Dynamical phase transition in drifted Brownian motion

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dc.contributor.authorNyawo, Pelerine Tsobgnien_ZA
dc.contributor.authorTouchette, Hugoen_ZA
dc.date.accessioned2019-10-25T09:43:51Z
dc.date.available2019-10-25T09:43:51Z
dc.date.issued2018
dc.descriptionCITATION: Nyawo, P. T. & Touchette, H. 2018. Dynamical phase transition in drifted Brownian motion. Physical Review E, 98(5):052103, doi:10.1103/PhysRevE.98.052103.en_ZA
dc.descriptionThe original publication is available at https://journals.aps.org/preen_ZA
dc.description.abstractWe study the occupation fluctuations of drifted Brownian motion in a closed interval and show that they undergo a dynamical phase transition in the long-time limit without an additional low-noise limit. This phase transition is similar to wetting and depinning transitions, and arises here as a switching between paths of the random motion leading to different occupations. For low occupations, the motion essentially stays in the interval for some fraction of time before escaping, while for high occupations the motion is confined in an ergodic way in the interval. This is confirmed by studying a confined version of the model, which points to a further link between the dynamical phase transition and quantum phase transitions. Other variations of the model, including the geometric Brownian motion used in finance, are considered to discuss the role of recurrent and transient motion in dynamical phase transitions.en_ZA
dc.description.urihttps://journals.aps.org/pre/abstract/10.1103/PhysRevE.98.052103
dc.description.versionPublisher's versionen_ZA
dc.format.extent11 pages : illustrations (some colour)en_ZA
dc.identifier.citationNyawo, P. T. & Touchette, H. 2018. Dynamical phase transition in drifted Brownian motion. Physical Review E, 98(5):052103, doi:10.1103/PhysRevE.98.052103en_ZA
dc.identifier.issn2470-0053 (online)
dc.identifier.issn2470-0045 (print)
dc.identifier.otherdoi:10.1103/PhysRevE.98.052103
dc.identifier.urihttp://hdl.handle.net/10019.1/106727
dc.language.isoen_ZAen_ZA
dc.publisherAmerican Physical Societyen_ZA
dc.rights.holderAmerican Physical Societyen_ZA
dc.subjectBrownian motionen_ZA
dc.subjectDynamical phase transitionen_ZA
dc.subjectNon-Hermitian quantum mechanicsen_ZA
dc.subjectMarkov processesen_ZA
dc.titleDynamical phase transition in drifted Brownian motionen_ZA
dc.typeArticleen_ZA
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