Short-time blowup statistics of a Brownian particle in repulsive potentials
Phys. Rev. E 112, 064110 – Published 8 December, 2025
DOI: https://doi.org/10.1103/f4x1-tx59
Abstract
We study the dynamics of an overdamped Brownian particle in a repulsive scale-invariant potential . For , a particle starting at position reaches infinity in a finite, randomly distributed time. We focus on the short-time tail of the probability distribution of the blowup time for integer . Krapivsky and Meerson [Phys. Rev. E 112, 024128 (2025)] recently evaluated the leading-order asymptotics of this tail, which exhibits an -dependent essential singularity at . Here we provide a more accurate description of the tail by calculating, for all , the previously unknown large preexponential factor of the blowup-time probability distribution. To this end, we apply a WKB (after Wentzel, Kramers and Brillouin) approximation—at both leading and subleading orders—to the Laplace-transformed backward Fokker-Planck equation governing . For even , the WKB solution alone suffices. For odd , however, the WKB solution breaks down in a narrow boundary layer around . 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.