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Sasorov P, Vilenkin A, Smith NR. Probabilities of moderately atypical fluctuations of the size of a swarm of Brownian bees. Phys Rev E 2023; 107:014140. [PMID: 36797921 DOI: 10.1103/physreve.107.014140] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/15/2022] [Accepted: 01/17/2023] [Indexed: 02/03/2023]
Abstract
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.
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Affiliation(s)
- Pavel Sasorov
- Institute of Physics CAS, ELI Beamlines, 182 21 Prague, Czech Republic
| | - Arkady Vilenkin
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Naftali R Smith
- Department of Solar Energy and Environmental Physics, Blaustein Institutes for Desert Research, Ben-Gurion University of the Negev, Sede Boqer, 8499000, Israel
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Meerson B, Sasorov P. Persistent fluctuations of the swarm size of Brownian bees. Phys Rev E 2021; 103:032140. [PMID: 33862785 DOI: 10.1103/physreve.103.032140] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/23/2020] [Accepted: 03/05/2021] [Indexed: 11/07/2022]
Abstract
The "Brownian bees" model describes a system of N-independent branching Brownian particles. At each branching event the particle farthest from the origin is removed so that the number of particles remains constant at all times. Berestycki et al. [arXiv:2006.06486] proved that at N→∞ the coarse-grained spatial density of this particle system lives in a spherically symmetric domain and is described by the solution of a free boundary problem for a deterministic reaction-diffusion equation. Furthermore, they showed [arXiv:2005.09384] that, at long times, this solution approaches a unique spherically symmetric steady state with compact support: a sphere whose radius ℓ_{0} depends on the spatial dimension d. Here we study fluctuations in this system in the limit of large N due to the stochastic character of the branching Brownian motion, and we focus on persistent fluctuations of the swarm size. We evaluate the probability density P(ℓ,N,T) that the maximum distance of a particle from the origin remains smaller than a specified value ℓ<ℓ_{0} or larger than a specified value ℓ>ℓ_{0} on a time interval 0<t<T, where T is very large. We argue that P(ℓ,N,T) exhibits the large-deviation form -lnP≃NTR_{d}(ℓ). For all d's we obtain asymptotics of the rate function R_{d}(ℓ) in the regimes ℓ≪ℓ_{0},ℓ≫ℓ_{0}, and |ℓ-ℓ_{0}|≪ℓ_{0}. For d=1 the whole rate function can be calculated analytically. We obtain these results by determining the optimal (most probable) density profile of the swarm, conditioned on the specified ℓ and by arguing that this density profile is spherically symmetric with its center at the origin.
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Affiliation(s)
- Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Pavel Sasorov
- Institute of Physics CAS, ELI Beamlines, 182 21 Prague, Czech Republic.,Keldysh Institute of Applied Mathematics, Moscow 125047, Russia
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Khain E, Meerson B, Sasorov P. Velocity fluctuations of stochastic reaction fronts propagating into an unstable state: Strongly pushed fronts. Phys Rev E 2020; 102:022137. [PMID: 32942446 DOI: 10.1103/physreve.102.022137] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/22/2020] [Accepted: 08/06/2020] [Indexed: 06/11/2023]
Abstract
The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion process in the reference frame moving with the average velocity of the front. Here we address pushed fronts, where the front velocity in the deterministic limit is affected by higher-order reactions and is therefore larger than the linear spread velocity. For a subclass of these fronts-strongly pushed fronts-the effective diffusion constant D_{f}∼1/N of the front can be calculated, in the leading order, via a perturbation theory in 1/N≪1, where N≫1 is the typical number of particles in the transition region. This perturbation theory, however, overestimates the contribution of a few fast particles in the leading edge of the front. We suggest a more consistent calculation by introducing a spatial integration cutoff at a distance beyond which the average number of particles is of order 1. This leads to a nonperturbative correction to D_{f} which even becomes dominant close to the transition point between the strongly and weakly pushed fronts. At the transition point we obtain a logarithmic correction to the 1/N scaling of D_{f}. We also uncover another, and quite surprising, effect of the fast particles in the leading edge of the front. Because of these particles, the position fluctuations of the front can be described as a diffusion process only on very long time intervals with a duration Δt≫τ_{N}, where τ_{N} scales as N. At intermediate times the position fluctuations of the front are anomalously large and nondiffusive. Our extensive Monte Carlo simulations of a particular reacting lattice gas model support these conclusions.
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Affiliation(s)
- Evgeniy Khain
- Department of Physics, Oakland University, Rochester, Michigan 48309, USA
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Pavel Sasorov
- Institute of Physics CAS, ELI Beamlines, 182 21 Prague, Czech Republic
- Keldysh Institute of Applied Mathematics, Moscow 125047, Russia
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Smith NR, Meerson B. Exact short-time height distribution for the flat Kardar-Parisi-Zhang interface. Phys Rev E 2018; 97:052110. [PMID: 29906837 DOI: 10.1103/physreve.97.052110] [Citation(s) in RCA: 12] [Impact Index Per Article: 1.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/13/2018] [Indexed: 11/07/2022]
Abstract
We determine the exact short-time distribution -lnP_{f}(H,t)=S_{f}(H)/sqrt[t] of the one-point height H=h(x=0,t) of an evolving 1+1 Kardar-Parisi-Zhang (KPZ) interface for flat initial condition. This is achieved by combining (i) the optimal fluctuation method, (ii) a time-reversal symmetry of the KPZ equation in 1+1 dimension, and (iii) the recently determined exact short-time height distribution -lnP_{st}(H,t)=S_{st}(H)/sqrt[t] for stationary initial condition. In studying the large-deviation function S_{st}(H) of the latter, one encounters two branches: an analytic and a nonanalytic. The analytic branch is nonphysical beyond a critical value of H where a second-order dynamical phase transition occurs. Here we show that, remarkably, it is the analytic branch of S_{st}(H) which determines the large-deviation function S_{f}(H) of the flat interface via a simple mapping S_{f}(H)=2^{-3/2}S_{st}(2H).
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Affiliation(s)
- Naftali R Smith
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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Smith NR, Kamenev A, Meerson B. Landau theory of the short-time dynamical phase transitions of the Kardar-Parisi-Zhang interface. Phys Rev E 2018; 97:042130. [PMID: 29758703 DOI: 10.1103/physreve.97.042130] [Citation(s) in RCA: 20] [Impact Index Per Article: 2.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/20/2018] [Indexed: 11/07/2022]
Abstract
We study the short-time distribution P(H,L,t) of the two-point two-time height difference H=h(L,t)-h(0,0) of a stationary Kardar-Parisi-Zhang interface in 1+1 dimension. Employing the optimal-fluctuation method, we develop an effective Landau theory for the second-order dynamical phase transition found previously for L=0 at a critical value H=H_{c}. We show that |H| and L play the roles of inverse temperature and external magnetic field, respectively. In particular, we find a first-order dynamical phase transition when L changes sign, at supercritical H. We also determine analytically P(H,L,t) in several limits away from the second-order transition. Typical fluctuations of H are Gaussian, but the distribution tails are highly asymmetric. The tails -lnP∼|H|^{3/2}/sqrt[t] and -lnP∼|H|^{5/2}/sqrt[t], previously found for L=0, are enhanced for L≠0. At very large |L| the whole height-difference distribution P(H,L,t) is time-independent and Gaussian in H, -lnP∼|H|^{2}/|L|, describing the probability of creating a ramplike height profile at t=0.
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Affiliation(s)
- Naftali R Smith
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Alex Kamenev
- Department of Physics, University of Minnesota, Minneapolis, Minnesota 55455, USA.,William I. Fine Theoretical Physics Institute, University of Minnesota, Minneapolis, Minnesota 55455, USA
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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Hindes J, Schwartz IB, Shaw LB. Enhancement of large fluctuations to extinction in adaptive networks. Phys Rev E 2018; 97:012308. [PMID: 29448360 DOI: 10.1103/physreve.97.012308] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/10/2017] [Indexed: 06/08/2023]
Abstract
During an epidemic, individual nodes in a network may adapt their connections to reduce the chance of infection. A common form of adaption is avoidance rewiring, where a noninfected node breaks a connection to an infected neighbor and forms a new connection to another noninfected node. Here we explore the effects of such adaptivity on stochastic fluctuations in the susceptible-infected-susceptible model, focusing on the largest fluctuations that result in extinction of infection. Using techniques from large-deviation theory, combined with a measurement of heterogeneity in the susceptible degree distribution at the endemic state, we are able to predict and analyze large fluctuations and extinction in adaptive networks. We find that in the limit of small rewiring there is a sharp exponential reduction in mean extinction times compared to the case of zero adaption. Furthermore, we find an exponential enhancement in the probability of large fluctuations with increased rewiring rate, even when holding the average number of infected nodes constant.
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Affiliation(s)
- Jason Hindes
- U.S. Naval Research Laboratory, Code 6792, Plasma Physics Division, Nonlinear Systems Dynamics Section, Washington, DC 20375, USA
| | - Ira B Schwartz
- U.S. Naval Research Laboratory, Code 6792, Plasma Physics Division, Nonlinear Systems Dynamics Section, Washington, DC 20375, USA
| | - Leah B Shaw
- Department of Mathematics, College of William and Mary, Williamsburg, Virginia 23187, USA
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Hindes J, Schwartz IB. Epidemic extinction paths in complex networks. Phys Rev E 2017; 95:052317. [PMID: 28618640 DOI: 10.1103/physreve.95.052317] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/18/2017] [Indexed: 06/07/2023]
Abstract
We study the extinction of long-lived epidemics on finite complex networks induced by intrinsic noise. Applying analytical techniques to the stochastic susceptible-infected-susceptible model, we predict the distribution of large fluctuations, the most probable or optimal path through a network that leads to a disease-free state from an endemic state, and the average extinction time in general configurations. Our predictions agree with Monte Carlo simulations on several networks, including synthetic weighted and degree-distributed networks with degree correlations, and an empirical high school contact network. In addition, our approach quantifies characteristic scaling patterns for the optimal path and distribution of large fluctuations, both near and away from the epidemic threshold, in networks with heterogeneous eigenvector centrality and degree distributions.
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Affiliation(s)
- Jason Hindes
- U.S. Naval Research Laboratory, Code 6792, Plasma Physics Division, Nonlinear Systems Dynamics Section, Washington, DC 20375, USA
| | - Ira B Schwartz
- U.S. Naval Research Laboratory, Code 6792, Plasma Physics Division, Nonlinear Systems Dynamics Section, Washington, DC 20375, USA
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Kamenev A, Meerson B, Sasorov PV. Short-time height distribution in the one-dimensional Kardar-Parisi-Zhang equation: Starting from a parabola. Phys Rev E 2016; 94:032108. [PMID: 27739726 DOI: 10.1103/physreve.94.032108] [Citation(s) in RCA: 30] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/19/2016] [Indexed: 11/07/2022]
Abstract
We study the probability distribution P(H,t,L) of the surface height h(x=0,t)=H in the Kardar-Parisi-Zhang (KPZ) equation in 1+1 dimension when starting from a parabolic interface, h(x,t=0)=x^{2}/L. The limits of L→∞ and L→0 have been recently solved exactly for any t>0. Here we address the early-time behavior of P(H,t,L) for general L. We employ the weak-noise theory-a variant of WKB approximation-which yields the optimal history of the interface, conditioned on reaching the given height H at the origin at time t. We find that at small HP(H,t,L) is Gaussian, but its tails are non-Gaussian and highly asymmetric. In the leading order and in a proper moving frame, the tails behave as -lnP=f_{+}|H|^{5/2}/t^{1/2} and f_{-}|H|^{3/2}/t^{1/2}. The factor f_{+}(L,t) monotonically increases as a function of L, interpolating between time-independent values at L=0 and L=∞ that were previously known. The factor f_{-} is independent of L and t, signaling universality of this tail for a whole class of deterministic initial conditions.
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Affiliation(s)
- Alex Kamenev
- Department of Physics, University of Minnesota, Minneapolis, Minnesota 55455, USA.,William I. Fine Theoretical Physics Institute, University of Minnesota, Minneapolis, Minnesota 55455, USA
| | - Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Pavel V Sasorov
- Keldysh Institute of Applied Mathematics, Moscow 125047, Russia
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Meerson B, Katzav E, Vilenkin A. Large Deviations of Surface Height in the Kardar-Parisi-Zhang Equation. PHYSICAL REVIEW LETTERS 2016; 116:070601. [PMID: 26943523 DOI: 10.1103/physrevlett.116.070601] [Citation(s) in RCA: 30] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/15/2015] [Indexed: 06/05/2023]
Abstract
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.
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Affiliation(s)
- Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Eytan Katzav
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
| | - Arkady Vilenkin
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel
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Meerson B, Vilenkin A, Sasorov PV. Emergence of fluctuating traveling front solutions in macroscopic theory of noisy invasion fronts. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2013; 87:012117. [PMID: 23410293 DOI: 10.1103/physreve.87.012117] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/26/2012] [Indexed: 06/01/2023]
Abstract
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.
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Affiliation(s)
- Baruch Meerson
- Racah Institute of Physics, Hebrew University of Jerusalem, Jerusalem 91904, Israel.
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Krapivsky PL, Meerson B. Fluctuations of current in nonstationary diffusive lattice gases. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 86:031106. [PMID: 23030865 DOI: 10.1103/physreve.86.031106] [Citation(s) in RCA: 39] [Impact Index Per Article: 3.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/07/2012] [Indexed: 06/01/2023]
Abstract
We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a steplike initial density profile. We analytically determine the variance of the current fluctuations for a class of diffusive processes with a density-independent diffusion coefficient. Our calculations rely on a perturbation theory around the noiseless hydrodynamic solution. We consider both quenched and annealed types of averaging (the initial condition is allowed to fluctuate in the latter situation). The general results for the variance are specialized to a few interesting models including the symmetric exclusion process and the Kipnis-Marchioro-Presutti model [Kipnis, Marchioro, and Presutti, J. Stat. Phys. 27, 65 (1982)]. We also probe large deviations of the current for the symmetric exclusion process. This is done by numerically solving the governing equations of the macroscopic fluctuation theory using an efficient iteration algorithm.
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Affiliation(s)
- P L Krapivsky
- Physics Department, Boston University, Boston, Massachusetts 02215, USA
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Gottesman O, Meerson B. Multiple extinction routes in stochastic population models. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 85:021140. [PMID: 22463185 DOI: 10.1103/physreve.85.021140] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/19/2011] [Revised: 01/28/2012] [Indexed: 05/31/2023]
Abstract
Isolated populations ultimately go extinct because of the intrinsic noise of elementary processes. In multipopulation systems extinction of a population may occur via more than one route. We investigate this generic situation in a simple predator-prey (or infected-susceptible) model. The predator and prey populations may coexist for a long time, but ultimately both go extinct. In the first extinction route the predators go extinct first, whereas the prey thrive for a long time and then also go extinct. In the second route the prey go extinct first, causing a rapid extinction of the predators. Assuming large subpopulation sizes in the coexistence state, we compare the probabilities of each of the two extinction routes and predict the most likely path of the subpopulations to extinction. We also suggest an effective three-state master equation for the probabilities to observe the coexistence state, the predator-free state, and the empty state.
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Affiliation(s)
- Omer Gottesman
- Faculty of Physics, Weizmann Institute of Science, Rehovot 76100, Israel
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