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Collective behavior of independent scaled Brownian particles with renewal resetting

Ohad Vilk, Baruch Meerson

TL;DR

This work addresses the collective fluctuations of $N\gg 1$ independent particles performing renewal-reset scaled Brownian motion. By leveraging the known single-particle steady-state distribution $p_{\text{s}}(x)$ and extreme-value theory, the authors derive the full statistics of the system radius $\ell$, showing typical fluctuations fall into the Gumbel universality class for all $H>0$. They also analyze the center of mass, finding standard large-deviation scaling for $H\le 1/2$ and an anomalous, big-jump–driven scaling with a first-order dynamical phase transition for $H>1/2$, due to a single particle performing a large excursion. The results highlight how renewal resetting and the underlying diffusion exponent $H$ govern collective fluctuations in noninteracting ensembles and point to rich extensions to interacting systems and fluctuating hydrodynamics with resetting.

Abstract

We study collective dynamics of an ensemble of $N\gg 1$ independent particles undergoing anomalous diffusion with random renewal resetting. The anomalous diffusion is modeled by the scaled Brownian motion (sBm): a Gaussian process, characterized by a power-law time dependence of the diffusion coefficient, $D(t)\sim t^{2H}$, where $H>0$. The particles independently reset to the origin, and each particle's clock is set to zero upon spatial resetting. Employing the known steady-state position distribution of a \emph{single} particle undergoing the sBm with renewal resetting [Bodrova et al., Phys. Rev. E \textbf{100}, 012120 (2019)], we study the collective dynamics of $N$ particles. We determine the statistics of the system radius $\ell$. The typical fluctuations of $\ell$ fall under the Gumbel universality class, and we use extreme value statistics to calculate the moments of $\ell$. We also study the large-deviation statistics of the center of mass (COM), where for $H>1/2$ we uncover an anomalous scaling behavior of the COM distribution, and a singularity in the corresponding rate function, due to a ``big jump" effect.

Collective behavior of independent scaled Brownian particles with renewal resetting

TL;DR

This work addresses the collective fluctuations of independent particles performing renewal-reset scaled Brownian motion. By leveraging the known single-particle steady-state distribution and extreme-value theory, the authors derive the full statistics of the system radius , showing typical fluctuations fall into the Gumbel universality class for all . They also analyze the center of mass, finding standard large-deviation scaling for and an anomalous, big-jump–driven scaling with a first-order dynamical phase transition for , due to a single particle performing a large excursion. The results highlight how renewal resetting and the underlying diffusion exponent govern collective fluctuations in noninteracting ensembles and point to rich extensions to interacting systems and fluctuating hydrodynamics with resetting.

Abstract

We study collective dynamics of an ensemble of independent particles undergoing anomalous diffusion with random renewal resetting. The anomalous diffusion is modeled by the scaled Brownian motion (sBm): a Gaussian process, characterized by a power-law time dependence of the diffusion coefficient, , where . The particles independently reset to the origin, and each particle's clock is set to zero upon spatial resetting. Employing the known steady-state position distribution of a \emph{single} particle undergoing the sBm with renewal resetting [Bodrova et al., Phys. Rev. E \textbf{100}, 012120 (2019)], we study the collective dynamics of particles. We determine the statistics of the system radius . The typical fluctuations of fall under the Gumbel universality class, and we use extreme value statistics to calculate the moments of . We also study the large-deviation statistics of the center of mass (COM), where for we uncover an anomalous scaling behavior of the COM distribution, and a singularity in the corresponding rate function, due to a ``big jump" effect.
Paper Structure (7 sections, 44 equations, 5 figures)

This paper contains 7 sections, 44 equations, 5 figures.

Figures (5)

  • Figure 1: Steady-state distribution of the system radius $\ell$ for different values of $H$ (see legend). Lines: Eq. \ref{['eq:f_N']} , evaluated numerically. Symbols: simulations, where $N = 100$, and the simulation time is $t=10^5$.
  • Figure 2: (a) The average system radius $\bar{\ell}$, Eq. \ref{['eq:EL_final']} and (b) the variance of the system radius, Eq. \ref{['eq:Var_asymp']}, vs. $N$ for different values of $H$ (see legend). Lines: theoretical predictions. Symbols: simulation results, where the simulation time is $t=10^5$.
  • Figure 3: Variance of the center of mass $X$ versus $N$, Eq. \ref{['varN']}, for different values of $H$ (see legend). Lines: theoretical predictions. Symbols: simulation results, where the simulation time is $t=10^5$.
  • Figure 4: The rate function $f(a;H)$, see Eqs. (\ref{['saddlepointeq2']}) and (\ref{['ratef']}), which describes the full statistics of the center of mass of the system for $H=1/2$, $1/3$, and $1/8$, see legend.
  • Figure 5: The anomalous rate function $\phi(y)$, see Eqs. (\ref{['anomalous']}) and (\ref{['munu']}), for $H=2/3$ (a), $H=1$ (b), and $H=2$ (c). The critical point is described by Eq. (\ref{['yc']}) and is marked in all panels by a dotted line. The red dashed line in panel c shows the large-$y$ asymptotic $b \,y^\frac{2}{2H+1}$.