Persistence and first-passage properties in nonequilibrium systems

2013/04/03 by Alan J. Bray, Satya N. Majumdar, Grégory Schehr +1 · 520 citations
Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Complex system #Non-equilibrium thermodynamics #Persistence (discontinuity) #Persistence length #Quantum many-body systems #Random walk #Simple (philosophy) #Stochastic process #Theoretical and Computational Physics #cond-mat.dis-nn #cond-mat.soft #cond-mat.stat-mech #math.PR

paper · pdf · doi:10.1080/00018732.2013.803819

published in Advances In Physics 62(3), 225-361 (Taylor & Francis) · Review article submitted to Advances in Physics: 149 pages, 21 Figures

arxiv created 2013/04/03 · openalex publication_date 2013/06/01 · arxiv updated 2013/06/26 · openalex created_date 2016/06/24 · openalex updated_date 2026/08/05

Abstract

In this review, we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration problems, we progressively discuss the persistence properties in systems with many degrees of freedom. These systems include spin models undergoing phase-ordering dynamics, diffusion equation, fluctuating interfaces, etc. Persistence properties are nontrivial in these systems as the effective underlying stochastic process is non-Markovian. Several exact and approximate methods have been developed to compute the persistence of such non-Markov processes over the last two decades, as reviewed in this article. We also discuss various generalizations of the local site persistence probability. Persistence in systems with quenched disorder is discussed briefly. Although the main emphasis of this review is on the theoretical developments on persistence, we briefly touch upon various experimental systems as well.

Citations

• Non-equilibrium critical phenomena and phase transitions into absorbing states

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