Finite-time blowup of a Brownian particle in a repulsive potential

2025/02/17 by Krapivsky, P. L., Meerson, Baruch · 1 citation
#FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Statistical Mechanics (cond-mat.stat-mech)

paper · doi:10.48550/arxiv.2502.11796

Abstract

We consider a Brownian particle performing an overdamped motion in a power-law repulsive potential. If the potential grows with the distance faster than quadratically, the particle escapes to infinity in a finite time. We determine the average blowup time and study the probability distribution of the blowup time. In particular, we show that the long-time tail of this probability distribution decays purely exponentially, while the short-time tail exhibits an essential singularity. These qualitative features turn out to be quite universal, as they occur for all rapidly growing power-law potentials in arbitrary spatial dimensions. The quartic potential is especially tractable, and we analyze it in more detail.

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