Nontrivial Exponent for Simple Diffusion

Abstract

The diffusion equation \partial_tϕ= \nabla^2ϕis considered, with initial condition ϕ( _x_ ,0) a gaussian random variable with zero mean. Using a simple approximate theory we show that the probability p_n(t_1,t_2) that ϕ( _x_ ,t) [for a given space point _x_ ] changes sign n times between t_1 and t_2 has the asymptotic form p_n(t_1,t_2) \sim [\ln(t_2/t_1)]^n(t_1/t_2)^{-θ}. The exponent θhas predicted values 0.1203, 0.1862, 0.2358 in dimensions d=1,2,3, in remarkably good agreement with simulation results.