Related papers: Parabolic Anderson Model in Hyperbolic Spaces and …
We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…
We study the hyperbolic sine-Gordon model, with a parameter $\be^2 > 0$, and its associated Gibbs dynamics on the two-dimensional torus. By introducing a physical space approach to the Fourier restriction norm method and establishing…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
Random noise arises in many physical problems in which the observer is not tracking the full system. A case in point is inflationary cosmology, the current paradigm for describing the very early universe, where one is often interested only…
We study the emergence of anticoncentration and approximate unitary design behavior in local Brownian circuits. The dynamics of circuit averaged moments of the probability distribution and entropies of the output state can be represented as…
We use Ising-like models to probe the thermal nature of Euclidean spacetime backgrounds. We determine which properties of the background -- curvature, the presence of a horizon, or temperature -- play a role in phase transitions. The…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
In non-hermitian systems, the particular position at which two eigenstates coalesce under a variation of a parameter in the complex plane is called an exceptional point. A non-perturbative theory is proposed which describes the evolution of…
We describe non-equilibrium phase transitions in arrays of dynamical systems with cubic nonlinearity driven by multiplicative Gaussian white noise. Depending on the sign of the spatial coupling we observe transitions to ferromagnetic or…
We address the propagation into an unstable state of a localised disturbance in a forward-backward diffusion pseudo-parabolic equation. Three asymptotic regimes are distinguished as t tends to infinity, the first being a regime ahead of the…
We define and study in detail \emph{utraslow scaled Brownian motion (USBM)\/} characterised by a time dependent diffusion coefficient of the form $D(t)\simeq 1/t$. For unconfined motion the mean squared displacement (MSD) of USBM exhibits…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…
Periodic Anderson model (PAM), where local electron orbitals interplay with itinerant electronic carriers, plays an essential role in our understanding on heavy fermion materials. Motivated by recent proposal of simulating Kondo lattice…
We derive Thouless-Anderson-Palmer (TAP) equations for quantum disordered systems. We apply them to the study of the paramagnetic and glassy phases in the quantum version of the spherical p spin-glass model. We generalize several useful…
The Periodic Anderson Model (PAM) can be studied in the infinite U limit by employing the Hubbard X operators to project out the unwanted states. We have already studied this problem employing the cumulant expansion with the hybridization…
We propose and solve a minimal model of dynamic passage through a second-order phase transition in the presence of symmetry breaking interactions and no dissipation. Our model generalizes the Hamiltonian dynamics of the Painleve'-2 equation…
This paper attempts to obtain necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises: $\frac{\partial}{\partial t}u(t,x)=\frac{1}{2}\Delta u(t,x)+u(t,x)\dot{W}(t,x)$, where $ {W}(t,x)$ is…
We study a lattice field model which qualitatively reflects the phenomenon of Anderson localization and delocalization for real symmetric band matrices. In this statistical mechanics model, the field takes values in a supermanifold based on…
We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…
We present an exact, time-resolved theory for a two-dimensional chiral active Brownian particle (cABP) with translational inertia. Using a Laplace-transform moment hierarchy, we derive closed-form expressions for the mean velocity,…