4.2 Review

Persistence and first-passage properties in nonequilibrium systems

Journal

ADVANCES IN PHYSICS
Volume 62, Issue 3, Pages 225-361

Publisher

TAYLOR & FRANCIS LTD
DOI: 10.1080/00018732.2013.803819

Keywords

05; 40; -a Fluctuation phenomena; random processes; noise; and Brownian motion; 02; 50; -r Probability theory; stochastic processes; and statistics; 05; 70; Ln Nonequilibrium and irreversible thermodynamics; persistence; first-passage; random walks; phase-ordering; nonequilibrium dynamics; fluctuating interfaces

Funding

  1. ANR [2011-BS04-013-01 WALKMAT]
  2. Indo-French Centre for the Promotion of Advanced Research [4604-3]

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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.

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