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We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…
We study a random walk driven by a particle system from a generic class, and establish a law of large numbers for the walk for almost all densities of the environment. To do so, we exploit the finite-ranged approximations of the environment…
High energy infers high velocity and high velocity is a concept of special relativity. The Maxwellian velocity distribution is corrected to be consistent with special relativity. The corrected velocity distribution reduces to the Maxwellian…
The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…
The time dependence of the survival probability, S(t), is determined for diffusing particles in two dimensions which are also driven by a random unidirectional zero-mean velocity field, v_x(y). For a semi-infinite system with unbounded y…
We prove a strong law of large numbers for directed last passage times in an independent but inhomogeneous exponential environment. Rates for the exponential random variables are obtained from a discretisation of a speed function that may…
In this work, we study convection-diffusion equations in the cases of bounded drifts and drifts induced by the gradient of a potential. We define a new notion of solution and prove its existence and uniqueness. Furthermore, we show the…
The problem of one-dimensional randomly forced Burgers turbulence is considered in terms of (1+1) directed polymers. In the limit of strong turbulence (which corresponds to the zero temperature limit for the directed polymer system) using…
We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…
In this paper we consider a one-dimensional diffusion equation on the interval $[0,1]$ satisfying non-Feller boundary conditions. As a consequence, the initial value Cauchy problem fails to preserve nonnegativity or boundedness.…
We prove the law of large numbers for the drift of random walks on the two-dimensional lamplighter group, under the assumption that the random walk has finite $(2+\epsilon)$-moment. This result is in contrast with classical examples of…
Since the famous 1926 paper by Richardson, the relative diffusion of two particles in a turbulent liquid has attracted a lot of interest. The motion of a single particle on the other hand is usually considered not to be especially…
We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.
Let $(X_t)_{t\geq 0}$ be a regular one-dimensional diffusion that models a biological population. If one assumes that the population goes extinct in finite time it is natural to study the $Q$-process associated to $(X_t)_{t\geq 0}$. This is…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
Relative motion in space with multifractal time (fractional dimension of time close to integer $d_{t}=1+\epsilon (r,t), \epsilon \ll 1$) for "almost" inertial frames of reference (time is almost homogeneous and almost isotropic) is…
While special relativity imposes an absolute speed limit at the speed of light, our Universe is not empty Minkowski spacetime. The constituents that fill the interstellar/intergalactic vacuum, including the cosmic microwave background…
The idea that the velocity of transmitting substance/energy trough space-time is to be bounded is a fundamental concept in the science. To the most surprise, it turns out that it is not always met. We demonstrate that the existing…
We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…