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We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…

We prove that there is an invariant torus with given Diophantine frequency vector for a class of Hamiltonian systems defined by an integrable large Hamiltonian function with a large non-autonomous Hamiltonian perturbation. As for…

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…

In [2], it was claimed that the time constant $\mu_{d}(e_{1})$ for the first-passage percolation model on $\mathbb Z^{d}$ is $\mu_{d}(e_{1}) \sim \log d/(2ad)$ as $d\to \infty$, if the passage times $(\tau_{e})_{e\in \mathbb E^{d}}$ are…

We present a study of diffusion enhancement of underdamped Brownian particles in 1D symmetric space-periodic potential due to external symmetric time-periodic forcing with zero mean. We show that the diffusivity can be enhanced by many…

For an integrable Hamiltonian systems with $d$ degrees of freedom ($d\geq 2$), we consider quantitatively the existence and non-existence of the flow-invariant Lagrangian torus with given frequency under the perturbation beyond the scope of…

Time-dependent driving holds the promise of realizing dynamical phenomenon absent in static systems. Here, we introduce a correlated random driving protocol to realize a spatiotemporal order that cannot be achieved even by periodic driving,…

In this paper, we prove a KAM theorem in a-posteriori format, using the parameterization method to look invariant tori in non-autonomous Hamiltonian systems with $n$ degrees of freedom that depend periodically or quasi-periodically (QP) on…

In this paper, we will prove the existence of full dimensional tori for 1-dimensional nonlinear Schr\"odinger equation \begin{eqnarray}\label{maineq0} \mathbf{i}u_{t}-u_{xx}+V*u+\epsilon f(x)|u|^{4}u=0,\…

We consider the scattering of an electron from a semi-infinite one-dimensional random medium. The random medium is characterized by force, $-\d V/\d L$ being the basic random variable. We obtain an analytical expression for the stationary…

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

The Turing instability is a paradigmatic route to patterns formation in reaction-diffusion systems. Following a diffusion-driven instability, homogeneous fixed points can become unstable when subject to external perturbation. As a…

It is well-known that third-order dispersion (TOD) never allows the continuous wave of any nonlinear Schroedinger (NLS) type system to experience modulational instability (MI). Remarkably, we demonstrate a new kind of MI induced by TOD with…

In slowly evolving spherical potentials, $\Phi(r,t)$, radial actions are typically assumed to remain constant. Here, we construct dynamical invariants that allow us to derive the evolution of radial actions in spherical central potentials…

In this work, we obtain an a-posteriori theorem for the existence of partly hyperbolic invariant tori in analytic Hamiltonian systems: autonomous, periodic, and quasi-periodic. The method of proof is based on the convergence of a KAM…

The subject of this study is the long-time equilibration dynamics of a strongly disordered one-dimensional chain of coupled weakly anharmonic classical oscillators. It is argued that chaos in this system has a very particular spatial…

The relation between relaxation and diffusion is investigated in a Hamiltonian system of globally coupled rotators. Diffusion is anomalous if and only if the system is going towards equilibrium. The anomaly in diffusion is not anomalous…

Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…

We show that an analytic invariant torus $\cT_0$ with Diophantine frequency $\o_0$ is never isolated due to the following alternative. If the Birkhoff normal form of the Hamiltonian at $\cT_0$ satisfies a R\"ussmann transversality…

We consider non-reversible perturbations of reversible diffusions that do not alter the invariant distribution and we ask whether there exists an optimal perturbation such that the rate of convergence to equilibrium is maximized. We solve…