Published January 2008 | Version v1
Journal article

Global properties of stochastic Loewner evolution driven by Lévy processes

  • 1. The James Franck Institute, The University of Chicago, 5640 S. Ellis Avenue, Chicago IL 60637 (United States)

Description

Standard Schramm–Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace branches. In a recent publication (Rushkin et al 2006 J. Stat. Mech. P01001 [cond-mat/0509187]) we introduced a generalized SLE driven by a superposition of a Brownian motion and a fractal set of jumps (technically a stable Lévy process). We then discussed the small scale properties of the resulting Lévy-SLE growth process. Here we discuss the same model, but focus on the global scaling behavior which ensues as time goes to infinity. This limiting behavior is independent of the Brownian forcing and depends upon only a single parameter, α, which defines the shape of the stable Lévy distribution. We learn about this behavior by studying a Fokker–Planck equation which gives the probability distribution for end points of the trace as a function of time. As in the short time case previously studied, we observe that the properties of this growth process change qualitatively and singularly at α = 1. We show both analytically and numerically that the growth continues indefinitely in the vertical direction for α>1, goes as logt for α = 1, and saturates for α<1. The probability density has two different scales corresponding to directions along and perpendicular to the boundary. In the former case, the characteristic scale is X(t)∼t1/α. In the latter case the scale is Y (t)∼A+Bt1−1/α for α≠1, and Y (t)∼lnt for α = 1. Scaling functions for the probability density are given for various limiting cases

Availability note (English)

Available from http://dx.doi.org/10.1088/1742-5468/2008/01/P01019

Additional details

Identifiers

DOI
10.1088/1742-5468/2008/01/P01019;
PII
S1742-5468(08)68595-7;

Publishing Information

Journal Title
Journal of Statistical Mechanics
Journal Volume
2008
Journal Issue
01
Journal Page Range
[27 p.]
ISSN
1742-5468

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
45034677
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
BROWNIAN MOVEMENT; DIAGRAMS; EVOLUTION; FOKKER-PLANCK EQUATION; FRACTALS; FUNCTIONS; PROBABILITY; STOCHASTIC PROCESSES; TIME DEPENDENCE
Descriptors DEC
DIFFERENTIAL EQUATIONS; EQUATIONS; INFORMATION; PARTIAL DIFFERENTIAL EQUATIONS