Large deviations of the interface height in the Golubovic-Bruinsma model of stochastic growth.

We study large deviations of the one-point height H of a stochastic interface, governed by the Golubovic-Bruinsma equation, ∂_{t}h=-ν∂_{x}^{4}h+(λ/2)(∂_{x}h)^{2}+sqrt[D]ξ(x,t), where h(x,t) is the interface height at point x and time t and ξ(x,t) is the Gaussian white noise. The interface is initially flat, and H is defined by the relation h(x=0,t=T)=H. We focus on the short-time limit, T≪T_{NL}, where T_{NL}=ν^{5/7}(Dλ^{2})^{-4/7} is the characteristic nonlinear time of the system. In this limit typical, small fluctuations of H are unaffected by the nonlinear term, and they are Gaussian. However, the large-deviation tails of the probability distribution P(H,T) "feel" the nonlinearity already at short times, and they are non-Gaussian and asymmetric. We evaluate these tails using the optimal fluctuation method (OFM). The lower tail scales as -lnP(H,T)∼H^{5/2}/T^{1/2}. It coincides with its analog for the Kardar-Parisi-Zhang (KPZ) equation, and we point out to the mechanism of this universality. The upper tail scales as -lnP(H,T)∼H^{11/6}/T^{5/6}, it is different from the upper tail of the KPZ equation. We also compute the large deviation function of H numerically and verify our asymptotic results for the tails.

Probabilities of moderately atypical fluctuations of the size of a swarm of Brownian bees.

The "Brownian bees" model describes an ensemble of N= const independent branching Brownian particles. The conservation of N is provided by a modified branching process. When a particle branches into two particles, the particle which is farthest from the origin is eliminated simultaneously. The spatial density of the particles is governed by the solution of a free boundary problem for a reaction-diffusion equation in the limit of N≫1. At long times, the particle density approaches a spherically symmetric steady-state solution with a compact support of radius ℓ[over ¯]_{0}. However, at finite N, the radius of this support, L, fluctuates. The variance of these fluctuations appears to exhibit a logarithmic anomaly [Siboni et al., Phys. Rev. E 104, 054131 (2021)2470-004510.1103/PhysRevE.104.054131]. It is proportional to N^{-1}lnN at N→∞. We investigate here the tails of the probability density function (PDF), P(L), of the swarm radius, when the absolute value of the radius fluctuation ΔL=L-ℓ[over ¯]_{0} is sufficiently larger than the typical fluctuations' scale determined by the variance. For negative deviations the PDF can be obtained in the framework of the optimal fluctuation method. This part of the PDF displays the scaling behavior lnP∝-NΔL^{2}ln^{-1}(ΔL^{-2}), demonstrating a logarithmic anomaly at small negative ΔL. For the opposite sign of the fluctuation, ΔL>0, the PDF can be obtained with an approximation of a single particle, running away. We find that lnP∝-N^{1/2}ΔL. We consider in this paper only the case when |ΔL| is much less than the typical radius of the swarm at N≫1.

Erratum: Macroscopic fluctuation theory and first-passage properties of surface diffusion [Phys. Rev. E 93, 020102(R) (2016)].

This corrects the article DOI: 10.1103/PhysRevE.93.020102.

Large Deviations of Surface Height in the Kardar-Parisi-Zhang Equation.

Using the weak-noise theory, we evaluate the probability distribution P(H,t) of large deviations of height H of the evolving surface height h(x,t) in the Kardar-Parisi-Zhang equation in one dimension when starting from a flat interface. We also determine the optimal history of the interface, conditioned on reaching the height H at time t. We argue that the tails of P behave, at arbitrary time t>0, and in a proper moving frame, as -lnP∼|H|^{5/2} and ∼|H|^{3/2}. The 3/2 tail coincides with the asymptotic of the Gaussian orthogonal ensemble Tracy-Widom distribution, previously observed at long times.

Macroscopic fluctuation theory and first-passage properties of surface diffusion.

We investigate nonequilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface and the bulk of the solid, when desorption of adatoms is negligible. Previous works dealt with dynamic scaling behavior of the fluctuating interface. Here we determine the probability that the interface first reaches a large given height at a specified time. We also find the optimal time history of the interface conditional on this nonequilibrium fluctuation. We obtain these results by developing a macroscopic fluctuation theory of surface diffusion.

Survival of interacting diffusing particles inside a domain with absorbing boundary.

Suppose that a d-dimensional domain is filled with a gas of (in general, interacting) diffusive particles with density n_{0}. A particle is absorbed whenever it reaches the domain boundary. Employing macroscopic fluctuation theory, we evaluate the probability P that no particles are absorbed during a long time T. We argue that the most likely gas density profile, conditional on this event, is stationary throughout most of the time T. As a result, P decays exponentially with T for a whole class of interacting diffusive gases in any dimension. For d=1 the stationary gas density profile and P can be found analytically. In higher dimensions we focus on the simple symmetric exclusion process (SSEP) and show that -lnP≃D_{0}TL^{d-2}s(n_{0}), where D_{0} is the gas diffusivity, and L is the linear size of the system. We calculate the rescaled action s(n_{0}) for d=1, for rectangular domains in d=2, and for spherical domains. Near close packing of the SSEP s(n_{0}) can be found analytically for domains of any shape and in any dimension.

Survival of a static target in a gas of diffusing particles with exclusion.

Let a lattice gas of constant density, described by the symmetric simple exclusion process, be brought in contact with a "target": a spherical absorber of radius R. Employing the macroscopic fluctuation theory (MFT), we evaluate the probability P(T) that no gas particle hits the target until a long but finite time T. We also find the most likely gas density history conditional on the nonhitting. The results depend on the dimension of space d and on the rescaled parameter ℓ=R/√[D(0)T], where D(0) is the gas diffusivity. For small ℓ and d>2, P(T) is determined by an exact stationary solution of the MFT equations that we find. For large ℓ, and for any ℓ in one dimension, the relevant MFT solutions are nonstationary. In this case, lnP(T) scales differently with relevant parameters, and it also depends on whether the initial condition is random or deterministic. The latter effects also occur if the lattice gas is composed of noninteracting random walkers. Finally, we extend the formalism to a whole class of diffusive gases of interacting particles.

Emergence of fluctuating traveling front solutions in macroscopic theory of noisy invasion fronts.

The position of an invasion front, propagating into an unstable state, fluctuates because of the shot noise coming from the discreteness of reacting particles and stochastic character of the reactions and diffusion. A recent macroscopic theory [Meerson and Sasorov, Phys. Rev. E 84, 030101(R) (2011)] yields the probability of observing, during a long time, an unusually slow front. The theory is formulated as an effective Hamiltonian mechanics which operates with the density field and the conjugate "momentum" field. Further, the theory assumes that the most probable density field history of an unusually slow front represents, up to small corrections, a traveling front solution of the Hamilton equations. Here we verify this assumption by solving the Hamilton equations numerically for models belonging to the directed percolation universality class.

Nonlinear theory of nonstationary low Mach number channel flows of freely cooling nearly elastic granular gases.

We employ hydrodynamic equations to investigate nonstationary channel flows of freely cooling dilute gases of hard and smooth spheres with nearly elastic particle collisions. This work focuses on the regime where the sound travel time through the channel is much shorter than the characteristic cooling time of the gas. As a result, the gas pressure rapidly becomes almost homogeneous, while the typical Mach number of the flow drops well below unity. Eliminating the acoustic modes and employing Lagrangian coordinates, we reduce the hydrodynamic equations to a single nonlinear and nonlocal equation of a reaction-diffusion type. This equation describes a broad class of channel flows and, in particular, can follow the development of the clustering instability from a weakly perturbed homogeneous cooling state to strongly nonlinear states. If the heat diffusion is neglected, the reduced equation becomes exactly soluble, and the solution develops a finite-time density blowup. The blowup has the same local features at singularity as those exhibited by the recently found family of exact solutions of the full set of ideal hydrodynamic equations [I. Fouxon, Phys. Rev. E 75, 050301(R) (2007); I. Fouxon,Phys. Fluids 19, 093303 (2007)]. The heat diffusion, however, always becomes important near the attempted singularity. It arrests the density blowup and brings about previously unknown inhomogeneous cooling states (ICSs) of the gas, where the pressure continues to decay with time, while the density profile becomes time-independent. The ICSs represent exact solutions of the full set of granular hydrodynamic equations. Both the density profile of an ICS and the characteristic relaxation time toward it are determined by a single dimensionless parameter L that describes the relative role of the inelastic energy loss and heat diffusion. At L>>1 the intermediate cooling dynamics proceeds as a competition between "holes": low-density regions of the gas. This competition resembles Ostwald ripening (only one hole survives at the end), and we report a particular regime where the "hole ripening" statistics exhibits a simple dynamic scaling behavior.

Self-similar relaxation dynamics of a fluid wedge in a Hele-Shaw cell.

Let the interface between two immiscible fluids in a Hele-Shaw cell have, at t = 0, a wedge shape. As a wedge is scale-free, the fluid relaxation dynamics are self-similar. We find the dynamic exponent of this self-similar flow and show that the interface shape is given by the solution of an unusual inverse problem of potential theory. We solve this problem analytically for an almost flat wedge, and numerically otherwise. The wedge solution is useful for analysis of pinch-off singularities.

Scaling and self-similarity in an unforced flow of inviscid fluid trapped inside a viscous fluid in a Hele-Shaw cell.

We investigate quasi-two-dimensional relaxation, by surface tension, of a long straight stripe of inviscid fluid trapped inside a viscous fluid in a Hele-Shaw cell. Combining analytical and numerical solutions, we describe the emergence of a self-similar dumbbell shape and find nontrivial dynamic exponents that characterize scaling behavior of the dumbbell dimensions.