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We consider a continuum percolation model on $\R^d$, $d\geq 1$.For $t,\lambda\in (0,\infty)$ and $d\in\{1,2,3\}$, the occupied set is given by the union of independent Brownian paths running up to time $t$ whoseinitial points form a Poisson…

Probability · Mathematics 2015-12-31 Dirk Erhard , Julián Martínez , Julien Poisat

We study the phenomena of Anderson localization in the presence of nonlinear interaction on a lattice. A class of nonlinear Schrodinger models with arbitrary power nonlinearity is analyzed. We conceive the various regimes of behavior,…

Chaotic Dynamics · Physics 2015-06-19 Alexander V. Milovanov , Alexander Iomin

We investigate the second volume moment of the zero cell $Z_o$ of a Poisson hyperplane tessellation with intensity $\gamma$ in the $d$-dimensional hyperbolic space. We focus on the phase transition at the critical intensity…

Probability · Mathematics 2026-04-08 Tillmann Bühler , Christoph Thäle

Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…

Soft Condensed Matter · Physics 2025-10-01 Yilin Ye , Yacine Amarouchene , Raphaël Sarfati , David S. Dean , Thomas Salez

We study a regularization by noise phenomenon for the continuous parabolic Anderson model with a potential shifted along paths of fractional Brownian motion. We demonstrate that provided the Hurst parameter is chosen sufficiently small,…

Probability · Mathematics 2022-05-11 Florian Bechtold

We investigate Anderson transitions for a system of two particles moving in a three-dimensional disordered lattice and subject to on-site (Hubbard) interactions of strength U. The two-body problem is exactly mapped into an effective…

Disordered Systems and Neural Networks · Physics 2019-07-19 Filippo Stellin , Giuliano Orso

We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…

Mathematical Physics · Physics 2011-05-06 Michela Ottobre

The logarithmic correction for the order of the maximum of a two-type reducible branching Brownian motion on the real line exhibits a double jump when the parameters (the ratio of the diffusion coefficients of the two types of particles,…

Probability · Mathematics 2024-09-05 Heng Ma , Yan-Xia Ren

Hyperbolic lattices, formed by tessellating the hyperbolic plane with regular polygons, exhibit a diverse range of exotic physical phenomena beyond conventional Euclidean lattices. Here, we investigate the impact of disorder on hyperbolic…

Disordered Systems and Neural Networks · Physics 2024-11-20 Tianyu Li , Yi Peng , Yucheng Wang , Haiping Hu

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

We propose a method to obtain the equilibrium distribution for positions and velocities of a one-dimensional particle via time-averaging and Laplace transformations. We apply it to the case of a damped harmonic oscillator in contact with a…

Statistical Mechanics · Physics 2009-11-11 D. O. Soares-Pinto , W. A. M. Morgado

The Bouchaud-Anderson model (BAM) is a generalisation of the parabolic Anderson model (PAM) in which the driving simple random walk is replaced by a random walk in an inhomogeneous trapping landscape; the BAM reduces to the PAM in the case…

Probability · Mathematics 2018-07-31 Stephen Muirhead , Richard Pymar , Renato Soares dos Santos

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

We consider the Anderson polymer partition function $$ u(t):=\mathbb{E}^X\Bigl[e^{\int_0^t \mathrm{d}B^{X(s)}_s}\Bigr]\,, $$ where $\{B^{x}_t\,;\, t\geq0\}_{x\in\mathbb{Z}^d}$ is a family of independent fractional Brownian motions all with…

Probability · Mathematics 2017-09-05 Kamran Kalbasi , Thomas S. Mountford , Frederi G. Viens

The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…

Statistical Mechanics · Physics 2022-06-20 Marco Patriarca , Pasquale Sodano

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

We study the non-stationary Anderson parabolic problem on the lattice $Z^d$, i.e., the equation \begin{equation}\label{andersonmodel} \begin{aligned} \frac{\partial u}{\partial t} &=\varkappa \mathcal{A}u(t,x)+\xi_{t}(x)u(t,x) u(0,x)…

Probability · Mathematics 2023-01-10 Xiaoyun Chen , Dan Han , Stanislav Molchanov

We consider the continuous parabolic Anderson model with the Gaussian fields under the measure-valued initial conditions, the covariances of which are nonhomogeneous in time and fractional rough in space. We mainly study the spatial…

Probability · Mathematics 2021-02-02 Yangyang Lyu

Consider the parabolic Anderson model $\partial_tu=\frac{1}{2}\partial_x^2u+u\, \eta$ on the interval $[0, L]$ with Neumann, Dirichlet or periodic boundary conditions, driven by space-time white noise $\eta$. Using Malliavin-Stein method,…

Probability · Mathematics 2020-11-03 Fei Pu

We present a parallel derivation of the Thouless-Anderson-Palmer (TAP) equations and of an effective potential for the negative perceptron and soft sphere models in high dimension. Both models are continuous constrained satisfaction…

Disordered Systems and Neural Networks · Physics 2016-09-21 Ada Altieri , Silvio Franz , Giorgio Parisi