Inverse scattering solution of the weak noise theory of the Kardar-Parisi-Zhang equation with flat and Brownian initial conditions

Semi-infinite Simple Exclusion Process: From Current Fluctuations to Target Survival

The symmetric simple exclusion process (SEP), where diffusive particles cannot overtake each other, is a paradigmatic model of transport in the single-file geometry. In this model, the study of currents has attracted a lot of attention, but so far most results are restricted to two geometries: (i) a finite system between two reservoirs, which does not conserve the number of particles but reaches a nonequilibrium steady state, and (ii) an infinite system which conserves the number of particles but never reaches a steady state. Here, we obtain an expression for the full cumulant generating function of the integrated current in the important intermediate situation of a semi-infinite system connected to a reservoir, which does not conserve the number of particles and never reaches a steady state. This results from the determination of the full spatial structure of the correlations, which we infer to obey the very same closed equation recently obtained in the infinite geometry and argue to be exact. Besides their intrinsic interest, these results allow us to solve two open problems: the survival probability of a fixed target in the SEP, and the statistics of the number of particles injected by a localized source.

Complete integrability of the problem of full statistics of nonstationary mass transfer in the simple inclusion process

The simple inclusion process (SIP) interpolates between two well-known lattice gas models: the independent random walkers and the Kipnis-Marchioro-Presutti model. Here we study large deviations of nonstationary mass transfer in the SIP at long times in one dimension. We suppose that N≫1 particles start from a single lattice site at the origin, and we are interested in the probability P(M,N,T) of observing M of the particles, 0≤M≤N, to the right of the origin at a specified time T≫1. At large times, the corresponding full probability distribution has a large-deviation behavior, -lnP(M,N,T)≃sqrt[T]s(M/N,N/sqrt[T]). We determine the rate function s exactly by uncovering and utilizing complete integrability, by the inverse scattering method, of the underlying equations of the macroscopic fluctuation theory. We also analyze different asymptotic limits of the rate function s.

Tracer Diffusion beyond Gaussian Behavior: Explicit Results for General Single-File Systems

Single-file systems, in which particles diffuse in narrow channels while not overtaking each other, is a fundamental model for the tracer subdiffusion observed in confined geometries, such as in zeolites or carbon nanotubes. Twenty years ago, the mean squared displacement of a tracer was determined at large times, for any diffusive single-file system. Since then, for a general single-file system, even the determination of the fourth cumulant, which probes the deviation from Gaussianity, has remained an open question. Here, we fill this gap and provide an explicit formula for the fourth cumulant of an arbitrary single-file system. Our approach also allows us to quantify the perturbation induced by the tracer on its environment, encoded in the correlation profiles. These explicit results constitute a first step towards obtaining a closed equation for the correlation profiles for arbitrary single-file systems.

Weak noise theory of the O'Connell-Yor polymer as an integrable discretization of the nonlinear Schrödinger equation

We investigate and solve the weak noise theory for the semidiscrete O'Connell-Yor directed polymer. In the large deviation regime, the most probable evolution of the partition function obeys a classical nonlinear system which is a nonstandard discretization of the nonlinear Schrödinger equation with mixed initial-final conditions. We show that this system is integrable and find its general solution through an inverse scattering method and a non-standard Fredholm determinant framework that we develop. This allows us to obtain the large deviation rate function of the free energy of the polymer model from its conserved quantities and to study its convergence to the large deviations of the Kardar-Parisi-Zhang equation. Our model also degenerates to the classical Toda chain, which further substantiates the applicability of our Fredholm framework.

Probing the large deviations for the beta random walk in random medium

We consider a discrete-time random walk on a one-dimensional lattice with space- and time-dependent random jump probabilities, known as the beta random walk. We are interested in the probability that, for a given realization of the jump probabilities (a sample), a walker starting at the origin at time t=0 is at position beyond ξsqrt[T/2] at time T. This probability fluctuates from sample to sample and we study the large-deviation rate function, which characterizes the tails of its distribution at large time T≫1. It is argued that, up to a simple rescaling, this rate function is identical to the one recently obtained exactly by two of the authors for the continuum version of the model. That continuum model also appears in the macroscopic fluctuation theory of a class of lattice gases, e.g., in the so-called KMP model of heat transfer. An extensive numerical simulation of the beta random walk, based on an importance sampling algorithm, is found in good agreement with the detailed analytical predictions. A first-order transition in the tilted measure, predicted to occur in the continuum model, is also observed in the numerics.

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

We study large deviations of the one-point height H of a stochastic interface, governed by the Golubović-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.

Exact spatial correlations in single-file diffusion

Single-file diffusion refers to the motion of diffusive particles in narrow channels, so that they cannot bypass each other. This constraint leads to the subdiffusion of a tagged particle, called the tracer. This anomalous behavior results from the strong correlations that arise in this geometry between the tracer and the surrounding bath particles. Despite their importance, these bath-tracer correlations have long remained elusive, because their determination is a complex many-body problem. Recently, we have shown that, for several paradigmatic models of single-file diffusion such as the simple exclusion process, these bath-tracer correlations obey a simple exact closed equation. In this paper, we provide the full derivation of this equation, as well as an extension to another model of single-file transport: the double exclusion process. We also make the connection between our results and the ones obtained very recently by several other groups and which rely on the exact solution of different models obtained by the inverse scattering method.

Crossover from the macroscopic fluctuation theory to the Kardar-Parisi-Zhang equation controls the large deviations beyond Einstein's diffusion

We study the crossover from the macroscopic fluctuation theory (MFT), which describes one-dimensional stochastic diffusive systems at late times, to the weak noise theory (WNT), which describes the Kardar-Parisi-Zhang (KPZ) equation at early times. We focus on the example of the diffusion in a time-dependent random field, observed in an atypical direction which induces an asymmetry. The crossover is described by a nonlinear system which interpolates between the derivative and the standard nonlinear Schrodinger equations in imaginary time. We solve this system using the inverse scattering method for mixed-time boundary conditions introduced by us to solve the WNT. We obtain the rate function which describes the large deviations of the sample-to-sample fluctuations of the cumulative distribution of the tracer position. It exhibits a crossover as the asymmetry is varied, recovering both MFT and KPZ limits. We sketch how it is consistent with extracting the asymptotics of a Fredholm determinant formula, recently derived for sticky Brownian motions. The crossover mechanism studied here should generalize to a larger class of models described by the MFT. Our results apply to study extremal diffusion beyond Einstein's theory.

Exact short-time height distribution and dynamical phase transition in the relaxation of a Kardar-Parisi-Zhang interface with random initial condition

We consider the relaxation (noise-free) statistics of the one-point height H=h(x=0,t), where h(x,t) is the evolving height of a one-dimensional Kardar-Parisi-Zhang (KPZ) interface, starting from a Brownian (random) initial condition. We find that, at short times, the distribution of H takes the same scaling form -lnP(H,t)=S(H)/sqrt[t] as the distribution of H for the KPZ interface driven by noise, and we find the exact large-deviation function S(H) analytically. At a critical value H=H_{c}, the second derivative of S(H) jumps, signaling a dynamical phase transition (DPT). Furthermore, we calculate exactly the most likely history of the interface that leads to a given H, and show that the DPT is associated with spontaneous breaking of the mirror symmetry x↔-x of the interface. In turn, we find that this symmetry breaking is a consequence of the nonconvexity of a large-deviation function that is closely related to S(H), and describes a similar problem but in half space. Moreover, the critical point H_{c} is related to the inflection point of the large-deviation function of the half-space problem.

Exact Solution of the Macroscopic Fluctuation Theory for the Symmetric Exclusion Process

We present the first exact solution for the time-dependent equations of the macroscopic fluctuation theory (MFT) for the symmetric simple exclusion process by combining a generalization of the canonical Cole-Hopf transformation with the inverse scattering method. For the step initial condition with two densities, we obtain exact and compact formulas for the optimal density profile and the response field that produce a required fluctuation, both at initial and final times. The large deviation function of the current is derived and coincides with the formula obtained previously by microscopic calculations. This provides the first analytic confirmation of the validity of the MFT for an interacting model in the time-dependent regime.