Related papers: Correlation functions and queuing phenomena in gro…
We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as $x^\alpha$, with $\alpha>1$. We propose an (semi-explicit) exponential-Euler…
In this paper, we study the estimation of drift and diffusion coefficients in a two dimensional system of N interacting particles modeled by a degenerate stochastic differential equation. We consider both complete and partial observation…
In this lecture we present an overview of the physics of irreversible fractal growth process, with particular emphasis on a class of models characterized by {\em quenched disorder}. These models exhibit self-organization, with critical…
A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…
We develop a semiclassical theory of Coulomb blockade peak heights in chaotic quantum dots. Using Berry's conjecture, we calculate the peak height distributions and the correlation functions. We demonstrate that the corrections to the…
We continue to study a model of disordered interface growth in two dimensions. The interface is given by a height function on the sites of the one--dimensional integer lattice and grows in discrete time: (1) the height above the site $x$…
Strong anomalous diffusion is characterized by asymptotic power-law growth of the moments of displacement, with exponents that do not depend linearly on the order of the moment. The exponents concerning small-order moments are dominated by…
The state of a stochastic process evolving over a time $t$ is typically assumed to lie on a normal distribution whose width scales like $t^{1/2}$. However, processes where the probability distribution is not normal and the scaling exponent…
We construct a divergence-free velocity field $u:[0,T] \times \mathbb{T}^2 \to \mathbb{R}^2$ satisfying $$u \in C^\infty([0,T];C^\alpha(\mathbb{T}^2)) \quad \forall \alpha \in [0,1)$$ such that the corresponding drift-diffusion equation…
We resolve an apparent contradiction between numeric and analytic results for one-dimensional disordered systems with power-law spectral correlations. The conflict arises when considering rigorous results that constrain the set of…
We investigate the coarsening kinetics of an XY model defined on a square lattice when the underlying dynamics is governed by energy-conserving Hamiltonian equation of motion. We find that the apparent super-diffusive growth of the length…
We consider the one-dimensional partially asymmetric exclusion process with random hopping rates, in which a fraction of particles (or sites) have a preferential jumping direction against the global drift. In this case the accumulated…
The scaling function $F(s)$ in detrended fluctuation analysis (DFA) scales as $F(s)\sim s^{H}$ for stochastic processes with Hurst exponents $H$. We prove this scaling law for both stationary stochastic processes with $0<H<1$, and…
In this paper, we establish the weak convergence rate of density-dependent stochastic differential equations with bounded drift driven by $\alpha$-stable processes with $\alpha\in(1,2)$. The well-posedness of these equations has been…
We study the motion of a one-dimensional particle which reverses its direction of acceleration stochastically. We focus on two contrasting scenarios, where the waiting-times between two consecutive acceleration reversals are drawn from (i)…
We describe non-conventional localization of the midband E=0 state in square and cubic finite bipartite lattices with off-diagonal disorder by solving numerically the linear equations for the corresponding amplitudes. This state is shown to…
We study the dynamic scaling hypothesis in invariant surface growth. We show that the existence of power-law scaling of the correlation functions (scale invariance) does not determine a unique dynamic scaling form of the correlation…
In this paper, we consider stochastic differential equations whose drift coefficient is superlinearly growing and piece-wise continuous, and whose diffusion coefficient is superlinearly growing and locally H\"older continuous. We first…
We study domain growth kinetics in a random-field system in the presence of a spatially correlated disorder $h_{i}(\vec r)$ after an instantaneous quench at a finite temperature $T$ from a random initial state corresponding to $T=\infty$.…
We study entanglement growth in a harmonic oscillator chain subjected to the weak measurement of observables which have been smeared-out over a length scale $R$. We find that entanglement grows diffusively ($S \sim t^{1/2}$) for a large…