Exact persistence exponent for the $2d$-diffusion equation and related Kac polynomials

Abstract

We compute the persistence for the $2d$-diffusion equation with random initial condition, i.e., the probability $p_0(t)$ that the diffusion field, at a given point $\mathbf{x}$ in the plane, has not changed sign up to time $t$. For large $t$, we show that $p_0(t)\sim t^{-\theta (2)}$ with $\theta (2)=3/16$. Using the connection between the $2d$-diffusion equation and Kac random polynomials, we show that the probability $q_0(n)$ that Kac polynomials, of (even) degree $n$, have no real root decays, for large $n$, as $q_0(n)\sim n^{-3/4}$. We obtain this result by using yet another connection with the truncated orthogonal ensemble of random matrices. This allows us to compute various properties of the zero-crossings of the diffusing field, equivalently of the real roots of Kac polynomials. Finally, we unveil a precise connection with a fourth model: the semi-infinite Ising spin chain with Glauber dynamics at zero temperature.

6 pages + 14 pages of Supplementary material, 4 figures