Related papers: Diffusion in disordered systems under iterative me…
We consider random walkers searching for a target in a bounded one-dimensional heterogeneous environment, in the interval $[0,L]$, where diffusion is described by a space-dependent diffusion coefficient $D(x)$. Boundary conditions are…
In this paper, we consider the problem of joint parameter estimation for drift and diffusion coefficients of a stochastic McKean-Vlasov equation and for the associated system of interacting particles. The analysis is provided in a general…
We present a microscopic derivation of self-consistent equations of Anderson localization in a disordered medium of finite size. The derivation leads to a renormalized, position-dependent diffusion coefficient. The position dependence of…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
We investigate time-dependent stochastic disorder in the one-dimensional Jaynes-Cummings-Hubbard model and show that it gives rise to diffusive behaviour. We find that disorder correlation frequency is effective in controlling the level of…
The statistical properties of coherent radiation scattered from phase-ordering materials are studied in detail using large-scale computer simulations and analytic arguments. Specifically, we consider a two-dimensional model with a…
In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
The scaling of the Thouless time with system size is of fundamental importance to characterize dynamical properties in quantum systems. In this work, we study the scaling of the Thouless time in the Anderson model on random regular graphs…
We study diffusion processes in regions generated by sliding a cross section by the phase flow of vector filed on curved spaces of arbitrary dimension. We do this by studying the effective diffusion coefficient D that arises when trying to…
By means of rather general arguments, based on an approach due to Derrida that makes use of samples of finite size, we analyse the effective diffusivity and drift tensors in certain types of random medium in which the motion of the…
We study the difference between the probability density of a random variable $F$ on Markov diffusion chaos and the probability density of a general target distribution $Z$. In the special case where $F$ is a chaotic random variables and $Z$…
We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…
We present a numerical study of electromagnetic wave transport in disordered quasi-one-dimensional waveguides at terahertz frequencies. Finite element method calculations of terahertz wave propagation within LiNbO$_{3}$ waveguides with…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
We present a comprehensive framework of modeling covariance in angular streaking experiments. Within the impulsive streaking regime, the displacement of electron momentum distribution (MD) provides a tight connection between the…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
We point out that the quantum Zeno effect, i.e., inhibition of spontaneous decay by frequent measurements, is observable only in spectrally finite reservoirs, i.e., in cavities and waveguides, using a sequence of evolution-interrupting…
We extend the classical Douglas integral, which expresses the Dirichlet integral of a harmonic function on the unit disk in terms of its value on boundary, to the case of conservative symmetric diffusion in terms of Feller measure, by using…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…