Related papers: Two-time scale subordination in physical processes…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
This work studies a two-time-scale functional system given by two jump-diffusions under the scale separation by a small parameter $\varepsilon \rightarrow 0$. The coefficients of the equations that govern the dynamics of the system depend…
We study a strongly interacting dense hard-sphere system confined between two parallel plates by event-driven molecular dynamics simulations to address the fundamental question of the nature of the 3D to 2D crossover. As the fluid becomes…
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…
In the current work we present two generalizations of the Parallel Tempering algorithm, inspired by the so-called continuous-time Infinite Swapping algorithm. Such a method, found its origins in the molecular dynamics community, and can be…
The continuous time random walk model has been widely applied in various fields, including physics, biology, chemistry, finance, social phenomena, etc. In this work, we present an algorithm that utilizes a subordinate formula to generate…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
In two-time-scale stochastic approximation (SA), two iterates are updated at different rates, governed by distinct step sizes, with each update influencing the other. Previous studies have demonstrated that the convergence rates of the…
A mode-coupling theory for the slow single-particle dynamics in fluids adsorbed in disordered porous media is derived, which complements previous work on the collective dynamics [V. Krakoviack, Phys. Rev. E 75, 031503 (2007)]. Its…
Heavy particles in turbulent flows have been shown to accumulate in regions of high strain rate or low vorticity, a process otherwise known as preferential concentration. This can be observed in geophysical flows, and is inferred to occur…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
In the framework of the trap-size scaling theory, we study the scaling properties of the Bose-Hubbard model in two dimensions in the presence of a trapping potential at finite temperature. In particular, we provide results for the particle…
We study a one-dimensional Markov modulated random walk with jumps. It is assumed that amplitudes of jumps as well as a chosen velocity regime are random and depend on a time spent by the process at a previous state of the underlying Markov…
The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…
Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…
Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…
Complex or hostile environments can sometimes inhibit the movement capabilities of diffusive particles or active swimmers, who may thus become stuck in fixed positions. This occurs, for example, in the adhesion of bacteria to surfaces at…
This study is due to various applications in physics, chemistry and especially in biology, where both bounded configuration domain and chemical anisotropy could play a great part. In fact we generalize the well-known Berg theory, which…