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Hydrodynamics is nowadays understood as an effective field theory that describes the dynamics of the long-wavelength and slow-time fluctuations of an underlying microscopic theory. In this work we extend the relativistic hydrodynamics to…
Fractional Brownian motion is a non-Markovian Gaussian process $X_t$, indexed by the Hurst exponent $H$. It generalises standard Brownian motion (corresponding to $H=1/2$). We study the probability distribution of the maximum $m$ of the…
The problem of non-linear transport near a quantum phase transition is solved within the Landau theory for the dissipative insulator-superconductor phase transition in two dimensions. Using the non-equilibrium Schwinger round-trip Green…
With a tight binding treatment we examine amorphous conductors with gas-like disorder, or no correlations among the site positions. We consider an exponentially decaying hopping integral with range $l$, and the Inverse Participation Ratio…
A fundamental question in nonequilibrium statistical physics is whether effective equilibrium behavior can emerge at coarse-grained scales in strongly driven systems. Here, we investigate this question in the context of human mobility by…
We consider a one-dimensional Brownian motion with diffusion coefficient $D$ in the presence of $n$ partially absorbing traps with intensity $\beta$, separated by a distance $L$ and evenly spaced around the initial position of the particle.…
We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…
The quasi-coherent effects in two-dimensional incompressible turbulence are analyzed starting from the test particle trajectories. They can acquire coherent aspects when the stochastic potential has slow time variation and the motion is not…
Recent theoretical progress using multiscale asymptotic analysis has revealed various possible regimes of stratified turbulence. Notably, buoyancy transport can either be dominated by advection or diffusion, depending on the effective…
In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a…
We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…
We investigate the component sizes of the critical configuration model, as well as the related problem of critical percolation on a supercritical configuration model. We show that, at criticality, the finite third moment assumption on the…
This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…
We study the transport and equilibration properties of a classical Heisenberg chain, whose couplings are random variables drawn from a one-parameter family of power-law distributions. The absence of a scale in the couplings makes the system…
A driven diffusive model of three types of particles that exhibits phase separation on a ring is introduced. The dynamics is local and comprises nearest neighbor exchanges that conserve each of the three species. For the case in which the…
We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
In this work, we investigate the large-scale transport properties of a passive scalar advected by a turbulent fluid, modelled as a superposition of divergence-free vector fields, each weighted by an independent symmetric…
Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…