Related papers: Drift-diffusion on a Cayley tree with stochastic r…

Phase diagram based on the mean square displacement (MSD) and the distribution of diffusion coefficients of the time-averaged MSD for the stored-energy-driven L\'evy flight (SEDLF) is presented. In the SEDLF, a random walker cannot move…

We prove an upper bound on the diffusivity of a general local and translation invariant quantum Markovian spin system: $D \leq D_0 + \left(\alpha \, v_\text{LR} \tau + \beta \, \xi \right) v_\text{C}$. Here $v_\text{LR}$ is the…

This paper focuses on a stochastic system identification problem: given time series observations of a stochastic differential equation (SDE) driven by L\'{e}vy $\alpha$-stable noise, estimate the SDE's drift field. For $\alpha$ in the…

We consider a general discrete state-space system with both unidirectional and bidirectional links. In contrast to bidirectional links, there is no reverse transition along the unidirectional links. Herein, we first compute the statistical…

An asymmetric exclusion process with $N$ particles on $L$ sites is considered where particles can move one or two sites per infinitesimal time-step. An exact analysis for N=2 and a mean-field theory in comparison with simulations show…

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Using dynamic renormalization group we study the transport in driven diffusive systems in the presence of quenched random drift velocity with long-range correlations along the transport direction. In dimensions $d\mathopen< 4$ we find fixed…

The L\'evy-Lorentz gas describes the motion of a particle on the real line in the presence of a random array of scattering points, whose distances between neighboring points are heavy-tailed i.i.d. random variables with finite mean. The…

Using the adaptive time-dependent density matrix renormalization group method, we numerically study the spin dynamics and transport in one-dimensional spin-1/2 systems at zero temperature. Instead of computing transport coefficients from…

We consider damage spreading transitions in the framework of mode-coupling theory. This theory describes relaxation processes in glasses in the mean-field approximation which are known to be characterized by the presence of an exponentially…

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

We consider the ferromagnetic Ising model with spatially dependent external fields on a Cayley tree, and we investigate the conditions for the existence of the phase transition for a class of external fields, asymptotically approaching a…

We explore the effect of stochastic resetting on the first-passage properties of Feller process. The Feller process can be envisioned as space-dependent diffusion, with diffusion coefficient $D(x)=x$, in a potential…

We present new connections among anomalous diffusion (AD), normal diffusion (ND) and the Central Limit Theorem. This is done by defining a point transformation to a new position variable, which we postulate to be Cartesian, motivated by…

This paper introduces a randomized tamed Euler scheme tailored for L\'evy-driven stochastic differential equations (SDEs) with superlinear random coefficients and Carath\'eodory-type drift. Under assumptions that allow for time-irregular…

We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…

The large-time asymptotics of the density matrix solving a drift-diffusion-Poisson model for the spin-polarized electron transport in semiconductors is proved. The equations are analyzed in a bounded domain with initial and Dirichlet…

We perform both analytical and numerical studies of the one-dimensional tight-binding Hamiltonian with stochastic uncorrelated on-site energies and non-fluctuating long-range hopping integrals . It was argued recently [A. Rodriguez at al.,…

In the previous work, we investigated the correlation-induced localization-delocalization transition (LDT) of the wavefunction at band center ($E=0$) in the one-dimensional tight-binding model with fractal disorder [Yamada, EPJB (2015) 88,…

We establish the well-posedness for a class of McKean-Vlasov SDEs driven by symmetric $\alpha$-stable L\'{e}vy process ($1/2<\alpha\leq1$), where the drift coefficient is H\"{o}lder continuous in space variable, while the noise coefficient…