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A fundamental question in nonequilibrium statistical physics is whether effective equilibrium behavior can emerge at coarse-grained scales in strongly driven systems. Here, we investigate this question in the context of human mobility by…
Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems.…
We suggest a governing equation which describes the process of polymer chain translocation through a narrow pore and reconciles the seemingly contradictory features of such dynamics: (i) a Gaussian probability distribution of the…
The coupling between advection and diffusion in position space can often lead to enhanced mass transport compared to diffusion without flow. An important framework used to characterize the long-time diffusive transport in position space is…
We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slightly improve existing results and discuss some possible…
Passive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times.
In this paper, we study a conditional distribution dependent stochastic differential equations driven by standard Brownian motion and fractional Brownian motion with Hurst exponent $H>\frac{1}{2}$ simultaneously. First, the existence and…
The Allen-Cahn functional is a well studied variational problem which appears in the modeling of phase transition phenomenon. This functional depends on a parameter $\varepsilon >0$ and is intimately related to the area functional as the…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…
We prove that solutions of stochastic differential equations driven by fractional Brownian motion for $H>1/2$ define flows of homeomorphisms on $\mathbb{R}^{d}$.
In this work, we propose a Crank-Nicolson-type scheme with variable steps for the time fractional Allen-Cahn equation. The proposed scheme is shown to be unconditionally stable (in a variational energy sense), and is maximum bound…
The pattern of branched electron flow revealed by scanning gate microscopy shows the distribution of ballistic electron trajectories. The details of the pattern are determined by the correlated potential of remote dopants with an amplitude…
We consider the Allen-Cahn equation $\partial_t u- \Delta u=u-u^3$ with a rapidly mixing Gaussian field as initial condition. We show that provided that the amplitude of the initial condition is not too large, the equation generates fronts…
We investigate the behavior, as a small parameter tends to zero, of a nonlocal Allen-Cahn equation. Given a rather general initial data, we perform a rigorous analysis of both the generation and the motion of interface, and obtain a new…
We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…
We emphasize that construction of travelling wave solutions for partial differential equations is a problem of considerable interest and thus introduce a simple algebraic method to generate such solutions for equations in the Burgers…
We show that the unique solution to a semilinear stochastic differential equation with almost periodic coefficients driven by a fractional Brownian motion is almost periodic in a sense related to random dynamical systems. This type of…
We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution.
Two fast L1 time-stepping methods, including the backward Euler and stabilized semi-implicit schemes, are suggested for the time-fractional Allen-Cahn equation with Caputo's derivative. The time mesh is refined near the initial time to…