Related papers: Sharp asymptotics for the partition function of so…
Typically, in the description of active Brownian particles, a constant effective propulsion force is assumed, which is then subjected to fluctuations in orientation and translation leading to a persistent random walk with an enlarged…
We study the distance between the two rightmost particles in branching Brownian motion. Derrida and the second author have shown that the long-time limit $d_{12}$ of this random variable can be expressed in terms of PDEs related to the…
We study transport of an inertial Brownian particle moving in a symmetric and periodic one-dimensional potential, and subjected to both a symmetric, unbiased external harmonic force as well as biased dichotomic noise $\eta(t)$ also known as…
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal…
We establish the phase transition and universality for the partition function of time inhomogeneous branching random walks (BRWs) with decreasing variance increment,a model related to two dimensional directed polymers. By modifying…
We analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying local diffusivity which is assumed to be periodic. When the system is asymptotically diffusive the mean squared displacement,…
Brownian and fractional processes are useful computational tools for the modelling of physical phenomena. Here, modelling linear homopolymers in solution as Brownian or fractional processes, we develop a formalism to take into account both…
We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…
We construct a phenomenological theory of self-localization of directed polymers in d+1 dimensions. In d=1 we show that the polymer is always self-localized, whereas in d=2 there is a phase transition between localized and free states. We…
We propose discrete random-field models that are based on random partitions of $\mathbb{N}^2$. The covariance structure of each random field is determined by the underlying random partition. Functional central limit theorems are established…
We consider waves propagating in a randomly layered medium with long-range correlations. An example of such a medium is studied in \citeMS and leads, in particular, to an asymptotic travel time described in terms of a fractional Brownian…
For a directed polymer model in random environment, a characterization of the weak disorder phase in terms of the moment of the renormalized partition function has been proved in [S. Junk: Communications in Mathematical Physics 389,…
Structure and ordering in swarms of active particles have much in common with condensed matter systems like magnets or liquid crystals. A number of important characteristics of such materials can be obtained via dynamic tests such as…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
We discuss how to construct reliably well "a lattice and an integer time" version of a super-diffusive continuous-space and -time fractional Brownian motion (fBm) -- an experimentally-relevant non-Markovian Gaussian stochastic process with…
We study the translocation of polymers across varying-section channels. Using systematic approximations, we derive a simplified model that reduces the problem of polymer translocation through varying-section channels to that of a point-like…
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. Our approach subsumes other existing definitions and agrees with the…
We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d.…
In this paper, connections between surface roughness and directed polymers in random medium are studied, when the surface is considered as a directed line undergoing stochastic oscillations. This is performed by studying the influence of a…
Motivated by the study of the directed polymer model with mobile Poissonian traps or catalysts and the stochastic parabolic Anderson model with time dependent potential, we investigate the asymptotic behavior of…