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Exact Persistence Exponent for the 2D-Diffusion Equation and Related Kac Polynomials.

Mihail Poplavskyi1, Grégory Schehr2

  • 1King's College London, Department of Mathematics, London WC2R 2LS, United Kingdom.

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We calculated the probability that a 2D diffusion field remains unchanged over time, finding it decays as t^{-3/16}. This research connects diffusion equations to random polynomials and Ising models.

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Area of Science:

  • Probability theory
  • Statistical physics
  • Mathematical physics

Background:

  • The 2D-diffusion equation models physical phenomena with random initial conditions.
  • Understanding the persistence (sign changes) of diffusion fields is crucial in various scientific domains.
  • Kac random polynomials and Ising models offer related mathematical frameworks.

Purpose of the Study:

  • To compute the probability of sign persistence for a 2D diffusion equation with random initial conditions.
  • To establish connections between the diffusion equation, Kac random polynomials, and the Ising spin chain.
  • To analyze the behavior of zero crossings in diffusion fields and real roots in Kac polynomials.

Main Methods:

  • Calculating the probability p0(t) for large time t using asymptotic analysis.
  • Leveraging the established link between the 2D-diffusion equation and Kac random polynomials.
  • Employing the truncated orthogonal ensemble of random matrices to analyze polynomial roots.
  • Investigating the connection with the semi-infinite Ising spin chain model.

Main Results:

  • The probability of sign persistence for the 2D diffusion field decays as p0(t) ~ t^{-θ(2)} with θ(2) = 3/16 for large t.
  • The probability q0(n) that Kac's polynomials of even degree n have no real roots decays as q0(n) ~ n^{-3/4} for large n.
  • A precise connection was established between these models and the Ising spin chain with Glauber dynamics.

Conclusions:

  • The study provides new insights into the statistical properties of diffusion processes and random polynomials.
  • The identified connections offer a unified perspective on phenomena in statistical physics and probability theory.
  • The findings facilitate the computation of zero-crossing properties for diffusion fields and root properties for random polynomials.