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Related papers: Effective diffusivities in periodic KPZ

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In this paper we discuss the notion of the diffusive capacity for the generalized Forchheimer flow of fluid through porous media. The diffusive capacity is an integral characteristic of the flow motivated by the engineering notion of the…

Analysis of PDEs · Mathematics 2015-09-23 Eugenio Aulisa , Lidia Bloshanskaya , Akif Ibragimov

We consider the KPZ equation in one space dimension driven by a stationary centred space-time random field, which is sufficiently integrable and mixing, but not necessarily Gaussian. We show that, in the weakly asymmetric regime, the…

Probability · Mathematics 2016-10-21 Martin Hairer , Hao Shen

We study the directed polymer of length $t$ in a random potential with fixed endpoints in dimension 1+1 in the continuum and on the square lattice, by analytical and numerical methods. The universal regime of high temperature $T$ is…

Disordered Systems and Neural Networks · Physics 2015-05-18 Pasquale Calabrese , Pierre Le Doussal , Alberto Rosso

We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…

Probability · Mathematics 2010-12-30 Balint Toth , Benedek Valko

We prove a polynomial upper bound for the localization length of the Lorentz mirror model and the Manhattan model on the even cylinder. The main input is a conditional cylinder-localization theorem in the winding regime: if short-direction…

Probability · Mathematics 2026-05-26 Linjun Li

We provide a new construction of Brownian disks in terms of forests of continuous random trees equipped with nonnegative labels corresponding to distances from a distinguished point uniformly distributed on the boundary of the disk. This…

Probability · Mathematics 2020-06-22 Jean-François Le Gall

The first goal of this paper is to prove multiple asymptotic results for a time-discrete and space-continuous polymer model of a random walk in a random potential. These results include: existence of deterministic free energy density in the…

Probability · Mathematics 2017-03-31 Yuri Bakhtin , Liying Li

In last passage percolation models lying in the KPZ universality class, the energy of long energy-maximizing paths may be studied as a function of the paths' pair of endpoint locations. Scaled coordinates may be introduced, so that these…

Probability · Mathematics 2019-04-17 Alan Hammond

We study the joint probability distribution function (pdf) of the maximum M of the height and its position X_M of a curved growing interface belonging to the universality class described by the Kardar-Parisi-Zhang equation in 1+1…

Statistical Mechanics · Physics 2015-05-18 Joachim Rambeau , Gregory Schehr

Fick's law for coordinate dependent diffusivity is derived. Corresponding diffusion current in the presence of coordinate dependent diffusivity is consistent with the form as given by Kramers-Moyal expansion. We have obtained the…

Statistical Mechanics · Physics 2018-10-01 A. Bhattacharyay

We prove existence and uniqueness of distributional solutions to the KPZ equation globally in space and time, with techniques from paracontrolled analysis. Our main tool for extending the analysis on the torus to the full space is a…

Probability · Mathematics 2019-02-22 Nicolas Perkowski , Tommaso Cornelis Rosati

On the 1+2 dimensional lattice, we consider a directed polymer in a random Gaussian environment that is independent in time and correlated in space. The spatial correlation is supposed to decay as $(\log |x|)^a /|x|^{2}$, $a>-1$, where the…

Probability · Mathematics 2025-10-02 Clément Cosco , Francesca Cottini , Anna Donadini

We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a…

Probability · Mathematics 2026-01-26 Efe Onaran , Omer Bobrowski , Robert J. Adler

Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…

Statistical Mechanics · Physics 2022-08-31 Xudong Wang , Yao Chen

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

Probability · Mathematics 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

We study the limiting probability distribution of the homogenization error for second order elliptic equations in divergence form with highly oscillatory periodic conductivity coefficients and highly oscillatory stochastic potential. The…

Analysis of PDEs · Mathematics 2016-02-24 Wenjia Jing

We compute the one-point probability distribution for the stationary KPZ equation (i.e. initial data H(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height…

Probability · Mathematics 2022-12-22 Alexei Borodin , Ivan Corwin , Patrik L. Ferrari , Bálint Vető

We characterize the law of the partition function of a Brownian directed polymer model in terms of a diffusion process associated with the quantum Toda lattice. The proof is via a multidimensional generalization of a theorem of Matsumoto…

Probability · Mathematics 2012-03-29 Neil O'Connell

In this work we study the transition from normal to anomalous diffusion of Brownian particles on disordered potentials. The potential model consists of a series of "potential hills" (defined on unit cell of constant length) whose heights…

Disordered Systems and Neural Networks · Physics 2016-03-23 R. Salgado-Garcia

Time evolution of the position-velocity correlation functions (PVCF) plays a key role in a new formalism of Brownian motion. A system of differential equations, which governs PVCF, is derived for magnetic Skyrmions on a 2-dimensional…

Statistical Mechanics · Physics 2019-07-17 E. Tamura , Y. Suzuki