Related papers: Explicit solution of the optimal fluctuation probl…
We determine the exact short-time distribution $-\ln \mathcal{P}_{\text{f}}\left(H,t\right)= S_{\text{f}} \left(H\right)/\sqrt{t}$ of the one-point height $H=h(x=0,t)$ of an evolving 1+1 Kardar-Parisi-Zhang (KPZ) interface for flat initial…
The exact nonequilibrium steady state solution of the nonlinear Boltzmann equation for a driven inelastic Maxwell model was obtained by Ben-Naim and Krapivsky [Phys. Rev. E 61, R5 (2000)] in the form of an infinite product for the Fourier…
We consider the problem of finding the optimal upper bound for the tail probability of a sum of $k$ nonnegative, independent and identically distributed random variables with given mean $x$. For $k=1$ the answer is given by Markov's…
The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the…
Recently, a theoretical framework known as {\it ballistic macroscopic fluctuation theory} has been developed to study large-scale fluctuations and correlations in many-body systems exhibiting ballistic transport. In this paper, we review…
Strong violations of existing fluctuation theorems may arise in nonequilibrium steady states characterized by distributions with power-law tails. The ratio of the probabilities of positive and negative fluctuations of equal magnitude…
This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. We…
A continuous optimal control problem governed by an elliptic variational inequality was considered in Boukrouche-Tarzia, Comput. Optim. Appl., 53 (2012), 375-392 where the control variable is the internal energy $g$. It was proved the…
In this paper, we study a discrete-time stochastic optimal control problem under distribution uncertainty with convex control domain. By weak convergence method and Sion's minimax theorem, we obtain the variational inequality for cost…
Statistical properties of a local fluctuational fluxes measured at the plasma edge are investigated in the work. It's shown that the amplitudes increments of the local fluctuational fluxes decrease by power law. For approximation of…
An exact solution is presented of the Fokker-Planck equation which governs the evolution of an ensemble of disordered metal wires of increasing length, in a magnetic field. By a mapping onto a free-fermion problem, the complete probability…
We numerically study the distribution P(f) of contact forces in frictionless bead packs, by averaging over the ensemble of all possible force network configurations. We resort to umbrella sampling to resolve the asymptotic decay of P(f) for…
The depinning of an elastic line in a random medium is studied via an extremal model. The latter gives access to the instantaneous depinning force for each successive conformation of the line. Based on conditional statistics the universal…
The paper deals with the Free Material Design (FMD) problem aimed at constructing the least compliant structures from an elastic material the constitutive field of which play the role of the design variable in the form of a tensor valued…
We develop an asymptotical control theory for one of the simplest distributed oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of string states that admit…
We study the stochastic multi-armed bandit problem and design new policies that enjoy both worst-case optimality for expected regret and light-tailed risk for regret distribution. Specifically, our policy design (i) enjoys the worst-case…
In first-passage percolation (FPP), one assigns i.i.d.~weights to the edges of the cubic lattice $\mathbb{Z}^d$ and analyzes the induced weighted graph metric. If $T(x,y)$ is the distance between vertices $x$ and $y$, then a primary…
We consider the narrow wedge solution to the Kardar-Parisi-Zhang stochastic PDE under the characteristic $3:2:1$ scaling of time, space and fluctuations. We study the correlation of fluctuations at two different times. We show that when the…
Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…
This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range…