Related papers: Stochastic Loewner Evolution Relates Anomalous Dif…
In this paper, we shall study the convergence of Taylor approximations for the backward Loewner differential equation (driven by Brownian motion) near the origin. More concretely, whenever the initial condition of the backward Loewner…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
This work introduces a construction of conformal processes that combines the theory of branching processes with chordal Loewner evolution. The main novelty lies in the choice of driving measure for the Loewner evolution: given a finite…
Active (i.e., self-propelled or swimming) particles moving through an isotropic fluid exhibit conventional diffusive behavior. We report anomalous diffusion of an active particle moving in an anisotropic, nematic background. Whilst the…
This paper proves conjectures originating in the physics literature regarding the intersection exponents of Brownian motion in a half-plane. For instance, suppose that B and B' are two independent planar Brownian motions started from…
Quasi two-dimensional random site percolation model objects were fabricate based on computer generated templates. Samples consisting of two compartments, a reservoir of H$_2$O gel attached to a percolation model object which was initially…
We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical…
We consider the weak localization correction to the conductance of a ring connected to a network. We analyze the harmonics content of the Al'tshuler-Aronov-Spivak (AAS) oscillations and we show that the presence of wires connected to the…
We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
The nodal lines of random wave functions are investigated. We demonstrate numerically that they are well approximated by the so-called SLE_6 curves which describe the continuum limit of the percolation cluster boundaries. This result gives…
Anomalous diffusion processes pose a unique challenge in classification and characterization. Previously (Mangalam et al., 2023, Physical Review Research 5, 023144), we established a framework for understanding anomalous diffusion using…
We construct a new family of random permutons, called skew Brownian permuton, which describes the limits of several models of random constrained permutations. This family is parametrized by two real parameters. For a specific choice of the…
This review article aims to stress and reunite some of the analytic formalism of the anomalous diffusive processes that have succeeded in their description. Also, it has the objective to discuss which of the new directions they have taken…
Percolation is the simplest fundamental model in statistical mechanics that exhibits phase transitions signaled by the emergence of a giant connected component. Despite its very simple rules, percolation theory has successfully been applied…
The translational motion of anisotropic or self-propelled colloidal particles is closely linked with the particle's orientation and its rotational Brownian motion. In the overdamped limit, the stochastic evolution of the orientation vector…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
Diffusion occurs in numerous physical systems throughout nature, drawing its generality from the universality of the central limit theorem. Around a century ago it was realized that an extension to this type of dynamics can be obtained in…
We investigate the occurrence of anomalous diffusive transport associated with acoustic wave fields propagating through highly-scattering periodic media. Previous studies had correlated the occurrence of anomalous diffusion to either the…
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $ \pm c $ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study…