In order to perform numerical simulations of the Kardar-Parisi-Zhang (KPZ) equation, in any dimensionality, a spatial discretization scheme must be prescribed. The known fact that the KPZ equation can be obtained as a result of a Hopf-Cole transformation applied to a diffusion equation (with multiplicative noise) is shown here to strongly restrict the arbitrariness in the choice of spatial discretization schemes. On one hand, the discretization prescriptions for the Laplacian and the nonlinear (KPZ) term cannot be independently chosen. On the other hand, since the discretization is an operation performed on space and the Hopf-Cole transformation is local both in space and time, the former should be the same regardless of the field to which it is applied. It is shown that whereas some discretization schemes pass both consistency tests, known examples in the literature do not. The requirement of consistency for the discretization of Lyapunov functionals is argued to be a natural and safe starting point in choosing spatial discretization schemes. We also analyze the relation between real-space and pseudospectral discrete representations. In addition we discuss the relevance of the Galilean-invariance violation in these consistent discretization schemes and the alleged conflict of standard discretization with the fluctuation-dissipation theorem, peculiar of one dimension.
15 May 1996 in International Journal of Modern Physics B
We present a master equation approach to the narrow escape time (NET) problem, i.e., the time needed for a particle contained in a confining domain with a single narrow opening to exit the domain for the first time. We introduce a finite transition probability, $\nu${}, at the narrow escape window, allowing the study of the imperfect trapping case. Ranging from 0 to $\infty${}, $\nu${} allowed the study of both extremes of the trapping process: that of a highly deficient capture and situations where escape is certain (``perfect trapping'' case). We have obtained analytic results for the basic quantity studied in the NET problem, the mean escape time, and we have studied its dependence in terms of the transition (desorption) probability over (from) the surface boundary, the confining domain dimensions, and the finite transition probability at the escape window. Particularly we show that the existence of a global minimum in the NET depends on the ``imperfection'' of the trapping process. In addition to our analytical approach, we have implemented Monte Carlo simulations, finding excellent agreement between the theoretical results and simulations.