Criticality of a randomly-driven front

DOI10.1007/S00205-019-01365-WMaRDI QIDQ2418415zbMATH OpenOpenAlexWikidataFDO

Authors Amir Dembo, Li-Cheng Tsai

Publication date 3 June 2019

Published in Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.10017

zbMATH Keywords

frontmacroscopic scaling exponent

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Initial-boundary value problems for second-order parabolic equations (35K20) Free boundary problems for PDEs (35R35) Interacting particle systems in time-dependent statistical mechanics (82C22) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: Consider an advancing `front' $R(t)inmathbb{Z}_{geq0}$ and particles performing independent continuous time random walks on $(R(t),infty)capmathbbZ$. Starting at $R(0)=0$, whenever a particle attempts to jump into $R(t)$ the latter instantaneously moves $kge1$ steps to the right, absorbing all particles along its path. We take $k$ to be the minimal random integer such that exactly $k$ particles are absorbed by the move of $R$, and view the particle system as a discrete version of the Stefan problem �egin{align*} &partial_t u_*(t,xi) = frac12 partial^2_{xi} u_*(t,xi), quad xi >r(t), &u_*(t,r(t))=0, & frac{d~}{dt}r(t) = frac12 partial_xi u_*(t,r(t)), &tmapsto r(t) ext{ non-decreasing }, quad r(0):=0. end{align*} For a constant initial particles density $$, at $ho<1$ the particle system and the PDE exhibit the same diffusive behavior at large time, whereasat $hoge1$ the PDE explodes instantaneously. Focusing on the critical density $ho=1$, we analyze the large time behavior of the front $R(t)$ for the particle system, and obtain both the scaling exponent of $R(t)$ and an explicit description of its random scaling limit. Our result unveils a rarely seen phenomenon where the macroscopic scaling exponent is sensitive to the amount of initial local fluctuations. Further, the scaling limit demonstrates an interesting oscillation between instantaneous super- and sub-critical phases. Our method is based on a novel monotonicity as well as PDE-type estimates.

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Cited in

(10)

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