Related papers: Superdiffusive limits for Bessel-driven stochastic…
We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…
The behavior of a confined spherical symmetric anomalous fluid under high external pressure was studied with Molecular Dynamics simulations. The fluid is modeled by a ore-softened potential with two characteristic length scales, which in…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
A model of the passive vector field advected by the uncorrelated in time Gaussian velocity with power-like covariance is studied by means of the renormalization group and the operator product expansion. The structure functions of the…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
We consider stochastic inviscid dyadic models with energy-preserving noise. It is shown that the models admit weak solutions which are unique in law. Under a certain scaling limit of the noise, the stochastic models converge weakly to a…
We disclose the origin of anisotropic percolation perimeters in terms of the Stochastic Loewner Evolution (SLE) process. Precisely, our results from extensive numerical simulations indicate that the perimeters of multi-layered and directed…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
Steady-state currents generically occur both in systems with continuous translation invariance and in nonequilibrium settings with particle drift. In either case, thermal fluctuations advected by the current act as a source of noise for…
We analyze the strong noise limit of one-dimensional stochastic differential equations (SDEs). Our initial motivation comes from continuous measurements of open quantum systems. In this context, Bauer, Bernard and Tilloy pointed out an…
Critical exponents are calculated exactly at the onset of an instability, using asymptotic expansiontechniques. When the unstable mode is subject to multiplicative noise whose spectrum at zero frequency vanishes, we show that the critical…
We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…
The mean-squared displacement (MSD) is an averaged quantity widely used to assess anomalous diffusion. In many cases, such as molecular motors with finite processivity, dynamics of the system of interest produce trajectories of varying…
In this paper, we study a stochastically driven non-equilibrium quantum system where the driving protocols consist of hopping and waiting processes. The waiting times between two hopping processes satisfy a heavy-tailed distribution. By…