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We consider models of directed random polymers interacting with a defect line, which are known to undergo a pinning/depinning (or localization/delocalization) phase transition. We are interested in critical properties and we prove, in…

Disordered Systems and Neural Networks · Physics 2009-11-11 F. L. Toninelli

The paper contains mathematical justification of basic facts concerning the Brownian motor theory. The homogenization theorems are proved for the Brownian motion in periodic tubes with a constant drift. The study is based on an application…

Mathematical Physics · Physics 2020-03-09 L. Koralov , S. Molchanov , B. Vainberg

We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…

Statistical Mechanics · Physics 2010-03-11 Assaf Amitai , Yacov Kantor , Mehran Kardar

Diffusion properties of a self-avoiding polymer embedded in regularly distributed obstacles with spacing a=20 and confined in two dimensions is studied numerically using the extended bond fluctuation method which we have developed recently.…

Soft Condensed Matter · Physics 2009-10-31 Ryuzo Azuma , Hajime Takayama

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

Using a general Green function formulation, we re-derive, both, (i) Spitzer and his followers results for the winding angle distribution of the planar Brownian motion, and (ii) Edwards-Prager-Frisch results on the statistical mechanics of a…

Statistical Mechanics · Physics 2009-11-10 A. Grosberg , H. Frisch

We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…

Probability · Mathematics 2024-12-20 Aleksandar Mijatović , Isao Sauzedde , Andrew Wade

The universality of the directed polymer model and the analogous KPZ equation is supported by numerical simulations using non-Gaussian random probability distributions in two, three and four dimensions. It is shown that although in the…

Disordered Systems and Neural Networks · Physics 2016-08-31 Ehud Perlsman , Shlomo Havlin

We prove empirical central limit theorems for the distribution of levels of various random fields defined on high-dimensional discrete structures as the dimension of the structure goes to $\infty$. The random fields considered include costs…

Probability · Mathematics 2012-03-08 Zakhar Kabluchko

We use the periodic Schur process, introduced in arXiv:math/0601019v1, to study the random height function of lozenge tilings (equivalently, dimers) on an infinite cylinder distributed under two variants of the $q^{\operatorname{vol}}$…

Probability · Mathematics 2022-09-28 Andrew Ahn , Marianna Russkikh , Roger Van Peski

In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…

Probability · Mathematics 2007-05-23 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…

Probability · Mathematics 2011-04-22 Soumik Pal

Probabilistic models of directed polymers in random environment have received considerable attention in recent years. Much of this attention has focused on integrable models. In this paper, we introduce some new computational tools that do…

Probability · Mathematics 2021-06-08 Erik Bates , Sourav Chatterjee

Here we aim at justifying rigorously different types of physically relevant diffusive limits for radiative flows. For simplicity, we consider the barotropic situation, and adopt the so-called P1-approximation of the radiative transfer…

Analysis of PDEs · Mathematics 2015-09-10 Raphaël Danchin , Bernard Ducomet

We propose in this paper to derive and analyze a self-consistent model describing the diffusive transport in a nanowire. From a physical point of view, it describes the electron transport in an ultra-scaled confined structure, taking in…

Analysis of PDEs · Mathematics 2011-05-19 Jourdana Clément , Nicolas Vauchelet

In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary…

Mathematical Physics · Physics 2015-06-11 J. C. Latorre , G. A. Pavliotis , P. R. Kramer

Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…

Statistical Mechanics · Physics 2011-07-14 Steffen Martens , Gerhard Schmid , Lutz Schimansky-Geier , Peter Hänggi

We present a tube model for the Brownian dynamics of associating polymers in extensional flow. In linear response, the model confirms the analytical predictions for the sticky diffusivity by Leibler- Rubinstein-Colby theory. Although a…

Soft Condensed Matter · Physics 2021-02-10 Charley Schaefer , Tom C. B. McLeish

We prove that bridges of subelliptic diffusions on a compact manifold, with distinct ends, satisfy a large deviation principle in a space of Holder continuous functions, with a good rate function, when the travel time tends to 0. This leads…

Probability · Mathematics 2013-03-13 Ismael Bailleul

The paradigmatic model for heterogeneous media used in diffusion studies is built from reflecting obstacles and surfaces. It is well known that the crowding effect produced by these reflecting surfaces slows the dispersion of Brownian…

Statistical Mechanics · Physics 2022-06-08 Arthur Alexandre , Matthieu Mangeat , Thomas Guérin , David S. Dean
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