Related papers: Explicit solution of the optimal fluctuation probl…
We study the statistical mechanics of grafted polymers of arbitrary stiffness in a two-dimensional embedding space with Monte Carlo simulations. The probability distribution function of the free end is found to be highly anisotropic and…
We study the probability density function for the fluctuations of the magnetic order parameter in the low temperature phase of the XY model of finite size. In two-dimensions this system is critical over the whole of the low temperature…
Following some recent works, we investigate the problem of optimising the total population size for logistic diffusive models with respect to resources distributions. Using the spatially heterogeneous Fisher-KPP equation, we obtain a…
In this work the dynamics of a freely jointed random chain which fluctuates at constant temperature in some viscous medium is studied. The chain is regarded as a system of small particles which perform a brownian motion and are subjected to…
We discuss the energy distribution of free-electron Fermi-gas, a problem with a textbook solution of Gaussian energy fluctuations in the limit of a large system. We find that for a small system, characterized solely by its heat capacity…
An analytical derivation of the probability density function (PDF) tail describing the strongly correlated interface growth governed by the nonlinear Kardar-Parisi-Zhang equation is provided. The PDF tail exactly coincides with a…
We study the dynamics of an elastic chain driven on a disordered substrate and analyze numerically the statistics of force fluctuations at the depinning transition. The probability distribution function of the amplitude of the slip events…
This paper is concerned with the inverse elastic scattering problem for a random potential in three dimensions. Interpreted as a distribution, the potential is assumed to be a microlocally isotropic Gaussian random field whose covariance…
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…
The aim of this paper is to justify in dimensions two and three the ansatz of Caracciolo et al. stating that the displacement in the optimal matching problem is essentially given by the solution to the linearized equation i.e. the Poisson…
We consider the scaling limits for a one-dimensional random growth model, the weakly asymmetric single step Solid-on-Solid process. We show that the fluctuation field, if considered in an appropriate (long) space-time scale, solves the…
We study the optimal trade-off between expectation and tail risk for regret distribution in the stochastic multi-armed bandit model. We fully characterize the interplay among three desired properties for policy design: worst-case…
This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are…
We derive a reduced quasi-one-dimensional theory of geometrically frustrated elastic ribbons. Expressed in terms of geometric properties alone, it applies to ribbons over a wide range of scales, allowing the study of their elastic…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
A general continuum theory for the distribution of hairs in a bundle is developed, treating individual fibers as elastic filaments with random intrinsic curvatures. Applying this formalism to the iconic problem of the ponytail, the combined…
We consider one dimensional diffusive search strategies subjected to external potentials. The location of a single target is drawn from a given probability density function (PDF) $f_G(x)$ and is fixed for each stochastic realization of the…
We consider the single-particle velocity distribution of a one-dimensional fluid of inelastic particles. Both the freely evolving (cooling) system and the non-equilibrium stationary state obtained in the presence of random forcing are…
Motivated by the observation of the storage of excess elastic free energy - (prestress) -- in cross linked semiflexible networks, we consider the problem of the conformational statistics of a single semiflexible polymer in a quenched random…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…