Short-time blowup statistics of a Brownian particle in repulsive potentials
Abstract
We study the dynamics of an overdamped Brownian particle in a repulsive scale-invariant potential V(x) -xn+1. For n > 1, a particle starting at position x reaches infinity in a finite, randomly distributed time. We focus on the short-time tail T 0 of the probability distribution P(T, x, n) of the blowup time T for integer n > 1. Krapivsky and Meerson [Phys. Rev. E 112, 024128 (2025)] recently evaluated the leading-order asymptotics of this tail, which exhibits an n-dependent essential singularity at T = 0. Here we provide a more accurate description of the T 0 tail by calculating, for all n = 2, 3, …, the previously unknown large pre-exponential factor of the blowup-time probability distribution. To this end, we apply a WKB approximation -- at both leading and subleading orders -- to the Laplace-transformed backward Fokker--Planck equation governing P(T, x, n). For even n, the WKB solution alone suffices. For odd n, however, the WKB solution breaks down in a narrow boundary layer around x = 0. In this case, it must be supplemented by an ``internal'' solution and a matching procedure between the two solutions in their common region of validity.
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