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Register a new userHarmonic Measure for Percolation and Ising Clusters Including Rare Events
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We obtain the harmonic measure of the hulls of critical percolation clusters and Ising-model Fortuin-Kastelyn clusters using a biased random-walk sampling technique which allows us to measure probabilities as small as 10^{-300}. We find the multifractal D(q) spectrum including regions of small and negative q. Our results for external hulls agree with Duplantiers theoretical predictions for D(q) and his exponent -23/24 for the harmonic measure probability distribution. For the complete hull, we find the probability decays with an exponent of -1 for both systems.
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We obtain the harmonic measure of diffusion-limited aggregate (DLA) clusters using a biased random-walk sampling technique which allows us to measure probabilities of random walkers hitting sections of clusters with unprecedented accuracy; our results include probabilities as small as 10^(-80). We find the multifractal D(q) spectrum including regions of small and negative q. Our algorithm allows us to obtain the harmonic measure for clusters more than an order of magnitude larger than those achieved using the method of iterative conformal maps, which is the previous best method. We find a phase transition in the singularity spectrum f(alpha) at alpha approximately equal to 14 and also find a minimum q of D(q), q_{min} = 0.9 plus or minus 0.05.
We present a technique, which we call etching, which we use to study the harmonic measure of Fortuin-Kasteleyn clusters in the Q-state Potts model for Q=1-4. The harmonic measure is the probability distribution of random walkers diffusing onto the perimeter of a cluster. We use etching to study regions of clusters which are extremely unlikely to be hit by random walkers, having hitting probabilities down to 10^(-4600). We find good agreement between the theoretical predictions of Duplantier and our numerical results for the generalized dimension D(q), including regions of small and negative q.
We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial correlations makes this problem analytically intractable. However, for a mean-field approximation in which the walkers can jump anywhere in the system, we obtain a simple asymptotic form for the mean first-passage time to have a given number k of particles at a distinguished site. We show numerically, and argue heuristically, that for large enough k, the mean-field results give a good approximation for first-passage times for systems with nearest-neighbour dynamics, especially for two and higher spatial dimensions. Finally, we show how the results change when density fluctuations anywhere in the system, rather than at a specific distinguished site, are considered.
Large deviation theory and instanton calculus for stochastic systems are widely used to gain insight into the evolution and probability of rare events. At its core lies the realization that rare events are, under the right circumstances, dominated by their least unlikely realization. Their computation through a saddle-point approximation of the path integral for the corresponding stochastic field theory then reduces an inefficient stochastic sampling problem into a deterministic optimization problem: finding the path of smallest action, the instanton. In the presence of heavy tails, though, standard algorithms to compute the instanton critically fail to converge. The reason for this failure is the divergence of the scaled cumulant generating function (CGF) due to a non-convex large deviation rate function. We propose a solution to this problem by convexifying the rate function through nonlinear reparametrization of the observable, which allows us to compute instantons even in the presence of super-exponential or algebraic tail decay. The approach is generalizable to other situations where the existence of the CGF is required, such as exponential tilting in importance sampling for Monte-Carlo algorithms. We demonstrate the proposed formalism by applying it to rare events in several stochastic systems with heavy tails, including extreme power spikes in fiber optics induced by soliton formation.
The probability of trajectories of weakly diffusive processes to remain in the tubular neighbourhood of a smooth path is given by the Freidlin-Wentzell-Graham theory of large deviations. The most probable path between two states (the instanton) and the leading term in the logarithm of the process transition density (the quasipotential) are obtained from the minimum of the Freidlin-Wentzell action functional. Here we present a Ritz method that searches for the minimum in a space of paths constructed from a global basis of Chebyshev polynomials. The action is reduced, thereby, to a multivariate function of the basis coefficients, whose minimum can be found by nonlinear optimization. For minimisation regardless of path duration, this procedure is most effective when applied to a reparametrisation-invariant on-shell action, which is obtained by exploiting a Noether symmetry and is a generalisation of the scalar work [Olender and Elber, 1997] for gradient dynamics and the geometric action [Heyman and Vanden-Eijnden, 2008] for non-gradient dynamics. Our approach provides an alternative to chain-of-states methods for minimum energy paths and saddlepoints of complex energy landscapes and to Hamilton-Jacobi methods for the stationary quasipotential of circulatory fields. We demonstrate spectral convergence for three benchmark problems involving the Muller-Brown potential, the Maier-Stein force field and the Egger weather model.
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