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External flows, such as shear flow, add directional biases to particle motion, introducing anisotropic behavior into the system. Here, we explore the non-equilibrium dynamics that emerge from the interplay between linear shear flow and…

Statistical Mechanics · Physics 2024-10-15 Iman Abdoli , Kristian Stølevik Olsen , Hartmut Löwen

We address the effect of stochastic resetting on diffusion and subdiffusion process. For diffusion we find that MSD relaxes to a constant only when the distribution of reset times possess finite mean and variance. In this case, the leading…

Statistical Mechanics · Physics 2022-07-13 R. K. Singh , K. Gorska , T. Sandev

In recent years the ergodicity of disordered spin chains has been investigated via extensive numerical studies of the level statistics or the transport properties. However, a clear relationship between these results has yet to be…

Disordered Systems and Neural Networks · Physics 2023-07-06 P. Prelovšek , J. Herbrych , M. Mierzejewski

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{\alpha -1}$ with $\alpha > 0$ (scaled Brownian motion) is stochastically reset to its initial position,…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

We analyze simple random walk on a supercritical Galton-Watson tree, where the walk is conditioned to return to the root at time $2n$. Specifically, we establish the asymptotic order (up to a constant factor) as $n\to\infty$, of the maximal…

Probability · Mathematics 2019-04-17 Josh Rosenberg

It is well-known under the name of `periodic homogenization' that, under a centering condition of the drift, a periodic diffusion process on R^d converges, under diffusive rescaling, to a d-dimensional Brownian motion. Existing proofs of…

Probability · Mathematics 2014-09-22 Martin Hairer , Etienne Pardoux

Diffusion, a ubiquitous phenomenon in nature, is a consequence of particle number conservation and locality, in systems with sufficient damping. In this paper we consider diffusive processes in the bulk of Weyl semimetals, which are exotic…

Mesoscale and Nanoscale Physics · Physics 2014-02-05 Rudro R. Biswas , Shinsei Ryu

We combine the processes of resetting and first-passage to define \emph{first-passage resetting}, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain,…

Statistical Mechanics · Physics 2021-06-22 B. De Bruyne , J. Randon-Furling , S. Redner

We present a numerical investigation of stochastic transport in ideal fluids. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a…

Fluid Dynamics · Physics 2018-09-28 Colin J. Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…

Statistical Mechanics · Physics 2021-11-16 Daniel Han , Dmitri V. Alexandrov , Anna Gavrilova , Sergei Fedotov

We review the state of the art on the delocalized non-ergodic regime of the Anderson model on Bethe lattices. We also present new results using Belief Propagation, which consists in solving the self-consistent recursion relations for the…

Disordered Systems and Neural Networks · Physics 2018-10-18 Giulio Biroli , Marco Tarzia

We derive a general expression for the resummation of rapidity distributions for processes with a colorless final state, such as Drell-Yan or Higgs production, in the limit in which the center-of-mass energy goes on threshold, but with…

High Energy Physics - Phenomenology · Physics 2026-04-20 Lorenzo De Ros , Stefano Forte , Giovanni Ridolfi , Davide Maria Tagliabue

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes…

Probability · Mathematics 2018-02-02 Ben Hambly , Sean Ledger

We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…

Soft Condensed Matter · Physics 2009-11-13 Gene F. Mazenko

Many chemical reactions can be formulated in terms of particle diffusion in a complex energy landscape. Transition path theory (TPT) is a theoretical framework for describing the direct (reaction) pathways from reactant to product states…

Statistical Mechanics · Physics 2023-10-03 Paul C Bressloff

We propose and analyze a one-dimensional multi-species cross-diffusion system with non-zero-flux boundary conditions on a moving domain, motivated by the mod- eling of a Physical Vapor Deposition process. Using the boundedness by entropy…

Analysis of PDEs · Mathematics 2017-09-22 Athmane Bakhta , Virginie Ehrlacher

We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…

Statistical Mechanics · Physics 2022-07-19 Mattia Radice

Localization and delocalization of quantum diffusion in time-continuous one-dimensional Anderson model perturbed by the quasi-periodic harmonic oscillations of $M$ colors is investigated systematically, which has been partly reported by the…

Disordered Systems and Neural Networks · Physics 2022-05-11 Hiroaki S. Yamada , Kensuke S. Ikeda
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