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We consider the motion of a particle under a continuum random environment whose distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we establish that the quenched density of the motion of the particle (after…

Probability · Mathematics 2024-12-24 Sayan Das , Hindy Drillick , Shalin Parekh

The purpose of this paper is twofold. First, we introduce a geometric approach to study the circular orbit of a particle in static and spherically symmetric spacetime based on Jacobi metric. Second, we apply the circular orbit to study the…

General Relativity and Quantum Cosmology · Physics 2020-06-29 Zonghai Li , Guodong Zhang , Ali Övgün

We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…

Statistical Mechanics · Physics 2020-07-21 Juan Ruben Gomez-Solano , Francisco J. Sevilla

In this article we establish a large deviation principle for the family {\nu_{\epsilon}:\epsilon \in (0,1)} of distributions of the scaled stochastic processes {P_{-\log\sqrt{\epsilon}}Z_t}_{t\leq 1}, where (Z_t)_{t\in \lbrack 0,1]} is a…

Probability · Mathematics 2009-04-06 Z. Qian , C. Xu

We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on…

Analysis of PDEs · Mathematics 2025-01-22 Jean-Baptiste Casteras , Leonard Monsaingeon , Luca Nenna

A distinguishing feature of active particles is the nature of the non-equilibrium noise driving their dynamics. Control of these noise properties is, therefore, of both fundamental and applied interest. We demonstrate emergent tuning of the…

Soft Condensed Matter · Physics 2021-01-05 Aniruddh Murali , Pritha Dolai , Ashwini Krishna , K. Vijay Kumar , Shashi Thutupalli

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…

Probability · Mathematics 2020-06-18 Amarjit Budhiraja , Xiaoming Song

In this paper, we consider stochastic reaction-diffusion equations with super-linear drift on the real line $\mathbb{R}$ driven by space-time white noise. A Freidlin-Wentzell large deviation principle is established by a modified weak…

Probability · Mathematics 2025-02-12 Yue Li , Shijie Shang , Jianliang Zhai

We study the motion of a massive particle in a quenched random environment at zero temperature. The distribution of particle positions is investigated numerically and special focus is placed on the mean stopping distance and its…

Statistical Mechanics · Physics 2009-11-07 Sune Jespersen , Hans C. Fogedby

In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…

Probability · Mathematics 2024-10-01 James MacLaurin

A theory of Brownian motion is presented for an assembly of vortices. The attempt is motivated by a realization of Dyson' Coulomb gas in the context of quantum condensates. By starting with the time-dependent Landau-Ginzburg (LG) theory,…

Statistical Mechanics · Physics 2022-09-07 Hiroshi Kuratsuji

I study a model for a massive one-dimensional particle in a singular periodic potential that is receiving kicks from a gas. The model is described by a Lindblad equation in which the Hamiltonian is a Schr\"odinger operator with a periodic…

Mathematical Physics · Physics 2015-05-19 Jeremy Thane Clark

In this paper we investigate the quantum Brownian motion of a massive scalar point particle induced by the FRW spacetime in the presence of a linear topological defect named cosmic string. In addition, we also consider a flat boundary…

High Energy Physics - Theory · Physics 2019-04-10 Herondy F. Santana Mota , Eugênio R. Bezerra de Mello

A quenched large deviation principle for Brownian motion in a non-negative, stationary potential is proved. A sufficient moment condition on the potential is given but unlike the results of Armstrong and Tran (2014) no regularity is…

Probability · Mathematics 2019-01-18 Daniel Boivin , Thi Thu Hien Lê

In this paper, a large deviation principle for the strong solution of the p-Laplace equation on unbounded domain driven by small multiplicative Brownian noise is established. The weak convergence approach and the localized time increment…

Probability · Mathematics 2024-08-28 Ananta K Majee

In this paper we study the Large Deviation Principle (LDP in abbreviation) for a class of Stochastic Partial Differential Equations (SPDEs) in the whole space $\mathbb{R}^d$, with arbitrary dimension $d\geq 1$, under random influence which…

Probability · Mathematics 2015-05-20 Tarik El Mellali , Mohamed Mellouk

In this article we consider an extension of the classical Curie-Weiss model in which the global and deterministic external magnetic field is replaced by local and random external fields which interact with each spin of the system. We prove…

Probability · Mathematics 2013-04-18 Matthias Löwe , Raphael Meiners , Felipe Torres

We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…

Probability · Mathematics 2007-05-23 Stefan Adams , Jean-Bernard Bru , Wolfgang Koenig

This paper is devoted to investigating the Freidlin-Wentzell's large deviation principle for a class of McKean-Vlasov quasilinear SPDEs perturbed by small multiplicative noise. We adopt the variational framework and the modified weak…

Probability · Mathematics 2021-06-29 Wei Hong , Shihu Li , Wei Liu