Anomalous Fluctuations of Extremes in Many-Particle Diffusion

Abstract

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of Einstein's treatment of single-particle diffusion, has each particle taking independent homogeneous random walks. This, however, neglects the fact that all particles diffuse in a common and often inhomogeneous environment that can affect their motion. A more sophisticated model treats this common environment as a space-time random biasing field which influences each particle's independent motion. While the bulk (or typical particle) behavior of these two models has been found to match to high degree, recent theoretical work of Barraquand, Corwin and Le Doussal on a one-dimensional exactly solvable version of this random environment model suggests that the extreme behavior is quite different between the two models. We transform these asymptotic (in system size and time) results into physically applicable predictions. Using high precision numerical simulations we reconcile different asymptotic phases in a manner that matches numerics down to realistic system sizes, amenable to experimental confirmation. We characterize the behavior of extreme diffusion in the random environment model by the presence of a new phase with anomalous fluctuations related to the Kardar-Parisi-Zhang universality class and equation.

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Cited by in corpus (5)

• First Passage Time for Many Particle Diffusion in Space-Time Random Environments
• KPZ equation limit of sticky Brownian motion
• KPZ fluctuations in finite volume
• Decorrelation of a leader by the increasing number of followers
• Multiplicative SHE limit of random walks in space-time random environments