Related papers: Central limit theorem for superdiffusive reflected…
We investigate dynamically and statistically diffusive motion in a Klein-Gordon particle chain in the presence of disorder. In particular, we examine a low energy (subdiffusive) and a higher energy (self-trapping) case and verify that…
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
We study $\mathbb Z$- and $\mathbb N$-extensions of interval maps with at most countably many full branches modelling one-dimensional random walks without and with a reflective boundary. We analyse the associated Gurevich pressure and…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
Let $Z$ be the transient reflecting Brownian motion on the closure of an unbounded domain $D\subset {\mathbb R}^d$ with $N$ number of Liouville branches. We consider a diffusion $X$ on $\overline D$ having finite lifetime obtained from $Z$…
The adsorption phenomenon of neutral particles from the limiting surfaces of the sample in the Langmuir approximation is investigated. The diffusion equation regulating the redistribution of particles in the bulk is assumed to be of…
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…
We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…
Nonlinear diffusion is studied in the presence of multiplicative noise. The nonlinearity can be viewed as a ``wall'' limiting the motion of the diffusing field. A dynamic phase transition occurs when the system ``unbinds'' from the wall.…
This work gives sufficient conditions for uniqueness in law of semimartingale, obliquely reflecting Brownian motion in a nonpolyhedral, piecewise ${\cal C}^2$ cone, with radially constant, Lipschitz continuous direction of reflection on…
Let $M$ be a compact connected Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(d x):=e^{V(x)}d x$ is a probability measure, and let $\{\lambda_i\}_{i\ge 1} $ be all non-trivial eigenvalues of $-L$ with Neumann…
Brownian motion in terms of Lifson and Jackson (LJ) formula has been widely explored in periodic systems and it has been believed for a long time that the LJ formula only applies to periodic potentials. Recently we show that for the…
Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…
We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…
The unbounded diffusion observed for the standard mapping in a regime of high nonlinearity is suppressed by dissipation due to the violation of Liouville's theorem. The diffusion coefficient becomes important for the description of scaling…
We present a study of diffusion enhancement of underdamped Brownian particles in 1D symmetric space-periodic potential due to external symmetric time-periodic forcing with zero mean. We show that the diffusivity can be enhanced by many…
In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…
We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…
In this work we studied the diffusive behavior of active brownian particles under lateral parabolic confinement. The results showed that we go from subdiffusion to ballistic motion as we vary the angular noise strength and confinement…