相关论文: The Intermediate Disorder Regime for Brownian Dire…
The competition in the pinning of a directed polymer by a columnar pin and a background of random point impurities is investigated systematically using the renormalization group method. With the aid of the mapping to the noisy-Burgers'…
We study the directed polymer model in a bounded environment in weak disorder but without $L^2$-boundedness, specifically the speed of homogenization for the field $(W_n^{0,x})_{x\in\mathbb Z^d}$, where $W_n^{0,x}$ denotes the associated…
We introduce and study a noncommutative two-parameter family of noncommutative Brownian motions in the free Fock space. They are associated with Kesten laws and give a continuous interpolation between Brownian motions in free probability…
We revisit a result of Hairer-Shen on polymer-type approximations for the stochastic heat equation with a multiplicative noise (SHE) in $d=1$. We consider a general class of polymer models with strongly mixing environment in space and time,…
Starting with a microscopic (individual-based) Brownian dynamics model of charged particles (ions), its macroscopic description is derived as a system of partial differential equations that govern the evolution of ion concentrations in…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
The far-from-equilibrium dynamics of two crystalline two-dimensional monolayers driven past each other is studied using Brownian dynamics simulations. While at very high and low driving rates the layers slide past one another retaining…
A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…
Inspired by recent work of Alberts, Khanin and Quastel, we formulate general conditions ensuring that a sequence of multi-linear polynomials of independent random variables (called polynomial chaos expansions) converges to a limiting random…
We determine the asymptotic relaxation rate of a Brownian particle in a harmonic potential perturbed by quenched Gaussian disorder, a simplified model for rugged energy landscapes in complex systems. Depending on the properties of the…
We consider a model of a polymer in $\mathbb{Z}^{d+1}$, constrained to join 0 and a hyperplane at distance $N$. The polymer is subject to a quenched nonnegative random environment. Alternatively, the model describes crossing random walks in…
We prove existence and uniqueness of the invariant measure and exponential mixing in the total-variation norm for a class of stochastic differential equations driven by degenerate compound Poisson processes. In addition to mild assumptions…
We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…
We consider an active Brownian particle moving in a disordered two-dimensional energy or motility landscape. The averaged mean-square-displacement (MSD) of the particle is calculated analytically within a systematic short-time expansion. As…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
The partition function of the directed polymer model on Z^{2+1} undergoes a phase transition in a suitable continuum and weak disorder limit. In this paper, we focus on a window around the critical point. Exploiting local renewal theorems,…
We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…
We present a unified scaling theory for the structural behavior of polymers embedded in a disordered energy substrate. An optimal polymer configuration is defined as the polymer configuration that minimizes the sum of interacting energies…