  We study the intersections of two sets of D-branes of different
dimensionalities. This configuration is dual to a supersymmetric gauge theory
with flavor hypermultiplets in the fundamental representation of the gauge
group which live on the defect of the unflavored theory determined by the
directions common to the two types of branes. One set of branes is dual to the
color degrees of freedom, while the other set adds flavor to the system. We
work in the quenched approximation, i.e., where the flavor branes are
considered as probes, and focus specifically on the case in which the quarks
are massive. We study the thermodynamics and the speeds of first and zero sound
at zero temperature and non-vanishing chemical potential. We show that the
system undergoes a quantum phase transition when the chemical potential
approaches its minimal value and we obtain the corresponding non-relativistic
critical exponents that characterize its critical behavior. In the case of
(2+1)-dimensional intersections, we further study alternative quantization and
the zero sound of the resulting anyonic fluid. We finally extend these results
to non-zero temperature and magnetic field and compute the diffusion constant
in the hydrodynamic regime. The numerical results we find match the predictions
by the Einstein relation.
