Quenched large deviations for multidimensional random walk in random environment with holding times

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and the laws of the holding times are randomly distributed over the integer lattice. Our main result is a quenched large deviation principle for the position of the random walk. The rate function is given by the Legendre transform of the so-called Lyapunov exponents for the Laplace transform of the first passage time. By using this representation, we derive some asymptotics of the rate function in some special cases.Comment: This is the corrected version of the paper. 24 page

A field-theoretic approach to the Wiener Sausage

The Wiener Sausage, the volume traced out by a sphere attached to a Brownian particle, is a classical problem in statistics and mathematical physics. Initially motivated by a range of field-theoretic, technical questions, we present a single loop renormalised perturbation theory of a stochastic process closely related to the Wiener Sausage, which, however, proves to be exact for the exponents and some amplitudes. The field-theoretic approach is particularly elegant and very enjoyable to see at work on such a classic problem. While we recover a number of known, classical results, the field-theoretic techniques deployed provide a particularly versatile framework, which allows easy calculation with different boundary conditions even of higher momenta and more complicated correlation functions. At the same time, we provide a highly instructive, non-trivial example for some of the technical particularities of the field-theoretic description of stochastic processes, such as excluded volume, lack of translational invariance and immobile particles. The aim of the present work is not to improve upon the well-established results for the Wiener Sausage, but to provide a field-theoretic approach to it, in order to gain a better understanding of the field-theoretic obstacles to overcome.Comment: 45 pages, 3 Figures, Springer styl

Alternative proof for the localization of Sinai's walk

We give an alternative proof of the localization of Sinai's random walk in random environment under weaker hypothesis than the ones used by Sinai. Moreover we give estimates that are stronger than the one of Sinai on the localization neighborhood and on the probability for the random walk to stay inside this neighborhood

A Semi-Lagrangian scheme for a modified version of the Hughes model for pedestrian flow

In this paper we present a Semi-Lagrangian scheme for a regularized version of the Hughes model for pedestrian flow. Hughes originally proposed a coupled nonlinear PDE system describing the evolution of a large pedestrian group trying to exit a domain as fast as possible. The original model corresponds to a system of a conservation law for the pedestrian density and an Eikonal equation to determine the weighted distance to the exit. We consider this model in presence of small diffusion and discuss the numerical analysis of the proposed Semi-Lagrangian scheme. Furthermore we illustrate the effect of small diffusion on the exit time with various numerical experiments

On the wellposedness of some McKean models with moderated or singular diffusion coefficient

We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate interaction, previously studied by Meleard and Jourdain in [16], under slightly weaker assumptions, by showing the existence and uniqueness of a weak solution using a Sobolev regularity framework instead of a Holder one. Second, we study the construction of a Lagrangian Stochastic model endowed with a conditional McKean diffusion term in the velocity dynamics and a nondegenerate diffusion term in the position dynamics