Related papers: Parabolic Anderson Model in Hyperbolic Spaces and …
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…
The limits of the Second Law of Thermodynamics, which reigns undisputed in the macroscopic world, are investigated at the mesoscopic level, corresponding to spatial dimensions of a few microns. An extremely simple isolated system, modeled…
The off-diagonal disorder caused by random spin orientations in the paramagnetic (PM) state of the double exchange (DE) model is described by using the coherent-potential-approximation (CPA), which is combined with the variational…
Recently, a kind of finite-temperature pseudo-transition was observed in several quasi-one-dimensional models. In this work, we consider a genuine one-dimensional extended Hubbard model in the atomic limit, influenced by an external…
In two dimensions (2D), dephasing by a bath cuts off Anderson localization that would otherwise occur at any energy density for fermions with disorder. For an isolated system with short-range interactions, the system can be its own bath,…
We present a study of the escape time from a metastable state of an overdamped Brownian particle, in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of…
In this note, we use the Feynman-Kac formula to derive a moment representation for the 2D parabolic Anderson model in small time, which is related to the intersection local time of planar Brownian motions.
In this paper we introduce and study Brownian motion on state spaces with varying dimension. Starting with a concrete case of such state spaces that models a big square with a flag pole, we construct a Brownian motion on it and study how…
We establish that the exact quantum dynamics of a Brownian particle in the Caldeira-Leggett model can be mapped, at any temperature, onto a classical, non-Markovian stochastic process in phase space. Starting from a correlated thermal…
We study the stationary states of an over-damped active Brownian particle (ABP) in a harmonic trap in two dimensions, via mathematical calculations and numerical simulations. In addition to translational diffusion, the ABP self-propels with…
We study quantum Brownian motion (QBM) models for a particle in a dissipative environment coupled to a periodic potential. We review QBM for a particle in a one-dimensional periodic potential and extend the study to that for a particle in…
We consider the gamma process perturbed by a Brownian motion (independent of the gamma process) as a degradation model. Parameters estimation is studied here. We assume that $n$ independent items are observed at irregular instants. From…
We study Brownian motion of a heavy quark in field theory plasma in the AdS/CFT setup and discuss the time scales characterizing the interaction between the Brownian particle and plasma constituents. In particular, the mean-free-path time…
We study the non-equilibrium dynamics of a pseudoscalar axion-like particle (ALP) weakly coupled to degrees of freedom in thermal equilibrium by obtaining its reduced density matrix. Its time evolution is determined by the in-in effective…
We construct a $K$-rough path above either a space-time or a spatial fractional Brownian motion, in any space dimension $d$. This allows us to provide an interpretation and a unique solution for the corresponding parabolic Anderson model,…
We consider a model of Brownian motion on a bounded open interval with instantaneous jumps. The jumps occur at a spatially dependent rate given by a positive parameter times a continuous function positive on the interval and vanishing on…
It was recently reported that, in the highly overdoped side of single-crystal $La_{2-x}Sr_xCuO_4$ films, the transition temperature $T_c$ and zero-temperature superfluid phase stiffness $\rho_s(0)$ will obey a parabolic scaling $T_c=\gamma…
The Brownian motion of a quantum particle in a harmonic confining potential and coupled to a harmonic quantum thermal bath is exactly solvable. It is shown that at low enough temperatures the stationary state is non-Gibbsian due to an…
A two dimensional model is introduced to study pattern formation, secondary instabilities and the transition to spatiotemporal chaos (weak turbulence) in parametric surface waves. The stability of a periodic standing wave state above onset…
Absolute negative mobility is one of the most paradoxical forms of anomalous transport behaviour. At the first glance it contradicts the superposition principle and the second law of thermodynamics, however, its fascinating nature bridges…