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具有重置的布朗粒子系统的涨落与首通性质

Fluctuations and first-passage properties of systems of Brownian particles with reset.

作者信息

Vilk Ohad, Assaf Michael, Meerson Baruch

机构信息

Racah Institute of Physics, The Hebrew University of Jerusalem, Jerusalem 91904, Israel.

Movement Ecology Lab, Department of Ecology, Evolution and Behavior, Alexander Silberman Institute of Life Sciences, Faculty of Science, The Hebrew University of Jerusalem, Jerusalem 91904, Israel.

出版信息

Phys Rev E. 2022 Aug;106(2-1):024117. doi: 10.1103/PhysRevE.106.024117.

Abstract

We study, analytically and numerically, stationary fluctuations in two models involving N Brownian particles undergoing stochastic resetting in one dimension. We start with the well-known reset model where the particles reset to the origin independently (model A). Then we introduce nonlocal interparticle correlations by postulating that only the particle farthest from the origin can be reset to the origin (model B). At long times, models A and B approach nonequilibrium steady states. In the limit of N→∞, the steady-state particle density in model A has an infinite support, whereas in model B, it has a compact support, like the recently studied Brownian bees model. A finite system radius, which scales at large N as lnN, appears in model A when N is finite. In both models, we study stationary fluctuations of the center of mass of the system and of the radius of the system due to the random character of the Brownian motion and of the resetting events. In model A, we determine exact distributions of these two quantities. The variance of the center of mass for both models scales as 1/N. The variance of the radius is independent of N in model A and exhibits an unusual scaling (lnN)/N in model B. The latter scaling is intimately related to the 1/f noise in the radius autocorrelation. Finally, we evaluate the mean first-passage time (MFPT) to a distant target in model A, model B, and the Brownian bees model. For model A, we obtain an exact asymptotic expression for the MFPT which scales as 1/N. For model B and the Brownian bees model, we propose a sharp upper bound for the MFPT. The bound assumes an evaporation scenario, where the first passage requires multiple attempts of a single particle, which breaks away from the rest of the particles, to reach the target. The resulting MFPT for model B and the Brownian bees model scales exponentially with sqrt[N]. We verify this bound by performing highly efficient weighted-ensemble simulations of the first passage in model B.

摘要

我们通过解析和数值方法研究了两个模型中的稳态涨落,这两个模型涉及在一维空间中经历随机重置的N个布朗粒子。我们从著名的重置模型开始,其中粒子独立地重置到原点(模型A)。然后,我们通过假设只有离原点最远的粒子可以重置到原点来引入非局部粒子间相关性(模型B)。在长时间情况下,模型A和B趋近于非平衡稳态。在N→∞的极限下,模型A中的稳态粒子密度具有无限支撑,而在模型B中,它具有紧致支撑,就像最近研究的布朗蜜蜂模型一样。当N有限时,模型A中会出现一个有限的系统半径,在大N时其尺度为lnN。在这两个模型中,由于布朗运动和重置事件的随机性,我们研究了系统质心和系统半径的稳态涨落。在模型A中,我们确定了这两个量的精确分布。两个模型中质心的方差尺度为1/N。模型A中半径的方差与N无关,而在模型B中呈现出不寻常的尺度(lnN)/N。后一种尺度与半径自相关中的1/f噪声密切相关。最后,我们评估了模型A、模型B和布朗蜜蜂模型中到远处目标的平均首次通过时间(MFPT)。对于模型A,我们得到了MFPT的精确渐近表达式,其尺度为1/N。对于模型B和布朗蜜蜂模型,我们提出了MFPT的一个严格上界。该界假设了一种蒸发情形,即首次通过需要单个粒子多次尝试,该粒子脱离其他粒子以到达目标。模型B和布朗蜜蜂模型得到的MFPT随sqrt[N]呈指数尺度变化。我们通过对模型B中的首次通过进行高效的加权系综模拟来验证这个界。

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