Related papers: Correlation function of a random scalar field evol…
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
We investigate three different methods for systematically approximating the diffusion coefficient of a deterministic random walk on the line which contains dynamical correlations that change irregularly under parameter variation. Capturing…
Pre-asymptotic transport of a scalar quantity passively advected by a velocity field formed by a large-scale component superimposed to a small-scale fluctuation is investigated both analytically and by means of numerical simulations.…
The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum,…
We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…
We consider the time evolution of systems in which a spatially homogeneous scalar field is coupled to fermions. The quantum back-reaction is taken into account in one-loop approximation. We set up the basic equations and their…
We consider viscous two-dimensional steady flows of incompressible fluids past doubly periodic arrays of solid obstacles. In a class of such flows, the autocorrelations for the Lagrangian observables decay in accordance with the power law,…
We study the spatio-temporal two-point correlation function of passively advected scalar fields in the inertial-convective range in three dimensions by means of numerical simulations. We show that at small time delays $t$ the correlations…
We study the motion of a particle sliding under the action of an external field on a stochastically fluctuating one-dimensional Edwards-Wilkinson surface. Numerical simulations using the single-step model shows that the mean-square…
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…
In this paper we study the equilibrium energy fluctuation field of a one-dimensional reversible non gradient model. We prove that the limit fluctuation process is governed by a generalized Ornstein- Uhlenbeck process, which covariances are…
We study analytically the distribution of fluctuations of the quantities whose average yield the usual two-point correlation and linear response functions in three unfrustrated models: the random walk, the $d$ dimensional scalar field and…
In this paper I consider the nonlinear evolution of a rare density fluctuation in a random density field with Gaussian fluctuations, and I rigorously show that it follows the spherical collapse dynamics applied to its mean initial profile.…
Motivated by the possibility of noise to cure equations of finite-time blowup, recent work arXiv:2109.09892 by the second and third named authors showed that with quantifiable high probability, random diffusion restores global existence for…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
We examine the statistics of active scalar fluctuations in high-Rayleigh number fingering convection with high-resolution three-dimensional numerical experiments. The one-point distribution of buoyancy fluctuations is found to present…
Transport in disordered environments is often controlled not by typical fluctuations but by rare, extreme events that dominate long-time dynamics. In such settings, Zwanzig's classic mean-field theory predicts that energetic roughness…
The dispersion of a passive scalar in a fluid through the combined action of advection and molecular diffusion is often described as a diffusive process, with an effective diffusivity that is enhanced compared to the molecular value.…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…