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We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

Disordered Systems and Neural Networks · Physics 2015-06-25 Petr Chvosta , Noelle Pottier

We consider the Lagrangian particle model introduced in [hep-th/9612017] for zero mass but nonvanishing second central charge of the planar Galilei group. Extended by a magnetic vortex or a Coulomb potential the model exibits conformal…

High Energy Physics - Theory · Physics 2009-11-10 P. C. Stichel , W. J. Zakrzewski

We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients $a^\omega$. The diffusion is formally associated with $L^\omega u =…

Probability · Mathematics 2016-01-27 Alberto Chiarini , Jean-Dominique Deuschel

We introduce a class of continuous planar processes, called "semimartingales on rays", and develop for them a change-of-variable formula involving quite general classes of test functions. Special cases of such planar processes are…

Probability · Mathematics 2017-04-18 Ioannis Karatzas , Minghan Yan

We present an alternate solution of a Gaussian spin-glass model with infinite ranged interactions and a global spherical constraint at zero magnetic field. The replicated spin-glass Hamiltonian is mapped onto a Coulomb gas of…

Disordered Systems and Neural Networks · Physics 2010-07-26 Shimul Akhanjee , Joseph Rudnick

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…

Probability · Mathematics 2022-04-11 Feng-Yu Wang

We first prove a weighted inequality of Moser-Trudinger type depending on a parameter, in the two-dimensional Euclidean space. The inequality holds for radial functions if the parameter is larger than -1. Without symmetry assumption, it…

Analysis of PDEs · Mathematics 2009-12-07 Jean Dolbeault , Maria J. Esteban , Gabriella Tarantello

In an early theoretical work published in 1965, Belen'kii & Fradkin proposed a turbulent diffusivity model for Rayleigh--Taylor (RT) mixing. We review its derivation and present alternative arguments leading to the same final similarity…

Fluid Dynamics · Physics 2026-04-30 Chian Yeh Goh , Guillaume Blanquart

We consider the dynamics of a tagged particle in an infinite particle environment moving according to a stochastic gradient dynamics. For singular interaction potentials this tagged particle dynamics was constructed first in [FG11], using…

Mathematical Physics · Physics 2013-12-11 Florian Conrad , Torben Fattler , Martin Grothaus

A supersymmetric field theory of light diffusion in semi-infinite disordered media is presented. With the help of this technique we justify--at the perturbative level--the local light diffusion proposed by Tiggelen, Lagendijk, and Wiersma…

Disordered Systems and Neural Networks · Physics 2009-11-13 Chushun Tian

The relativistic distribution for indistinguishable events is considered in the mass-shell limit $m^2\cong M^2,$ where $M$ is a given intrinsic property of the events. The characteristic thermodynamic quantities are calculated and subject…

High Energy Physics - Theory · Physics 2009-10-28 L. Burakovsky , L. P. Horwitz

We propose a new radiation condition for an infinite inhomogeneous two-dimensional medium which is periodic in the vertical direction and remains invariant in the horizontal direction. The classical Rayleigh-expansion radiation condition…

Analysis of PDEs · Mathematics 2025-11-04 Guanghui Hu , Andreas Rathsfeld , Jiayi Zhang , Ruming Zhang

We investigate the thermodynamic limit of the circular long-range Riesz gas, a system of particles interacting pairwise through an inverse power kernel. We show that after rescaling, so that the typical spacing of particles is of order $1$,…

Probability · Mathematics 2023-07-20 Jeanne Boursier

We prove a Central Limit Theorem for the finite dimensional distributions of the displacement for the 1D self-repelling diffusion which solves \begin{equation*} dX_t =dB_t -\big(G'(X_t)+ \int_0^t F'(X_t-X_s)ds\big)dt, \end{equation*} where…

Probability · Mathematics 2017-03-09 Carl-Erik Gauthier

We present the second of two articles on the small volume fraction limit of a nonlocal Cahn-Hilliard functional introduced to model microphase separation of diblock copolymers. After having established the results for the sharp-interface…

Analysis of PDEs · Mathematics 2010-04-27 Rustum Choksi , Mark A. Peletier

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…

Probability · Mathematics 2023-01-23 Daniel Lacker , Luc Le Flem

The effect of introducing a mass dependent diffusion rate ~ m^{-alpha} in a model of coagulation with single-particle break up is studied both analytically and numerically. The model with alpha=0 is known to undergo a nonequilibrium phase…

Statistical Mechanics · Physics 2009-11-07 R. Rajesh , Dibyendu Das , Bulbul Chakraborty , Mustansir Barma

We obtain a limit when mass tends to zero of the relativistic diffusion of Schay and Dudley. The diffusion process has the log-normal distribution. We discuss Langevin stochastic differential equations leading to an equilibrium…

High Energy Physics - Theory · Physics 2009-07-02 Z. Haba

The diffusion of finite-size hard-core interacting particles in two- or three-dimensional confined domains is considered in the limit that the confinement dimensions become comparable to the particle's dimensions. The result is a nonlinear…

Mathematical Physics · Physics 2017-03-23 Maria Bruna , S. Jonathan Chapman

We study the diffusion of tagged hard core interacting particles under the influence of an external force field. Using the Jepsen line we map this many particle problem onto a single particle one. We obtain general equations for the…

Statistical Mechanics · Physics 2015-05-14 E. Barkai , R. Silbey