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The ${\bm E}\times{\bm B}$ drift motion of charged test particle dynamics in the Scrape Off Layer (SOL)is analyzed to investigate a transport control strategy based on Hamiltonian dynamics. We model SOL turbulence using a 2D non-linear…
In recent years, Darcy scale transport in porous media was characterized to be Fickian or non-Fickian due to the homogeneity or heterogeneity of the porous medium conductivity layout. Yet, evidence shows that preferential flows that funnel…
The characteristic feature of the discrete scale invariant (DSI) processes is the invariance of their finite dimensional distributions by dilation for certain scaling factor. DSI process with piecewise linear drift and stationary increments…
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…
We consider overdamped Brownian dynamics in a periodic potential with temporally oscillating amplitude. We analyze the transport which shows effective diffusion enhanced by the oscillations and derive approximate expressions for the…
Chaotic deterministic dynamics of a particle can give rise to diffusive Brownian motion. In this paper, we compute analytically the diffusion coefficient for a particular two-dimensional stochastic layer induced by the kicked Harper map.…
The strong convergence rate of the Euler scheme for SDEs driven by additive fractional Brownian motions is studied, where the fractional Brownian motion has Hurst parameter $H\in(\frac13,\frac12)$ and the drift coefficient is not required…
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We study fractional Brownian motion (fBm) characterized by the Hurst exponent H. Using a Monte Carlo sampling technique, we are able to numerically generate fBm processes with an absorbing boundary at the origin at discrete times for a…
There has been a revival of interest in localization phenomena in quasiperiodic systems with a view to examining how they differ fundamentally from such phenomena in random systems. Mo- tivated by this, we study transport in the…
Standard and anomalous transport in incompressible flow is investigated using multiscale techniques. Eddy-diffusivities emerge from the multiscale analysis through the solution of an auxiliary equation. From the latter it is derived an…
We investigate critical transport and the dynamical exponent through the spreading of an initially localized particle in quadratic Hamiltonians with short-range hopping in lattice dimension $d_l$. We consider critical dynamics that emerges…
This article deals with transport properties of one dimensional Brownian diffusion under the influence of a correlated quenched random force, distributed as a two-level Poisson process. We find in particular that large time scaling laws of…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
Motivated by the phenomenon of transport barriers in fusion plasma devices, we write a mathematical model of heat dispersion in a turbulent fluid with a transport barrier, properly idealized; in a scaling limit of the turbulence model with…
In this work, eddy diffusivity is derived from the energy spectra for the stable and convective regimes in the planetary boundary layer. The energy spectra are obtained from a spectral model for the inertial subrange that considers the…
This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…
A class of Aubry-Andr\'e-Harper models of spin-orbit coupled electrons exhibits a topological phase diagram where two regions belonging to the same phase are split up by a multicritical point. The critical lines which meet at this point…
We establish Talagrand's $T_1$ and $T_2$ inequalities for the law of the solution of a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $H>1/2$. We use the $L^2$ metric and the uniform metric on…