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The problems considered in the present paper have their roots in two different cultures. The 'true' (or myopic) self-avoiding walk model (TSAW) was introduced in the physics literature by Amit, Parisi and Peliti. This is a nearest neighbor…

Probability · Mathematics 2019-05-20 Illes Horvath , Balint Toth , Balint Veto

We investigate the large-scale behaviour of the Self-Repelling Brownian Polymer (SRBP) in the critical dimension $d=2$. The SRBP is a model of self-repelling motion, which is formally given by the solution a stochastic differential equation…

Probability · Mathematics 2024-03-12 Giuseppe Cannizzaro , Harry Giles

We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introduced by Durrett and Rogers [Probab. Theory Related Fields 92 (1992) 337--349]. The polymer describes a stochastic process with a drift which…

Probability · Mathematics 2012-06-11 Pierre Tarrès , Bálint Tóth , Benedek Valkó

The myopic (or `true') self-avoiding walk model (MSAW) was introduced in the physics literature by Amit, Parisi and Peliti (1983). It is a random motion in Z^d pushed towards domains less visited in the past by a kind of negative gradient…

Probability · Mathematics 2010-04-27 Illes Horvath , Balint Toth , Balint Veto

We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…

Probability · Mathematics 2010-12-30 Balint Toth , Benedek Valko

We study the dynamics of a single active Brownian particle (ABP) in two spatial dimensions. The ABP has an intrinsic time scale $D_R^{-1}$ set by the rotational diffusion constant $D_R$. We show that, at short-times $t \ll D_R^{-1}$, the…

Statistical Mechanics · Physics 2020-04-29 Urna Basu , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

The Active Brownian Particle (ABP) model has become a prototype of self-propelled particles. ABPs move persistently at a constant speed $V$ along a direction that changes slowly by rotational diffusion, characterized by a coefficient $\Dr$.…

Soft Condensed Matter · Physics 2025-03-11 Rodrigo Soto

Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…

Soft Condensed Matter · Physics 2014-09-23 P. Massignan , C. Manzo , J. A. Torreno-Pina , M. F. García-Parajo , M. Lewenstein , G. J. Lapeyre

In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…

Probability · Mathematics 2021-10-26 Shuwen Lou

We consider a model of the shape of a growing polymer introduced by Durrett and Rogers (Probab. Theory Related Fields 92 (1992) 337--349). We prove their conjecture about the asymptotic behavior of the underlying continuous process $X_t$…

Probability · Mathematics 2008-12-18 Thomas Mountford , Pierre Tarrès

We present three sets of results for the stationary distribution of a two-dimensional semimartingale reflecting Brownian motion (SRBM) that lives in the nonnegative quadrant. The SRBM data can equivalently be specified by three geometric…

Probability · Mathematics 2012-12-04 Jim G. Dai , Masakiyo Miyazawa

In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…

Probability · Mathematics 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…

Analysis of PDEs · Mathematics 2016-01-26 Benjamin J. Fehrman

In this paper, we study a model of a Brownian polymer in $\mathbb {R}_+\times \mathbb {R}^d$, introduced by Rovira and Tindel [J. Funct. Anal. 222 (2005) 178--201]. Our investigation focuses mainly on the effect of strong spatial…

Probability · Mathematics 2010-12-10 Hubert Lacoin

This paper provides information about the asymptotic behavior of a one-dimensional Brownian polymer in random medium represented by a Gaussian field $W$ on ${\mathbb{R}}_+\times{\mathbb{R}}$ which is white noise in time and function-valued…

Probability · Mathematics 2008-10-27 Sérgio Bezerra , Samy Tindel , Frederi Viens

We consider an active Brownian particle moving in a disordered two-dimensional energy or motility landscape. The averaged mean-square-displacement (MSD) of the particle is calculated analytically within a systematic short-time expansion. As…

Soft Condensed Matter · Physics 2021-05-03 Davide Breoni , Michael Schmiedeberg , Hartmut Löwen

We present a mode-coupling theory (MCT) for the high-density dynamics of two-dimensional spherical active Brownian particles (ABP). The theory is based on the integration-through-transients (ITT) formalism and hence provides a starting…

Soft Condensed Matter · Physics 2017-12-20 Alexander Liluashvili , Jonathan Onody , Thomas Voigtmann

Inspired by Dai et al. [2023], we develop a novel multi-scaling asymptotic regime for semimartingale reflecting Brownian motion (SRBM). In this regime, we establish the steady-state convergence of SRBM to a product-form limit with…

Probability · Mathematics 2025-06-16 Jin Guang , Xinyun Chen , J. G. Dai , Peter W. Glynn

A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…

Statistical Mechanics · Physics 2025-07-24 Francisco J. Sevilla , Adriano Valdés-Gómez , Alexis Torres-Carbajal

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

Statistical Mechanics · Physics 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler
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