Range-Controlled Random Walks.

We introduce range-controlled random walks with hopping rates depending on the range N, that is, the total number of previously distinct visited sites. We analyze a one-parameter class of models with a hopping rate N^{a} and determine the large time behavior of the average range, as well as its complete distribution in two limit cases. We find that the behavior drastically changes depending on whether the exponent a is smaller, equal, or larger than the critical value, a_{d}, depending only on the spatial dimension d. When a>a_{d}, the forager covers the infinite lattice in a finite time. The critical exponent is a_{1}=2 and a_{d}=1 when d≥2. We also consider the case of two foragers who compete for food, with hopping rates depending on the number of sites each visited before the other. Surprising behaviors occur in 1D where a single walker dominates and finds most of the sites when a>1, while for a<1, the walkers evenly explore the line. We compute the gain of efficiency in visiting sites by adding one walker.

Nonextensive Supercluster States in Aggregation with Fragmentation.

Systems evolving through aggregation and fragmentation may possess an intriguing supercluster state (SCS). Clusters constituting this state are mostly very large, so the SCS resembles a gelling state, but the formation of the SCS is controlled by fluctuations and in this aspect, it is similar to a critical state. The SCS is nonextensive, that is, the number of clusters varies sublinearly with the system size. In the parameter space, the SCS separates equilibrium and jamming (extensive) states. The conventional methods, such as, e.g., the van Kampen expansion, fail to describe the SCS. To characterize the SCS we propose a scaling approach with a set of critical exponents. Our theoretical findings are in good agreement with numerical results.

Blast in a One-Dimensional Cold Gas: From Newtonian Dynamics to Hydrodynamics.

A gas composed of a large number of atoms evolving according to Newtonian dynamics is often described by continuum hydrodynamics. Proving this rigorously is an outstanding open problem, and precise numerical demonstrations of the equivalence of the hydrodynamic and microscopic descriptions are rare. We test this equivalence in the context of the evolution of a blast wave, a problem that is expected to be at the limit where hydrodynamics could work. We study a one-dimensional gas at rest with instantaneous localized release of energy for which the hydrodynamic Euler equations admit a self-similar scaling solution. Our microscopic model consists of hard point particles with alternating masses, which is a nonintegrable system with strong mixing dynamics. Our extensive microscopic simulations find a remarkable agreement with Euler hydrodynamics, with deviations in a small core region that are understood as arising due to heat conduction.

Size distribution of particles in Saturn's rings from aggregation and fragmentation.

Saturn's rings consist of a huge number of water ice particles, with a tiny addition of rocky material. They form a flat disk, as the result of an interplay of angular momentum conservation and the steady loss of energy in dissipative interparticle collisions. For particles in the size range from a few centimeters to a few meters, a power-law distribution of radii, ~r(-q) with q ≈ 3, has been inferred; for larger sizes, the distribution has a steep cutoff. It has been suggested that this size distribution may arise from a balance between aggregation and fragmentation of ring particles, yet neither the power-law dependence nor the upper size cutoff have been established on theoretical grounds. Here we propose a model for the particle size distribution that quantitatively explains the observations. In accordance with data, our model predicts the exponent q to be constrained to the interval 2.75 ≤ q ≤ 3.5. Also an exponential cutoff for larger particle sizes establishes naturally with the cutoff radius being set by the relative frequency of aggregating and disruptive collisions. This cutoff is much smaller than the typical scale of microstructures seen in Saturn's rings.

Oscillations in Aggregation-Shattering Processes.

We observe never-ending oscillations in systems undergoing collision-controlled aggregation and shattering. Specifically, we investigate aggregation-shattering processes with aggregation kernels K_{i,j}=(i/j)^{a}+(j/i)^{a} and shattering kernels F_{i,j}=λK_{i,j}, where i and j are cluster sizes, and parameter λ quantifies the strength of shattering. When 0≤a<1/2, there are no oscillations, and the system monotonically approaches a steady state for all values of λ; in this region, we obtain an analytical solution for the stationary cluster size distribution. Numerical solutions of the rate equations show that oscillations emerge in the 1/2

Trapping and escape in a turbid medium.

We investigate the absorption of diffusing molecules in a fluid-filled spherical beaker that contains many small reactive traps. The molecules are absorbed either by hitting a trap or by escaping via the beaker walls. In the physical situation where the number N of traps is large and their radii a are small compared to the beaker radius R, the fraction of molecules E that escape to the beaker wall and the complementary fraction T that eventually are absorbed by the traps depend only on the dimensionless parameter combination λ = Na/R. We compute E and T as a function of λ for a spherical beaker and for beakers of other three-dimensional shapes. The asymptotic behavior is found to be universal: 1 - E ∼ λ for λ → 0 and E ∼ λ-1/2 for λ → ∞.

Structural Transitions in Densifying Networks.

We introduce a minimal generative model for densifying networks in which a new node attaches to a randomly selected target node and also to each of its neighbors with probability p. The networks that emerge from this copying mechanism are sparse for p<1/2 and dense (average degree increasing with number of nodes N) for p≥1/2. The behavior in the dense regime is especially rich; for example, individual network realizations that are built by copying are disparate and not self-averaging. Further, there is an infinite sequence of structural anomalies at p=2/3, 3/4, 4/5, etc., where the N dependences of the number of triangles (3-cliques), 4-cliques, undergo phase transitions. When linking to second neighbors of the target can occur, the probability that the resulting graph is complete-all nodes are connected-is nonzero as N→∞.

Temporal Correlations of the Running Maximum of a Brownian Trajectory.

We study the correlations between the maxima m and M of a Brownian motion (BM) on the time intervals [0,t_{1}] and [0,t_{2}], with t_{2}>t_{1}. We determine the exact forms of the distribution functions P(m,M) and P(G=M-m), and calculate the moments E{(M-m)^{k}} and the cross-moments E{m^{l}M^{k}} with arbitrary integers l and k. We show that correlations between m and M decay as sqrt[t_{1}/t_{2}] when t_{2}/t_{1}→∞, revealing strong memory effects in the statistics of the BM maxima. We also compute the Pearson correlation coefficient ρ(m,M) and the power spectrum of M_{t}, and we discuss a possibility of extracting the ensemble-averaged diffusion coefficient in single-trajectory experiments using a single realization of the maximum process.

Synchronization as Aggregation: Cluster Kinetics of Pulse-Coupled Oscillators.

We consider models of identical pulse-coupled oscillators with global interactions. Previous work showed that under certain conditions such systems always end up in sync, but did not quantify how small clusters of synchronized oscillators progressively coalesce into larger ones. Using tools from the study of aggregation phenomena, we obtain exact results for the time-dependent distribution of cluster sizes as the system evolves from disorder to synchrony.

Slow kinetics of Brownian maxima.

We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t) that the two maxima remain ordered up to time t and find the algebraic decay P ∼ t(-ß) with exponent ß = 1/4. When the two particles have diffusion constants D(1) and D(2), the exponent depends on the mobilities, ß = (1/π) arctan sqrt[D(2)/D(1)]. We also use numerical simulations to investigate maxima of multiple particles in one dimension and the largest extension of particles in higher dimensions.

Large deviations in single-file diffusion.

We apply macroscopic fluctuation theory to study the diffusion of a tracer in a one-dimensional interacting particle system with excluded mutual passage, known as single-file diffusion. In the case of Brownian point particles with hard-core repulsion, we derive the cumulant generating function of the tracer position and its large deviation function. In the general case of arbitrary interparticle interactions, we express the variance of the tracer position in terms of the collective transport properties, viz., the diffusion coefficient and the mobility. Our analysis applies both for fluctuating (annealed) and fixed (quenched) initial configurations.

Simple evolving random graphs.

We study random graphs densifying by adding edges. In each step, two vertices are randomly chosen, and an edge between these vertices is created if the vertices belong to trees. An edge is added with probability p if only one vertex belongs to a tree and an attempt fails otherwise. Simple random graphs generated by this procedure contain only trees and unicycles. In the thermodynamic limit, the fraction of vertices in unicycles exhibits a phase transition resembling a percolation transition in classical random graphs. In contrast to classical random graphs, where a giant component born at the transition point eventually engulfs all finite components and densifies forever, the evolution of simple random graphs freezes when trees disappear. We quantify simple random graphs in the supercritical phase and the properties of the frozen state.

Dynamical fluctuations in the Riesz gas.

We consider an infinite system of particles on a line performing identical Brownian motions and interacting through the |x-y|^{-s} Riesz potential, causing the overdamped motion of particles. We investigate fluctuations of the integrated current and the position of a tagged particle. We show that for 01, the interactions are effectively short-ranged, and the universal subdiffusive t^{1/4} growth emerges with only amplitude depending on the exponent s. We also show that the two-time correlations of the tagged-particle position have the same form as for fractional Brownian motion.

Supercluster states and phase transitions in aggregation-fragmentation processes.

We study the evolution of aggregates triggered by collisions with monomers that either lead to the attachment of monomers or the break-up of aggregates into constituting monomers. Depending on parameters quantifying addition and break-up rates, the system falls into a jammed or a steady state. Supercluster states (SCSs) are very peculiar nonextensive jammed states that also arise in some models. Fluctuations underlie the formation of the SCSs. Conventional tools, such as the van Kampen expansion, apply to small fluctuations. We go beyond the van Kampen expansion and determine a set of critical exponents quantifying SCSs. We observe continuous and discontinuous phase transitions between the states. Our theoretical predictions are in good agreement with numerical results.

Finite-size effects in addition and chipping processes.

We investigate analytically and numerically a system of clusters evolving via collisions with clusters of minimal mass (monomers). Each collision either leads to the addition of the monomer to the cluster or the chipping of a monomer from the cluster, and emerging behaviors depend on which of the two processes is more probable. If addition prevails, monomers disappear in a time that scales as lnN with the total mass N≫1, and the system reaches a jammed state. When chipping prevails, the system remains in a quasistationary state for a time that scales exponentially with N, but eventually, a giant fluctuation leads to the disappearance of monomers. In the marginal case, monomers disappear in a time that scales linearly with N, and the final supercluster state is a peculiar jammed state; i.e., it is not extensive.

Fate of 2D kinetic ferromagnets and critical percolation crossing probabilities.

We present evidence for a deep connection between the zero-temperature coarsening of both the two-dimensional time-dependent Ginzburg-Landau equation and the kinetic Ising model with critical continuum percolation. In addition to reaching the ground state, the time-dependent Ginzburg-Landau equation and kinetic Ising model can fall into a variety of topologically distinct metastable stripe states. The probability to reach a stripe state that winds a times horizontally and b times vertically on a square lattice with periodic boundary conditions equals the corresponding exactly solved critical percolation crossing probability P(a,b) for a spanning path with winding numbers a and b.

Growth inside a corner: the limiting interface shape.

We investigate the growth of a crystal that is built by depositing cubes inside a corner. The interface of this crystal approaches a deterministic growing limiting shape in the long-time limit. Building on known results for the corresponding two-dimensional system and accounting for basic three-dimensional symmetries, we conjecture a governing equation for the evolution of the interface profile. We solve this equation analytically and find excellent agreement with simulations of the growth process. We also present a generalization to arbitrary spatial dimension.

Driven Brownian coagulation of polymers.

We present an analysis of the mean-field kinetics of Brownian coagulation of droplets and polymers driven by input of monomers which aims to characterize the long time behavior of the cluster size distribution as a function of the inverse fractal dimension, a, of the aggregates. We find that two types of long time behavior are possible. For 0≤a<1/2 the size distribution reaches a stationary state with a power law distribution of cluster sizes having exponent 3/2. The amplitude of this stationary state is determined exactly as a function of a. For 1/2

Survival of an evasive prey.

We study the survival of a prey that is hunted by N predators. The predators perform independent random walks on a square lattice with V sites and start a direct chase whenever the prey appears within their sighting range. The prey is caught when a predator jumps to the site occupied by the prey. We analyze the efficacy of a lazy, minimal-effort evasion strategy according to which the prey tries to avoid encounters with the predators by making a hop only when any of the predators appears within its sighting range; otherwise the prey stays still. We show that if the sighting range of such a lazy prey is equal to 1 lattice spacing, at least 3 predators are needed in order to catch the prey on a square lattice. In this situation, we establish a simple asymptotic relation ln P(ev)(t) approximately (N/V)(2)ln P(imm)(t) between the survival probabilities of an evasive and an immobile prey. Hence, when the density rho = N/V of the predators is low, rho << 1, the lazy evasion strategy leads to the spectacular increase of the survival probability. We also argue that a short-sighting prey (its sighting range is smaller than the sighting range of the predators) undergoes an effective superdiffusive motion, as a result of its encounters with the predators, whereas a far-sighting prey performs a diffusive-type motion.

Competition in a system of Brownian particles: Encouraging achievers.

We introduce and analytically and numerically study a simple model of interagent competition, where underachievement is strongly discouraged. We consider N≫1 particles performing independent Brownian motions on the line. Two particles are selected at random and at random times, and the particle closest to the origin is reset to it. We show that, in the limit of N→∞, the dynamics of the coarse-grained particle density field can be described by a nonlocal hydrodynamic theory which was encountered in a study of the spatial extent of epidemics in a critical regime. The hydrodynamic theory predicts relaxation of the system toward a stationary density profile of the "swarm" of particles, which exhibits a power-law decay at large distances. An interesting feature of this relaxation is a nonstationary "halo" around the stationary solution, which continues to expand in a self-similar manner. The expansion is ultimately arrested by finite-N effects at a distance of order sqrt[N] from the origin, which gives an estimate of the average radius of the swarm. The hydrodynamic theory does not capture the behavior of the particle farthest from the origin-the current leader. We suggest a simple scenario for typical fluctuations of the leader's distance from the origin and show that the mean distance continues to grow indefinitely as sqrt[t]. Finally, we extend the inter-agent competition from n=2 to an arbitrary number n of competing Brownian particles (n≪N). Our analytical predictions are supported by Monte Carlo simulations.