhanced fluctuations are expected. Experimental studies are desired on theoretically predicted points.     

Hydrodynamic Limit of Brownian Particles Interacting with Short- and Long-Range Forces

We investigate the time evolution of a model system of interacting particles moving in a d-dimensional torus. The microscopic dynamics is first order in time with velocities set equal to the negative gradient of a potential energy term plus independent Brownian motions: is the sum of pair potentials, V(r)+ ^d J(r); the second term has the form of a Kac potential with inverse range . Using diffusive hydrodynamic scaling (spatial scale ^–1, temporal scale ^–2) we obtain, in the limit 0, a diffusive-type integrodifferential equation describing the time evolution of the macroscopic density profile.     

Microscopic theory of gas-surface interaction

A kinetic theory for inelastic scattering, trapping and desorption of gas molecules by surfaces is described. The theory is valid if the time scale _l = 1/r introduced by the relaxation ratesr in the kinetic equations (which is of the order of the life time of vibrational states of adsorbates) is sufficiently large compared to the vibrational period ₀. For sufficiently large activation energies of the adsorbates another time constant _res, the residence time of adsorbed particles, can be determined from the theory. One thus may distinguish four different partly overlapping regimes defined by the time scalest _{I l} , ₀t_II, _l t_III and _rest_IV. Regime I is governed by the Schrödinger equation regime II by the kinetic equations. In the region where both regimes overlap the kinetic coefficients can be expressed in terms of microscopic quantities which have been calculated previously. The relevant quantities in the other regimes are introduced and discussed from a unified point of view thus providing a link between the regimes I and IV which have been treated in detail before.     

On critical phenomena in interacting growth systems. Part II: Bounded growth

This paper completes the classification of some infinite and finite growth systems which was started in Part I. Components whose states are integer numbers interact in a local deterministic way, in addition to which every component's state grows by a positive integerk with a probability ^k (1-) at every moment of the discrete time. Proposition 1 says that in the infinite system which starts from the state all zeros, percentages of elements whose states exceed a given valuek0 never exceed (C) ^k , whereC=const. Proposition 2 refers to finite systems. It states that the same inequalities hold during a time which depends exponentially on the system size.     

From time operator to chronons

A time operator, which incorporates the idea of time as a dynamical variable, was first introduced in the context of a theory of irreversible evolution. The existence of a time operator has interesting implications in several areas of physics. Here we demonstrate a close link between the existence of the time operator for relativistic particles and the existence of an indivisible time interval or chronons for dynamical evolution. More explicitly, we consider a Klein-Gordon particle and require the existence of a time operator for its evolution. We also make a natural choice of the form of the time operator which expresses it in terms of the generators of the Poincaré group. These then imply that the physical time evolution group must be the discrete subgroup U_n (n integers) of the originally given evolution group U_t of the Klein-Gordon particle and the constant is given by =h/2mc². This means that the requirement of the existence of a time operator implies that the time evolution cannot be followed to time intervals smaller than and, as such, emerges as a chronon for the dynamical evolution. Expecting that the same results hold for a Dirac particle also, we conclude that the so-called Zitterbewegungdoes not occur in reality. Thus, possible confirmation of the existence of chronons would result if no observableconsequence of Zitterbewegungis actually realized in nature. This calls for a search of observable consequences of the Zitterbewegungand a re-examination of their agreement (if any) with experiments. A possible consequence of Zitterbewegung,the so-called Darwin term present in the Dirac Hamiltonian in an electric field, is briefly considered.     

Global validity of the Boltzmann equation for a three-dimensional rare gas in vacuum

We consider a system ofN hard spheres in the Boltzmann-Grad limit (i.e.d0,N,Nd ^2–1>0, whered is the diameter of the spheres). If is sufficiently large, and if the joint distribution densities factorize at time zero, with the one particle distribution decaying sufficiently rapidly in space and velocities, we prove that the time evolved one-particle distribution converges for all times to the solution of the Boltzmann equation with the same initial datum. This result improves and is based on a previous paper [1], valid only in two dimensions.Partially supported by MPI and GNFM (CNR)     

Existence of a Constant for Finite System Extinction

We show the existence of a constant (0, ) such that if ⁿ is the extinction time for a supercritical contact process on [1, n] ^d starting from full occupancy, then {log(E[ ⁿ])}/n ^d tend to as n tends to infinity.     

Random walks on lattices. IV. Continuous-time walks and influence of absorbing boundaries

The general study of random walks on a lattice is developed further with emphasis on continuous-time walks with an asymmetric bias. Continuous time walks are characterized by random pauses between jumps, with a common pausing time distribution(t). An analytic solution in the form of an inverse Laplace transform for P(l, t), the probability of a walker being atl at timet if it started atl _o att=0, is obtained in the presence of completely absorbing boundaries. Numerical results for P(l, t) are presented for characteristically different (t), including one which leads to a non-Gaussian behavior for P(l, t) even for larget. Asymptotic results are obtained for the number of surviving walkers and the mean l showing the effect of the absorption at the boundary.This study was partially supported by ARPA and monitored by ONR(N00014-17-0308).     

Brownian dynamics of colloidal hard spheres. 3. Extended investigations at the phase transition regime

The phase behavior of hard-sphere colloidal systems in the volume fraction regime 0.46<<0.64 has been studied in detail using a new and efficient algorithm to treat the nonanalytic interaction pair potential. In particular the influence of various initial configurations such as purely random and facecentered cubic (FCC) has been investigated, and former simulations have been extended toward much longer time scales. Thus, in the case of randomly initiated systems, crystallization could be suppressed for a comparably long time (500 _R , where _R is the structural relaxation time) where the system remained in a metastable glassy state. The concentration dependence of the long-time self-diffusion coefficients of these systems has been analyzed according to free volume theory (Doolittle equation). Numerical data fit excellently to the theoretical predictions, and the volume fraction of zero particle mobility was found close to the expected value of random close packing. In case of the FCC initiated systems, samples remained crystalline within the simulated evolution time of 500 _R if their volume fraction was above the predicted freezing transition _F = 0.494, whereas at lower concentrations rapid melting into a fluidlike disordered state is observed. It should be noted that this algorithm, which neglects higher-order correlations, considering only direct pair interactions, nevertheless yields the correct hard-sphere crystallization phase behavior as predicted in the literature.     

First passage time problems in time-dependent fields

This paper discusses the simplest first passage time problems for random walks and diffusion processes on a line segment. When a diffusing particle moves in a time-varying field, use of the adjoint equation does not lead to any simplification in the calculation of moments of the first passage time as is the case for diffusion in a time-invariant field. We show that for a discrete random walk in the presence of a sinusoidally varying field there is a resonant frequency * for which the mean residence time on the line segment is a minimum. It is shown that for a random walk on a line segment of lengthL the mean residence time goes likeL ² for largeL when *, but when =* the dependence is proportional toL. The results of our simulation are numerical, but can be regarded as exact. Qualitatively similar results are shown to hold for diffusion processes by a perturbation expansion in powers of a dimensionless velocity. These results are extended to higher values of this parameter by a numerical solution of the forward equation.