Related papers: A Liouville Property for Isotropic Diffusions in R…
We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…
Macroscopic models for systems involving diffusion, short-range repulsion, and long-range attraction have been studied extensively in the last decades. In this paper we extend the analysis to a system for two species interacting with each…
In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…
We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…
The reaction-diffusion processes in a growing domain involves a dilution term that modifies the properties of the homogeneous state that, in contrast to a fixed domain, depends on time. We study how the dilution term changes the steady…
This paper is concerned with a model for the dynamics of a single species in a one-dimensional heterogeneous environment. The environment consists of two kinds of patches, which are periodically alternately arranged along the spatial axis.…
We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of…
We derive a scheme by which to solve the Liouville equation perturbatively in the nonlinearity, which we apply to weakly nonlinear classical field theories. Our solution is a variant of the Prigogine diagrammatic method, and is based on an…
We define the domain of a linear fractional transformation in a space of operators and show that both the affine automorphisms and the compositions of symmetries act transitively on these domains. Further, we show that Liouville's theorem…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
Operator regular variation reveals general power-law distribution tail decay phenomena using operator scaling, that includes multivariate regular variation with scalar scaling as a special case. In this paper, we show that a multivariate…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
A criterion in terms of differential invariants for a metric on a surface to be Liouville is established. Moreover, in this paper we completely solve in invariant terms the local mobility problem of a 2D metric, considered by Darboux: How…
We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…
The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…
In this paper, we discuss the transport phenomena of electromagnetic waves in a two-dimensional random system which is composed of arrays of electrical dipoles, following the model presented earlier by Erdogan, et al. (J. Opt. Soc. Am. B…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…
In this note, we establish an original result for the thermodynamic formalism in the context of expanding circle transformations with an indifferent fixed point. For an observable whose continuity modulus is linked to the dynamics near such…