We consider Hermitian and symmetric random band matrices $H = (h_{xy})$ in $d \geq 1$ dimensions. The matrix entries $h_{xy}$, indexed by $x,y \in (\bZ/L\bZ)^d$, are independent, centred random variables with variances $s_{xy} = \E |h_{xy}|^2$. We assume that $s_{xy}$ is negligible if $|x-y|$ exceeds the band width $W$. In one dimension we prove that the eigenvectors of $H$ are delocalized if $W\gg L^{4/5}$. We also show that the magnitude of the matrix entries $\abs{G_{xy}}^2$ of the resolvent $G=G(z)=(H-z)^{-1}$ is self-averaging and we compute $\E \abs{G_{xy}}^2$. We show that, as $L\to\infty$ and $W\gg L^{4/5}$, the behaviour of $\E |G_{xy}|^2$ is governed by a diffusion operator whose diffusion constant we compute. Similar results are obtained in higher dimensions.

For a random walk on a finitely generated group G we obtain a generalization of a classical inequality of Ancona. We deduce as a corollary that the identity map on G extends to a continuous equivariant surjection from the Martin boundary to the Floyd boundary, with preimages of conical points being singletons. This provides new results for Martin compactifications of relatively hyperbolic groups.

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We study the averaging of fronts moving with positive oscillatory normal velocity, which is periodic in space and stationary ergodic in time. The problem can be formulated as the homogenization of coercive level set Hamilton-Jacobi equations with spatio-temporal oscillations. To overcome the difficulties due to the oscillations in time and the linear growth of the Hamiltonian, we first study the long time averaged behavior of the associated reachable sets using geometric arguments. The results are new for higher than one dimensions even in the space-time periodic setting.

We consider in this work stochastic differential equation (SDE) model for particles in contact with a heat bath when the memory effects are non-negligible. As a result of the fluctuation-dissipation theorem, the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives and based on this we consider fractional stochastic differential equations (FSDEs), which should be understood in an integral form. We establish the existence of strong solutions for such equations. In the linear forcing regime, we compute the solutions explicitly and analyze the asymptotic behavior, through which we verify that satisfying fluctuation-dissipation indeed leads to the correct physical behavior. We further discuss possible extensions to nonlinear forcing regime, while leave the rigorous analysis for future works.