Related papers: Explicit solution of the optimal fluctuation probl…
The study is devoted to mathematical modeling and optimal control design of longitudinal motions of a rectilinear elastic rod. The control inputs are a force, which is normal to the cross section and distributed piecewise constantly along…
We study the one-dimensional branching random walk in the case when the step size distribution has a stretched exponential tail, and, in particular, no finite exponential moments. The tail of the step size $X$ decays as $\mathbb{P}[X \geq…
We investigate the short-time regime of the KPZ equation in $1+1$ dimensions and develop a unifying method to obtain the height distribution in this regime, valid whenever an exact solution exists in the form of a Fredholm Pfaffian or…
The Airy distribution function describes the probability distribution of the area under a Brownian excursion over a unit interval. Surprisingly, this function has appeared in a number of seemingly unrelated problems, mostly in computer…
We study the non--equilibrium motion of an elastic string in a two dimensional pinning landscape using Langevin dynamics simulations. The relaxation of a line, initially flat, is characterized by a growing length, $L(t)$, separating the…
We consider branching random walks on the Euclidean lattice in dimensions five and higher. In this non-Markovian setting, we first obtain a relationship between the equilibrium measure and Green's function, in the form of an approximate…
We develop an instanton technique for calculations of correlation functions characterizing statistical behavior of the elastic string in disordered media and apply the proposed approach to correlations of string free energies corresponding…
We consider the dynamics of confined strings embedded in a gapless four-dimensional theory. To this end, we examine finite-tension string-like solutions to the equations of motion of the $\mathbb{C}\mathbb{P}^1$ non-linear sigma model. We…
We study the probability distribution of the maximum $M_S $ of a smooth stationary Gaussian field defined on a fractal subset $S$ of $\R^n$. Our main result is the equivalent of the asymptotic behavior of the tail of the distribution…
The allocation problem for a $d$-dimensional Poisson point process is to find a way to partition the space to parts of equal size, and to assign the parts to the configuration points in a measurable, "deterministic" (equivariant) way. The…
We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…
The energy of an elastic manifold in a random landscape at T=0 is shown numerically to obey a probability distribution that depends on size of the box it is put into. If the extent of the spatial fluctuations of the manifold is much less…
The distribution function P(j) of the microscopic energy flux, j, in equilibrium state is studied. It is observed that P(j) has a broad peak in small j regime and a stretched-exponential decay for large j. The peak structure originates in a…
We study atypically large fluctuations of height $H$ in the 1+1-dimensional Kardar-Parisi-Zhang (KPZ) equation at long times $t$, when starting from a "droplet" initial condition. We derive exact large deviation function of height for…
We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…
The study of transversal fluctuation of the optimal path has been a crucial aspect of the Kadar-Parisi-Zhang (KPZ) universality class. In this paper, we establish a new probability lower bound, with optimal exponential order, for the rare…
In this paper, we investigate and develop a new approach to the numerical analysis and characterization of random fluctuations with heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare…
Standard definition of the stochastic Risk-Sensitive Linear-Quadratic (RS-LQ) control depends on the risk parameter, which is normally left to be set exogenously. We reconsider the classical approach and suggest two alternatives resolving…
We consider the variational problem of maximizing the weighted equilibrium Green's energy of a distribution of charges free to move in a subset of the upper half-plane, under a particular external field. We show that this problem admits a…