Cost of Diffusion: Nonlinearity and Giant Fluctuations.

Abstract

We introduce a simple model of diffusive jump process where a fee is charged for each jump. The nonlinear cost function is such that slow jumps incur a flat fee, while for fast jumps the cost is proportional to the velocity of the jump. The model-inspired by the way taxi meters work-exhibits a very rich behavior. The cost for trajectories of equal length and equal duration exhibits giant fluctuations at a critical value of the scaled distance traveled. Furthermore, the full distribution of the cost until the target is reached exhibits an interesting "freezing" transition in the large-deviation regime. All the analytical results are corroborated by numerical simulations. Our results also apply to elastic systems near the depinning transition, when driven by a random force.