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This paper provides information about the asymptotic behavior of a one-dimensional Brownian polymer in random medium represented by a space-time Gaussian field W assumed to be white noise in time and function-valued in space. According to…

Probability · Mathematics 2007-09-12 Sergio De Carvalho Bezerra , Samy Tindel , Frederi Viens

Heavy fermion materials are compounds in which localized $f$-orbitals hybridize with delocalized $d$ ones, leading to quasiparticles with large renormalized masses. The presence of strongly correlated $f$-electrons at the Fermi level may…

Strongly Correlated Electrons · Physics 2023-03-22 Wiliam S. Oliveira , Thereza Paiva , Richard T. Scalettar , Natanael C. Costa

The parabolic Anderson model (PAM) is one of the most interesting and challenging SPDEs related to various physical phenomena, and can be described mathematically as a stochastic heat equation driven by linear multiplicative noise. In this…

Probability · Mathematics 2023-12-15 Xiao Liang

In this article, we study the stochastic wave equation in arbitrary spatial dimension $d$, with a multiplicative term of the form $\sigma(u)=u$, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a…

Probability · Mathematics 2017-06-26 Raluca M. Balan , Jian Song

In this paper, we study the {\it parabolic Anderson model} starting from the Dirac delta initial data: \[ \left(\frac{\partial}{\partial t} -\frac{\nu}{2}\frac{\partial^2}{\partial x^2} \right) u(t,x) = \lambda u(t,x) \dot{W}(t,x), \qquad…

Probability · Mathematics 2016-09-21 Le Chen

Suppose that $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}^d}$ is the solution to a $d$-dimensional parabolic Anderson model with delta initial condition and driven by a Gaussian noise that is white in time and has a spatially homogeneous…

Probability · Mathematics 2021-04-27 Davar Khoshnevisan , David Nualart , Fei Pu

We construct an intrinsic family of Gaussian noises on $d$-dimensional flat torus $\mathbb{T}^d$. It is the analogue of the colored noise on $\mathbb{R}^d$, and allows us to study stochastic PDEs on torus in the It\^{o} sense in high…

Probability · Mathematics 2023-08-22 Le Chen , Cheng Ouyang , William Vickery

We investigate the symmetric Periodic Anderson Model (PAM) on a three-dimensional cubic lattice with nearest-neighbor hopping and hybridization matrix elements. Using Gutzwiller's variational method and the Hubbard-III approximation (which…

Strongly Correlated Electrons · Physics 2019-05-15 Peter van Dongen , Kingshuk Majumdar , Carey Huscroft , Fu-Chun Zhang

We study a random walk pinning model, where conditioned on a simple random walk Y on Z^d acting as a random medium, the path measure of a second independent simple random walk X up to time t is Gibbs transformed with Hamiltonian -L_t(X,Y),…

Probability · Mathematics 2009-04-24 Matthias Birkner , Rongfeng Sun

This short note is devoted to establishing the almost sure central limit theorem for the parabolic/hyperbolic Anderson models driven by colored-in-time Gaussian noises, completing recent results on quantitative central limit theorems for…

Probability · Mathematics 2025-04-01 Panqiu Xia , Guangqu Zheng

In this article, we study the hyperbolic Anderson model driven by a space-time \emph{colored} Gaussian homogeneous noise with spatial dimension $d=1,2$. Under mild assumptions, we provide $L^p$-estimates of the iterated Malliavin derivative…

Probability · Mathematics 2022-01-20 Raluca M. Balan , David Nualart , Lluís Quer-Sardanyons , Guangqu Zheng

The parabolic Anderson model is the Cauchy problem for the heat equation with a random potential. We consider this model in a setting which is continuous in time and discrete in space, and focus on time-constant, independent and identically…

Probability · Mathematics 2009-10-30 Peter Mörters , Marcel Ortgiese , Nadia Sidorova

In this paper, we study the spatial averages of the solution to the parabolic Anderson model driven by a space-time Gaussian homogeneous noise that is colored in time and space. We establish quantitative central limit theorems (CLT) of this…

Probability · Mathematics 2022-10-13 David Nualart , Panqiu Xia , Guangqu Zheng

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

Soft Condensed Matter · Physics 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

We study paramagnetic quantum criticality in the periodic Anderson model (PAM) using cellular dynamical mean-field theory, with the numerical renormalization group (NRG) as an impurity solver. The PAM describes an itinerant $c$ band…

Strongly Correlated Electrons · Physics 2023-10-20 Andreas Gleis , Seung-Sup B. Lee , Gabriel Kotliar , Jan von Delft

We consider the degenerate Einsteins Brownian motion model when the time interval of the moving particles before the collisions, is reciprocal to the number of particles per unit volume u(x,t), at the point of observation x at time t. The…

Analysis of PDEs · Mathematics 2022-07-01 Isanka Garli Hevage , Akif Ibraguimov , Zeev Sobol

In this paper, the hyperbolic Anderson equation generated by a time-dependent Gaussian noise is under investigation in two fronts: The solvability and large-$t$ asymptotics. The investigation leads to a necessary and sufficient condition…

Probability · Mathematics 2025-10-03 Xia Chen

Anderson localization of particles -- the complete halt of wave transport through multiple scattering and phase coherence -- is a paradigmatic manifestation of quantum interference in disordered media. In three dimensions, the scaling…

A two dimensional self-gravitating Hamiltonian model made by $N$ fully-coupled classical particles exhibits a transition from a collapsing phase (CP) at low energy to a homogeneous phase (HP) at high energy. From a dynamical point of view,…

Statistical Mechanics · Physics 2016-08-31 Mickael Antoni , Alessandro Torcini

We study the long-time asymptotics of the total mass of the solution to the parabolic Anderson model (PAM) on a supercritical Galton-Watson random tree with bounded degrees. We identify the second-order contribution to this asymptotics in…

Probability · Mathematics 2020-07-29 Frank den Hollander , Wolfgang König , Renato S. dos Santos