Related papers: On a stochastic Trotter formula with application t…
In this paper, we investigate a generalised model of $N$ particles undergoing second-order non-local interactions on a lattice. Our results have applications across many research areas, including the modelling of migration, information…
We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…
We study the time evolution in system of $N$ bosons with a relativistic dispersion law interacting through an attractive Coulomb potential with coupling constant $G$. We consider the mean field scaling where $N$ tends to infinity, $G$ tends…
We apply stochastic quantization method to matrix models for the second quantization of loops in both discretized and continuum levels. The fictitious time evolution described by the Langevin equation is interpreted as the time evolution in…
We propose a consideration of the properties of the two-dimensional Ablowitz-Ladik discretization of the ubiquitous nonlinear Schrodinger (NLS) model. We use singularity confinement techniques to suggest that the relevant discretization…
We establish several existence results for traveling-wave solutions of the nonlocal derivative nonlinear Schr\"odinger equation with general coefficients by variational methods. We study associated minimization problems in the subcritical…
We consider a family of random trees satisfying a Markov branching property. Roughly, this property says that the subtrees above some given height are independent with a law that depends only on their total size, the latter being either the…
Continuous Spontaneous Localization (CSL) is one possible explanation for dynamically induced collapse of the wave-function during a quantum measurement. The collapse is mediated by a stochastic non-linear modification of the Schrodinger…
We consider Vlasov-type scaling for Markov evolution of birth-and-death type in continuum, which is based on a proper scaling of corresponding Markov generators and has an algorithmic realization in terms of related hierarchical chains of…
We define a family of stochastic Loewner evolution-type processes in finitely connected domains, which are called continuous LERW (loop-erased random walk). A continuous LERW describes a random curve in a finitely connected domain that…
The nonlinear Schr\"odinger equation (NLSE) stands out as the dispersive nonlinear partial differential equation that plays a prominent role in the modeling and understanding of the wave phenomena relevant to many fields of nonlinear…
We extend earlier work [Phys.Rev.Lett. 84, 3740 (2000)] on the statistical mechanics of the cubic one-dimensional discrete nonlinear Schrodinger (DNLS) equation to a more general class of models, including higher dimensionalities and…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
An analytic perturbation theory is suggested in order to find finite-size corrections to the scaling power laws. In the frame of this theory it is shown that the first order finite-size correction to the scaling power laws has following…
We develop a general technique for proving convergence of repeated quantum interactions to the solution of a quantum stochastic differential equation. The wide applicability of the method is illustrated in a variety of examples. Our main…
We consider cascade models of turbulence which are obtained by restricting the Navier-Stokes equation to local interactions. By combining the results of the method of extended self-similarity and a novel subgrid model, we investigate the…
We study scaling properties of the model of fully developed turbulence for a compressible fluid, based on the stochastic Navier-Stokes equation, by means of the field theoretic renormalization group (RG). The scaling properties in this…
We consider the localized modes (bright solitons) described by one-dimensional quintic nonlinear Schrodinger equation with a periodic potential. In the case of attractive nonlinearity we deduce sufficient conditions for collapse. We show…
We prove that the random Schrodinger operators on $\mathbb{R}^3$ with independent, identically distributed random variables and single-site potentials given by $\delta$-functions on $\mathbb{Z}^3$, exhibit both dynamical localization and…
We prove localization (near the bottom of the spectrum) for certain non-stationary variants of the Anderson model in three dimensions. More specifically, we prove a Wegner estimate, which implies localization by existing work. Two key…