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In this work the asymptotic properties of $Q_t(N)$ ,the probability of the number of renewals ($N$), that occur during time $t$ are explored. While the forms of the distribution at very long times, i.e. $t\to\infty$, are very well known and…
This paper is concerned with a diffusion-controlled moving-boundary problem in drug dissolution, in which the moving front passes from one medium to another for which the diffusion coefficient is many orders of magnitude smaller. It has…
We study limit theorems for time-dependent averages of the form $X_t:=\frac{1}{2L(t)}\int_{-L(t)}^{L(t)} u(t, x) \, dx$, as $t\to \infty$, where $L(t)=\exp(\lambda t)$ and $u(t, x)$ is the solution to a stochastic heat equation on…
Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…
Diffusive transport is among the most common phenomena in nature [1]. However, as predicted by Anderson [2], diffusion may break down due to interference. This transition from diffusive transport to localization of waves should occur for…
We consider a non relativistic quantum system consisting of $K$ heavy and $N$ light particles in dimension three, where each heavy particle interacts with the light ones via a two-body potential $\alpha V$. No interaction is assumed among…
We revisit the problem of stationary distribution of vorticity in three-dimensional turbulence. Using Clebsch variables we construct an explicit invariant measure on stationary solutions of Euler equations with the extra condition of fixed…
It was recently suggested that the sign of particle drift in inhomogeneous temperature or turbulence depends on the particle inertia: weakly inertial particles localize near minima of temperature or turbulence intensity (effects known as…
We consider, for a diffusion process in R^n, the Gallavotti-Cohen functional, defined as the empirical power dissipated in a time interval by the non-conservative part of the drift. We prove a large deviation principle in the limit in which…
We derive the finite temperature conductance peak distributions and peak-to-peak correlations for quantum dots in the Coulomb blockade regime assuming the validity of random matrix theory. The distributions are universal, depending only on…
The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of…
This paper investigates the asymptotic behavior of a class of nonlinear variational problems with Robin-type boundary conditions on a bounded Lipschitz domain. The energy functional contains a bulk term (the $p$-norm of the gradient), a…
It has been conjectured that transport in integrable one-dimensional (1D) systems is necessarily ballistic. The large diffusive response seen experimentally in nearly ideal realizations of the S=1/2 1D Heisenberg model is therefore puzzling…
The Keating-Snaith central limit theorem proves that $\Lambda_N(A)=\log\det(I-A)$, for randomly drawn $A\in \operatorname{U}(N)$, suitably normalised, tends to a complex Gaussian random variable in the large $N$ limit. The deviations of the…
Many physical observables can be represented as a particle spending some random time within a given domain. For a broad class of transport-dominated processes, we detail how it is possible to express the moments of the number of particle…
We consider a heavy quantum particle with an internal degree of freedom moving on the $d$-dimensional lattice $\bbZ^d$ (e.g., a heavy atom with finitely many excited states). The particle is coupled to a thermal medium (bath) consisting of…
We study the relaxation of a diffusive particle confined in an arbitrary external potential and subject to a non-Markovian resetting protocol. With a constant rate $r$, a previous time $\tau$ between the initial time and the present time…
We define a generalized Golomb--Dickman constant $\lambda_{\theta}$ as the limiting expected proportion of the longest cycle in random permutations under the Ewens measure with parameter $\theta > 0$. Exploiting the independence properties…
The study of discrete-time stochastic processes on the half-line with mean drift at $x$ given by $\mu_1 (x) \to 0$ as $x \to \infty$ is known as Lamperti's problem. We give sharp almost-sure bounds for processes of this type in the case…
We reveal the generic characteristics of wave packet delocalization in two-dimensional nonlinear disordered lattices by performing extensive numerical simulations in two basic disordered models: the Klein-Gordon system and the discrete…