Archive ouverte HAL – Exact Persistence Exponent for the 2 D -Diffusion Equation and Related Kac Polynomials

Mihail Poplavskyi 1 Gregory Schehr 2

Physical Review Letters, American Physical Society, 2018, 121 (15), 〈10.1103/PhysRevLett.121.150601〉

We compute the persistence for the $2d$-diffusion equation with random initial condition, i.e., the probability $p_0(t)$ that the diffusion field, at a given point ${\bf x}$ in the plane, has not changed sign up to time $t$. For large $t$, we show that $p_0(t) \sim t^{-\theta(2)}$ with $\theta(2) = 3/16$. Using the connection between the $2d$-diffusion equation and Kac random polynomials, we show that the probability $q_0(n)$ that Kac polynomials, of (even) degree $n$, have no real root decays, for large $n$, as $q_0(n) \sim n^{-3/4}$. We obtain this result by using yet another connection with the truncated orthogonal ensemble of random matrices. This allows us to compute various properties of the zero-crossings of the diffusing field, equivalently of the real roots of Kac polynomials. Finally, we unveil a precise connection with a fourth model: the semi-infinite Ising spin chain with Glauber dynamics at zero temperature.

  • 1. King's College
  • 2. LPTMS - Laboratoire de Physique Théorique et Modèles Statistiques