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This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…

Optimization and Control · Mathematics 2025-03-11 Chenhui Hao , Jingtao Shi , Shuaiqi Zhang

We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…

Statistical Mechanics · Physics 2015-06-05 P. L. Krapivsky , Baruch Meerson

Optical tweezers allow the measurement of fluctuations at the nano-scale, in particular fluctuations in the end-to-end distance in single molecules. Fluctuation spectra can yield valuable information, but they can easily be contaminated by…

Biological Physics · Physics 2015-09-30 Marco Ribezzi-Crivellari , Anna Alemany , Felix Ritort

Order parameter fluctuations (the largest cluster size distribution) are studied within a three-dimensional bond percolation model on small lattices. Cumulant ratios measuring the fluctuations exhibit distinct features near the percolation…

Nuclear Theory · Physics 2007-05-23 Janusz Brzychczyk

We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…

Statistical Mechanics · Physics 2008-10-10 D. Villamaina , A. Puglisi , A. Vulpiani

A systematic analysis of large scale fluctuations in the low temperature pinned phase of a directed polymer in a random potential is described. These fluctuations come from rare regions with nearly degenerate ``ground states''. The…

Condensed Matter · Physics 2016-08-31 Terence Hwa , Daniel S. Fisher

We study learning problems involving arbitrary classes of functions $F$, distributions $X$ and targets $Y$. Because proper learning procedures, i.e., procedures that are only allowed to select functions in $F$, tend to perform poorly unless…

Machine Learning · Statistics 2018-04-17 Shahar Mendelson

The tube model is a central concept in polymer physics, and allows to reduce the complex many-filament problem of an entangled polymer solution to a single filament description. We investigate the probability distribution function of…

Soft Condensed Matter · Physics 2009-08-12 Hauke Hinsch , Erwin Frey

A polymer chain pinned in space exerts a fluctuating force on the pin point in thermal equilibrium. The average of such fluctuating force is well understood from statistical mechanics as an entropic force, but little is known about the…

Statistical Mechanics · Physics 2015-07-22 James T. Waters , Harold D. Kim

We prove the emergence of stable fluctuations for reaction-diffusion in random environment with Weibull tails. This completes our work around the quenched to annealed transition phenomenon in this context of reaction diffusion. In [9], we…

Probability · Mathematics 2017-06-22 Gérard Ben Arous , Stanislav Molchanov , Alejandro F. Ramírez

This is an archival document; the work contains theoretical development to be used in new publications and to stimulate further development. Here, we develop a statistical mechanical treatment of a braid formed of two molecules subject to…

Statistical Mechanics · Physics 2014-03-31 D. J. Lee

We present a systematic statistical mechanical analysis of the conformational properties of a stiff polyelectrolyte chain with intrachain attractions that are due to counterion correlations. We show that the mean-field solution corresponds…

Soft Condensed Matter · Physics 2007-05-23 Per Lyngs Hansen , Rudi Podgornik , Daniel Svenšek , V. Adrian Parsegian

In this paper, we consider an opioid epidemic dynamical model with random perturbation that typically describes the interplay between regular prescription use, addictive use, and the process of rehabilitation from addiction and vice-versa.…

Optimization and Control · Mathematics 2018-06-19 Getachew K. Befekadu , Quanyan Zhu

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

We report on the distribution spectra of the fluctations in the amount of power injected into a liquid crystal undergoing electroconvective flow. The probability distribution functions (PDFs) of the fluctuations as well as the magnitude of…

Pattern Formation and Solitons · Physics 2009-11-10 Tibor Tóth-Katona , James T. Gleeson

We review the density of states and related quantities of quasi one-dimensional disordered Peierls systems in which fluctuation effects of a backscattering potential play a crucial role. The low-energy behavior of non-interacting fermions…

Strongly Correlated Electrons · Physics 2017-09-27 Lorenz Bartosch

The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…

Statistical Mechanics · Physics 2020-02-21 Matteo Polettini , Massimiliano Esposito

We study the effects of thermal fluctuations on a small elastic ring. We derive analytical expressions for the correlation functions of the Euler angles, for the real space two--point correlation functions and for the probability…

Soft Condensed Matter · Physics 2007-05-23 Y. Rabin , S. Panyukov

The difference Delta F between free energies has applications in biology, chemistry, and pharmacology. The value of Delta F can be estimated from experiments or simulations, via fluctuation theorems developed in statistical mechanics.…

Statistical Mechanics · Physics 2016-06-03 Nicole Yunger Halpern , Christopher Jarzynski

In this paper we focus on a general type of mean-field stochastic control problem with partial observation, in which the coefficients depend in a non-linear way not only on the state process $X_t$ and its control $u_t$ but also on the…

Optimization and Control · Mathematics 2021-11-23 Juan Li , Hao Liang , Chao Mi