# Persistence exponent of the diffusion equation in ϵ dimensions

## Abstract

We consider the $`d`$-dimensional diffusion equation $`_t\varphi (\text{x},t)=\mathrm{\Delta }\varphi (\text{x},t)`$ with random initial condition, and observe that, when appropriately scaled, $`\varphi (0,t)`$ is Gaussian and Markovian in the limit $`d0`$. This leads via the Majumdar-Sire perturbation theory to a small $`d`$ expansion for the persistence exponent $`\theta (d)`$. We find $`\theta (d)=\frac{1}{4}d0.12065`$$`d^{3/2}+\mathrm{}.`$

LPT ORSAY 99/71   
<sup>1</sup>Laboratoire associé au Centre National de la Recherche Scientifique - UMR 8627

We consider the $`d`$-dimensional linear diffusion equation

$$\frac{\varphi (\text{x},t)}{t}=\mathrm{\Delta }\varphi (\text{x},t)$$
(1)   
with initial condition $`\varphi (\text{x},0)=\psi (\text{x})`$, where $`\psi (\text{x})`$ is a zero mean Gaussian random field of covariance $`\psi (\text{x})\psi (\text{x}^{})=\delta (\text{x}\text{x}^{})`$. We are interested in the persistence of the stochsastic process $`\mathrm{\Phi }_d(t)=\varphi (0,t),`$ that is, in the $`t\mathrm{}`$ limit of the probability $`Q(t)`$ that in the interval $`0t^{}t`$ the process $`\mathrm{\Phi }_d(t)`$ does not change sign. This question was first asked by Majumdar et al.  and Derrida et al. . The asymptotic decay of $`Q(t)`$ appears to be given by a power law

$$Q(t)t^{\theta (d)}$$
(2)   
with a persistence exponent $`\theta (d)`$ whose precise value has been the main focus of study. One particular application  concerns the coarsening of a phase-ordering system with nonconserved order parameter .

Persistence exponents of random processes, also of interest in many other contexts in physics (see a recent review due to Majumdar ), have turned out to be very hard to calculate. A perturbative method in this field was designed by Majumdar and Sire  and simplified by Oerding et al.  (see also Majumdar et al. ). It consists of expanding around a Gaussian Markovian process, for which the persistence exponent is known. This method was applied to zero temperature  and critical point  coarsening in the Ising model. More recently Majumdar and Bray  showed how to expand the persistence exponent of a Gaussian process in powers of a parameter $`1p`$ interpretable as a ”fugacity” weighting the sign changes of the random process.

For the diffusion equation (1) no exact expressions for $`\theta (d)`$ are known. Approximate numerical values come from simulation data , from the ”independent interval approximation” (IIA) , and from work by Newman and Toroczkai  based on a hypothesis concerning the ”sign time distribution” (see also Dornic and Godrèche  and Drouffe and Godrèche ). In this note we show that the persistence exponent $`\theta (d)`$ allows for an $`ϵ`$ expansion in dimension $`0+ϵ`$.   

Using the Green function of the diffusion equation and writing $`S_d`$ for the surface of the $`d`$-dimensional unit sphere we can solve (1) and find

$$\mathrm{\Phi }_d(t)=\frac{S_d^{1/2}}{(4\pi t)^{d/2}}_0^{\mathrm{}}\text{d}rr^{\frac{1}{2}(d1)}\text{e}^{r^2/4t}\mathrm{\Psi }(r)$$
(3)   
where $`\mathrm{\Psi }(r)`$ is the appropriately normalized integral of the initial field $`\psi (\text{x})`$ on a spherical shell of radius $`r`$ around the origin,

$$\mathrm{\Psi }(r)=S_d^{1/2}r^{\frac{1}{2}(d1)}\underset{\mathrm{\Delta }r0}{lim}\frac{1}{\mathrm{\Delta }r}_{r<x<r+\mathrm{\Delta }r}\text{d}\text{x}\psi (\text{x})$$
(4)   
Hence $`\mathrm{\Psi }(r)`$ is Gaussian of mean zero and covariance $`\mathrm{\Psi }(r)\mathrm{\Psi }(r^{})=\delta (rr^{}).`$ We shall henceforth write $`d=ϵ`$ to indicate that the RHS of (3) is continued analytically to noninteger dimensions and that we prepare for the limit of zero dimension.

The remaining discussion is easiest in terms of the new time variable $`\tau =ϵ\mathrm{log}t`$ and the rescaled process

$$\stackrel{~}{\mathrm{\Phi }}_ϵ(\tau )=(8\pi )^{ϵ/4}\text{e}^{\tau /4}\mathrm{\Phi }_ϵ(\text{e}^{\tau /4ϵ})$$
(5)   
which has the advantage of being stationary. Let us denote by $`\stackrel{~}{Q}(\tau )`$ the persistence probability of $`\stackrel{~}{\mathrm{\Phi }}_ϵ(\tau )`$. This quantity then decays as $`\stackrel{~}{Q}(\tau )\mathrm{exp}(\stackrel{~}{\theta }(ϵ)\tau )`$ with $`ϵ\stackrel{~}{\theta }=\theta .`$ We consider now the explicit expression for the correlator $`F_ϵ(\tau \tau ^{})\stackrel{~}{\mathrm{\Phi }}_ϵ(\tau )\stackrel{~}{\mathrm{\Phi }}_ϵ(\tau ),`$ which reads

$$F_ϵ(\tau \tau ^{})=\left(\mathrm{cosh}\frac{\tau \tau ^{}}{2ϵ}\right)^{ϵ/2}$$
(6)   
We observe that in the limit $`ϵ0`$ we have the exponential decay $`F_0(\tau \tau ^{})=\mathrm{exp}(\stackrel{~}{\lambda }|\tau \tau ^{}|)`$ with $`\stackrel{~}{\lambda }=\frac{1}{4}.`$ It follows that $`\stackrel{~}{\mathrm{\Phi }}_0(t)`$ is Markovian and that it has $`\stackrel{~}{\theta }(0)=\stackrel{~}{\lambda }`$ (see e.g. ), whence we conclude that $`\theta (0)=0.`$

For $`ϵ>0`$ the process $`\stackrel{~}{\mathrm{\Phi }}_ϵ(\tau )`$ is non-Markovian and there is no known way to calculate $`\stackrel{~}{\theta }(ϵ)`$ exactly. We therefore consider $`F_ϵF_0`$ as a small perturbation. This allows us to apply the principal result of the Majumdar-Sire perturbation theory . Cast in a form first explicitly exhibited by Oerding et al.  and applied to the problem at hand it states that to lowest order in $`F_ϵF_0`$ one has

$$\stackrel{~}{\theta }(ϵ)=\stackrel{~}{\lambda }\left[\mathrm{\hspace{0.17em}1}\frac{2\stackrel{~}{\lambda }}{\pi }_0^{\mathrm{}}\text{d}\tau \frac{F_ϵ(\tau )F_0(\tau )}{(1\text{e}^{2\stackrel{~}{\lambda }\tau })^{3/2}}\right]$$
(7)   
Upon substituting in (7) the explicit expressions for $`\stackrel{~}{\lambda },F_ϵ,`$ and $`F_0`$, and multiplying by $`ϵ`$, we get

$$\theta (ϵ)=\frac{ϵ}{4}\left[\mathrm{\hspace{0.17em}1}\frac{1}{2\pi }_0^{\mathrm{}}\text{d}\tau \frac{(\mathrm{cosh}\frac{\tau }{2ϵ})^{ϵ/2}\text{e}^{\tau /4}}{(1\text{e}^{\tau /2})^{3/2}}\right]$$
(8)   
We extract from (8) the first two terms of the $`ϵ`$ expansion by setting $`\tau =ϵu`$, expanding the integrand for small $`ϵ`$, and performing an integration by parts. The result is

$`\theta (ϵ)`$ $`=`$ $`{\displaystyle \frac{ϵ}{4}}{\displaystyle \frac{1}{\pi }}\left({\displaystyle \frac{ϵ}{2}}\right)^{3/2}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\text{d}u}{\sqrt{u}}}{\displaystyle \frac{1}{1+\text{e}^u}}+\mathrm{}`$ (9)   
$`=`$ $`{\displaystyle \frac{ϵ}{4}}(8\pi )^{1/2}(1\sqrt{2})\zeta (\frac{1}{2})ϵ^{3/2}+\mathrm{}`$   
$`=`$ $`{\displaystyle \frac{ϵ}{4}}\mathrm{\hspace{0.17em}0.12065}\text{}ϵ^{3/2}+\mathrm{}`$   
Truncating this series after the $`ϵ^{3/2}`$ term we find $`\theta (1)=0.1293`$… , which should be compared to the Monte Carlo estimate $`\theta (1)=0.1207\pm 0.0005`$, to the IIA result $`\theta (1)=0.1203`$… , and to the value $`\theta (1)=0.1253`$… of Ref. . No numerical values for $`\theta (1)`$ are available from the $`1p`$ expansion of Ref. . Finally, retaining in (8) the full integral – which is the expansion proposed by the original authors  – gives for $`ϵ=1`$ the somewhat improved result $`\theta (1)=0.1267`$… .   

We conclude that the $`ϵ`$ expansion (9) is significant as one of the rare analytical results that exist today for the persistence exponent of the diffusion equation. To make it numerically competitive higher orders in $`ϵ`$ should be calculated.