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For any graph having a suitable uniform Poincare inequality and volume growth regularity, we establish two-sided Gaussian transition density estimates and parabolic Harnack inequality, for constant speed continuous time random walks…

Probability · Mathematics 2018-12-04 Amir Dembo , Ruojun Huang , Tianyi Zheng

We establish a rate of convergence of the two scale expansion (in the sense of homogenization theory) of the solution to a highly oscillatory elliptic partial differential equation with random coefficients that are a perturbation of…

Analysis of PDEs · Mathematics 2011-10-25 C. Le Bris , F. Legoll , F. Thomines

This paper concerns the macroscopic behavior of solutions to parabolic equations with large, highly oscillatory, random potential. When the correlation function of the random potential satisfies a specific integrability condition, we show…

Probability · Mathematics 2014-08-06 Yu Gu , Guillaume Bal

We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…

Statistical Mechanics · Physics 2026-03-03 Denis Boyer , Satya N. Majumdar

We establish the quenched local limit theorem for reversible random walk on $\Z^d$ (with $d\ge 2$) among stationary ergodic random conductances that permit jumps of arbitrary length. The proof is based on the weak parabolic Harnack…

Probability · Mathematics 2024-04-11 Xin Chen , Takashi Kumagai , Jian Wang

We characterize a close connection between the continuous-time quantum-walk model and a discrete-time quantum-walk version, based on the staggered model with Hamiltonians in a class of Cayley graphs, which can be considered as a…

Quantum Physics · Physics 2018-05-24 Gabriel Coutinho , Renato Portugal

The Caldeira-Leggett model of quantum Brownian motion is generalized using a generic velocity-dependent coupling. That leads to the description of a set of models able to capture Markovian and non-Markovian versions of Brownian and L\'evy…

Statistical Mechanics · Physics 2021-05-12 Ruward A. Mulder , Mônica. A. Caracanhas , Cristiane Morais Smith

In comparison with Derrida's REM, we investigate the influence of the so-called decoration processes arising in the limiting extremal processes of numerous log-correlated Gaussian fields. In particular, we focus on the branching Brownian…

Probability · Mathematics 2025-02-14 Benjamin Bonnefont , Michel Pain , Olivier Zindy

We study the long-time, large scale transport in a three-parameter family of isotropic, incompressible velocity fields with power-law spectra. Scaling law for transport is characterized by the scaling exponent $q$ and the Hurst exponent…

Fluid Dynamics · Physics 2009-10-31 Albert C. Fannjiang

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen

Homogenization is studied for a nonlinear elliptic boundary-value problem with a large nonlinear potential. More specifically we are interested in the asymptotic behavior of a sequence of p-Laplacians of the form $$…

Analysis of PDEs · Mathematics 2012-08-16 Hermann Douanla , Nils Svanstedt

In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…

Probability · Mathematics 2024-04-04 Sara Mazzonetto

We study the thick points of branching Brownian motion and branching random walk with a critical branching mechanism, focusing on the critical dimension $d = 4$. We determine the exponent governing the probability to hit a small ball with…

Probability · Mathematics 2025-12-01 Nathanaël Berestycki , Tom Hutchcroft , Antoine Jego

In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier-Laplace domain are…

Statistical Mechanics · Physics 2015-06-16 Long Shi , Zuguo Yu , Zhi Mao , Aiguo Xiao , Hailan Huang

A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…

Statistical Mechanics · Physics 2015-06-19 David S. Dean , Gleb Oshanin

We study the averaging behavior of nonlinear uniformly elliptic partial differential equations with random Dirichlet or Neumann boundary data oscillating on a small scale. Under conditions on the operator, the data and the random media…

Analysis of PDEs · Mathematics 2014-08-04 William M. Feldman , Inwon Kim , Panagiotis E. Souganidis

We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…

Statistical Mechanics · Physics 2009-11-10 Gunter M. Schütz , Steffen Trimper

We consider random walks on $\Z^d$ among nearest-neighbor random conductances which are i.i.d., positive, bounded uniformly from above but whose support extends all the way to zero. Our focus is on the detailed properties of the paths of…

Probability · Mathematics 2014-10-29 Marek Biskup , Oren Louidor , Alex Rozinov , Alexander Vandenberg-Rodes

We study the homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non-oscillating constituents. This means that the noise can…

Probability · Mathematics 2023-03-07 Qiao Huang , Jinqiao Duan , Renming Song

We study the behavior of the random walk on the infinite cluster of independent long range percolation in dimensions $d=1,2$, where $x$ and $y$ a re connected with probability $\sim\beta/\|x-y\|^{-s}$. We show that when $d<s<2d$ the walk is…

Probability · Mathematics 2014-03-04 Noam Berger
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