相关论文: Limit velocity and zero--one laws for diffusions i…

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional…

We consider a random diffusion dynamics for an infinite system of hard spheres of two different sizes evolving in $\mathbb{R}^d$, its reversible probability measure, and its projection on the subset of the large spheres. The main feature is…

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

The motion of a particle is studied in a random space-time. It is assumed that the velocity is small enough for the non-relativistic approximation to be valid. The randomness of the metric induces a diffusion in coordinate space. Hence it…

We study a 1D transport equation with nonlocal velocity and show the formation of singularities in finite time for a generic family of initial data. By adding a diffusion term the finite time singularity is prevented and the solutions exist…

In this paper we study the number of bound states for potentials in one and two spatial dimensions. We first show that in addition to the well-known fact that an arbitrarily weak attractive potential has a bound state, it is easy to…

We consider singularly perturbed convection-diffusion equations on one-dimensional networks (metric graphs) as well as the transport problems arising in the vanishing diffusion limit. Suitable coupling condition at inner vertices are…

The law of large numbers is one of the fundamental properties which algorithmically random infinite sequences ought to satisfy. In this paper, we show that the law of large numbers can be effectivized for an arbitrary Schnorr random…

We demonstrate that the Einstein relation for the diffusion of a particle in the random energy landscape with the Gaussian density of states is an exclusive 1D property and does not hold in higher dimensions. We also consider the analytical…

The choice of boundary condition makes an essential difference in the solution structure of diffusion equations. The Dirichlet and Neumann boundary conditions and their combination have been the most used, but their legitimacy has been…

We complete the description, initiated in [6], of a free boundary travelling at constant speed in a half plane, where the propagation is controlled by a line having a large diffusion on its own. The main result of this work is that the free…

We examine numerically and analytically the problem of the relativistic velocity distribution in a 1-dim relativistic gas in thermal equilibrium. Our derivation is based on the special theory of relativity, the central limit theorem and the…

In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

We study the heat equation in the exterior of the unit ball with a linear dynamical boundary condition. Our main aim is to find upper and lower bounds for the rate of convergence to solutions of the Laplace equation with the same dynamical…

We study the homogenization limit of solutions to the G-equation with random drift. This Hamilton-Jacobi equation is a model for flame propagation in a turbulent fluid in the regime of thin flames. For a fluid velocity field that is…

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

The well-known diffusion theory describes propagation of light and electromagnetic waves in complex media. While diffusion theory is known to fail both for predominant forward scattering or strong absorption, its precise range of validity…