Dynamically emergent correlations in a Brownian gas with diffusing diffusivity

TL;DR

This paper investigates a gas of Brownian particles with a shared stochastic diffusivity, revealing dynamic correlations and deriving detailed statistical properties, including density profiles, gap distributions, and a time-dependent shape transition in the full counting statistics.

Contribution

It introduces the analysis of a Brownian gas with common stochastic diffusivity, uncovering its correlation structure and deriving exact statistical measures and transition behaviors.

Findings

Particles exhibit dynamic correlations due to shared diffusivity.

The full counting statistics shows a shape transition over time.

Density profiles and first-passage times follow universal scaling functions.

Abstract

We study a gas of $N$ Brownian particles in the presence of a common stochastic diffusivity $D(t)=B^2(t)$, where $B(t)$ represents a one-dimensional Brownian motion at time $t$. Starting from all the particles localized at the origin, the gas expands with a ballistic scaling $x\sim t$. We show that because of the common stochastic diffusivity, the expanding gas gets dynamically correlated, and the joint probability density function of the position of the particles has a CIID structure that was recently found in several other systems. The special structure allows us to compute the average density profile of the gas, extreme and order statistics, gap distribution between successive particles, and the full counting statistics (FCS) that describes the probability density function (PDF) $H(\kappa, t)$ of the fraction of particles $\kappa$ in a given region $[-L,L]$. Interestingly, the position fluctuation of the central particles and the average density profiles are described by the same scaling function. The PDF describing the FCS has an essential singularity near $\kappa=0$, indicating the presence of particles inside the box $[-L,L]$ at all times. Near the upper limit $\kappa =1$, the scaling function $H(\kappa,t)$ has a rather unusual behavior: $H(\kappa,t)\sim (1-\kappa)^{\beta(t)}$ where the exponent $\beta(t)$ changes continuously with time. At early times $\beta(t)$ is negative, indicating a divergence of $H(\kappa,t)$ as $\kappa\to 1$, whereas $\beta(t)$ becomes positive for $t>t_c$ where $t_c$ is computed exactly. Thus, as a function of $t$, the FCS exhibits an interesting shape transition. We also obtain the PDFs of the first-passage time to a given position $x$ and first-exit time from a box $[-L,L]$, by any one of the particles, and find that both PDFs are described by the same scaling function.