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Obtaining adiabatic processes that connect equilibrium states in a given time represents a challenge for mesoscopic systems. In this paper, we explicitly show how to build these finite-time adiabatic processes for an overdamped Brownian…

Mesoscale and Nanoscale Physics · Physics 2020-04-01 C. A. Plata , D. Guéry-Odelin , E. Trizac , A. Prados

This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…

Probability · Mathematics 2012-10-08 Le Chen , Robert C. Dalang

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations <x(t)x(s)> ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H…

Statistical Mechanics · Physics 2013-05-29 Kay Jörg Wiese , Satya N. Majumdar , Alberto Rosso

We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…

Statistical Mechanics · Physics 2022-11-23 I. G. Marchenko , A. Zhiglo , V. Aksenova , V. Tkachenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz

In this paper we study the Poisson stick model in two dimensional hyperbolic space $\mathbb{H}^2,$ where the sticks all have length $L.$ Typically, percolation models in hyperbolic space undergo two phase transitions as the intensity…

Probability · Mathematics 2025-12-18 Erik I. Broman , Johan H. Tykesson

This is a survey on the intermittent behavior of the parabolic {Anderson} model, which is the Cauchy problem for the heat equation with random potential on the lattice $\Z^d$. We first introduce the model and give heuristic explanations of…

Probability · Mathematics 2007-05-23 Juergen Gaertner , Wolfgang Koenig

It is shown that in systems with time-dependent and/or spatially nonuniform temperature $T(t,x)$, (i) most of the transport processes is weakly non-ergodic, and (ii) the diffusion (Brownian motion, BM) is anomalous. A few examples of simple…

Statistical Mechanics · Physics 2012-06-21 Andrzej Fuliński

We consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of a barrier. The barrier increases when it is hit, allowing…

Probability · Mathematics 2025-07-23 Thomas Blore , D. G. M Flynn , Ben Hambly

The paramagnetic-to-ferromagnetic phase transition is believed to proceed through a critical point, at which power laws and scaling invariance, associated with the existence of one diverging characteristic length scale -- the so called…

Statistical Mechanics · Physics 2016-03-15 N. Saratz , D. A. Zanin , U. Ramsperger , S. A. Cannas , D. Pescia , A. Vindigni

We study Anderson Localization in two dimensional (2D) disordered spin-orbit systems described by the Gaussian symplectic ensemble using momentum-space signatures such as the coherent backscattering (CBS) anti-peak, and the coherent forward…

Disordered Systems and Neural Networks · Physics 2023-01-19 Ehsan Arabahmadi , Daniel Schumayer , Benoit Gremaud , Christian Miniatura , David A. W. Hutchinson

We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…

Statistical Mechanics · Physics 2024-01-26 Feng Huang , Hanshuang Chen

The Aubry-Andr\'e-Harper model provides a paradigmatic example of aperiodic order in a one-dimensional lattice displaying a delocalization-localization phase transition at a finite critical value $V_c$ of the quasiperiodic potential…

Disordered Systems and Neural Networks · Physics 2021-03-29 Stefano Longhi

The two-dimensional (2d) Ising model is the statistical physics textbook example for phase transitions and their kinetics. Quenched through the Curie point with Glauber rates, the late-time description of the ferromagnetic domain coarsening…

Statistical Mechanics · Physics 2024-03-14 Renan A. L. Almeida , Kazumasa A. Takeuchi

We consider the model of random planar maps of size $n$ biased by a weight $u>0$ per $2$-connected block, and the closely related model of random planar quadrangulations of size $n$ biased by a weight $u>0$ per simple component. We exhibit…

Probability · Mathematics 2024-02-06 William Fleurat , Zéphyr Salvy

Einstein-Smoluchowski diffusion, damped harmonic oscillations, and spatial decoherence are special cases of an elegant class of Markovian quantum Brownian motion models that is invariant under linear symplectic transformations. Here we…

Quantum Physics · Physics 2016-02-04 C. Jess Riedel

The study of intermittency for the parabolic Anderson problem usually focuses on the moments of the solution which can describe the high peaks in the probability space. In this paper we set up the equation on a finite spatial interval, and…

Probability · Mathematics 2019-03-26 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller , Shang-Yuan Shiu

The description of the cosmological expansion and its possible local manifestations via treating the proper conformal transformations as a coordinate transformation from a comoving Lorentz reference frame (RF) to an uniformly accelerated RF…

General Relativity and Quantum Cosmology · Physics 2007-10-23 L. M. Tomilchik

We investigate the equilibrium properties of a quantum Brownian particle moving in a periodic potential, specifically addressing the nature of the dissipation-driven Schmid transition in the Ohmic regime. By employing World-Line Monte Carlo…

Consider the planar restricted $(N+1)$-body problem with trajectories of the $N(\ge 2)$ primaries forming a collision-free periodic solution of the $N$-body problem, for any positive energy $h$ and directions $\theta_{\pm} \in [0, 2\pi)$,…

Dynamical Systems · Mathematics 2022-11-03 Guowei Yu

We consider the extended Hubbard model on a two-dimensional square lattice at half-filling. The model is investigated using the strong coupling diagram technique. We sum infinite series of ladder diagrams allowing for full-scale charge and…

Strongly Correlated Electrons · Physics 2023-05-22 A. Sherman
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