相关论文: Superdiffusive behavior for a Brownian polymer in …

We consider waves propagating in a randomly layered medium with long-range correlations. An example of such a medium is studied in \citeMS and leads, in particular, to an asymptotic travel time described in terms of a fractional Brownian…

We consider an overdamped Brownian particle moving in a confining asymptotically logarithmic potential, which supports a normalized Boltzmann equilibrium density. We derive analytical expressions for the two-time correlation function and…

The diffusion behavior of an active Brownian particle (ABP) in polymer solutions is studied using Langevin dynamics simulations. We find that the long time diffusion coefficient $D$ can show a non-monotonic dependence on the particle size…

We prove the convergence of the solutions of the parabolic wave equation to that of the Gaussian white-noise model widely used in the physical literature. The random medium is isotropic and is assumed to have integrable correlation…

This paper studies the one-dimensional parabolic Anderson model driven by a Gaussian noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H \in (\frac{1}{4}, \frac{1}{2})$ in the space…

We present an interesting connection between Brownian motion and magnetism. We use this to determine the distribution of areas enclosed by the path of a particle diffusing on a sphere. In addition, we find a bound on the free energy of an…

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

We show random polymer is diffusive in dimensions 1 and 2 in probability in an intermediate scaling regime. The scale is $\beta= o(N^{-1/4})$ in d=1 and $\beta=o((\log N)^{-1/2})$ in $d=2$ as $N\rightarrow \infty$.

In a recent paper we proposed a non-Markovian random walk model with memory of the maximum distance ever reached from the starting point (home). The behavior of the walker is at variance with respect to the simple symmetric random walk…

In this paper the reflection and transmission of waves by a three-dimensional random medium are studied in a white-noise and paraxial regime. The limit system derives from the acoustic wave equations and is described by a coupled system of…

Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…

The problems considered in the present paper have their roots in two different cultures. The 'true' (or myopic) self-avoiding walk model (TSAW) was introduced in the physics literature by Amit, Parisi and Peliti. This is a nearest neighbor…

The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…

In this article, we try to give a rather complete picture of the behavior of the free energy for a model of directed polymer in a random environment, in which the polymer is a simple symmetric random walk on the lattice $\Z^d$, and the…

For a multidimensional driftless diffusion in an unbounded, smooth, sub-linear generalized parabolic domain, with oblique reflection from the boundary, we give natural conditions under which either explosion occurs, if the domain narrows…

In this article, we present an invariance principle for the paths of the directed random polymer in space dimension two in the subcritical intermediate disorder regime. More precisely, the distribution of diffusively rescaled polymer paths…

We consider two interacting particles on the circle. The particles are subject to stochastic forcing, which is modeled by white noise. In addition, one of the particles is subject to friction, which models energy dissipation due to the…

We research the transport properties of inertial Brownian particles which move in a symmetric periodic potential and are subjected to both a symmetric, unbiased time-periodic external force and biased Poissonian white shot noise (of…

We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…

We investigate $(2+1)$-dimensional discretized directed polymers in Gaussian random media. By numerically calculating the probability distribution function of overlap between two independent and identical systems on a common random…