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This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…

Analysis of PDEs · Mathematics 2020-01-22 Laurent Lafleche

In this note, we solve the Loewner equation in the upper half-plane with forcing function xi(t), for the cases in which xi(t) has a power-law dependence on time with powers 0, 1/2 and 1. In the first case the trace of singularities is a…

Mathematical Physics · Physics 2007-05-23 Wouter Kager , Bernard Nienhuis , Leo P. Kadanoff

We prove existence (and simpleness) of the trace for both forward and backward Loewner chains under fairly general conditions on semimartingale drivers. As an application, we show that stochastic Komatu-Loewner evolutions SKLE$_{\alpha,b}$…

Probability · Mathematics 2025-02-17 Vlad Margarint , Atul Shekhar , Yizheng Yuan

We review the algebraic and analytic aspects of the conformal field theory (CFT) and its relation to the stochastic Loewner evolution (SLE) in an example of the Ising model. We obtain the scaling limit of the correlation functions of Ising…

Mathematical Physics · Physics 2015-05-07 Ali Zahabi

It is discussed how stochastic evolutions may be linked to logarithmic conformal field theory. This introduces an extension of the stochastic Loewner evolutions. Based on the existence of a logarithmic null vector in an indecomposable…

Mathematical Physics · Physics 2011-02-16 Jorgen Rasmussen

Schramm-Loewner Evolutions (SLEs) describe a one-parameter family of growth processes in the plane that have particular conformal invariance properties. For instance, SLE can define simple random curves in a simply connected domain. In this…

Probability · Mathematics 2007-11-13 Julien Dubedat

Statistical behavior and scaling properties of iso-height lines in three different saturated two-dimensional grown surfaces with controversial universality classes are investigated using ideas from Schramm-Loewner evolution (SLE$_\kappa$).…

Statistical Mechanics · Physics 2010-08-10 A. A. Saberi , H. Dashti-Naserabadi , S. Rouhani

A new method to study a stopped hull of SLE(kappa,rho) is presented. In this approach, the law of the conformal map associated to the hull is invariant under a SLE induced flow. The full trace of a chordal SLE(kappa) can be studied using…

Mathematical Physics · Physics 2015-05-14 Antti Kemppainen

The tip multifractal spectrum of a two-dimensional curve is one way to describe the behavior of the uniformizing conformal map of the complement near the tip. We give the tip multifractal spectrum for a Schramm-Loewner evolution (SLE)…

Probability · Mathematics 2011-06-14 Fredrik Johansson Viklund , Gregory F. Lawler

We demonstrate how to obtain integrable results for the Schramm-Loewner evolution (SLE) from Liouville conformal field theory (LCFT) and the mating-of-trees framework for Liouville quantum gravity (LQG). In particular, we prove an exact…

Probability · Mathematics 2022-05-09 Morris Ang , Nina Holden , Xin Sun

This article is meant to serve as a guide to recent developments in the study of the scaling limit of critical models. These new developments were made possible through the definition of the Stochastic Loewner Evolution (SLE) by Oded…

Mathematical Physics · Physics 2007-05-23 Wouter Kager , Bernard Nienhuis

We extend the Langevin approach to a class of driving noises whose generating processes have independent increments with super-heavy-tailed distributions. The time-dependent generalized Fokker-Planck equation that corresponds to the…

Statistical Mechanics · Physics 2010-06-15 S. I. Denisov , H. Kantz , P. Hänggi

We consider a nonlinear Fokker-Planck equation derived from a Cucker-Smale model for flocking with noise. There is a known phase transition depending on the noise between a regime with a unique stationary solution which is isotropic…

Analysis of PDEs · Mathematics 2026-04-01 Alexandre Surin

Sheffield showed that conformally welding a $\gamma$-Liouville quantum gravity (LQG) surface to itself gives a Schramm-Loewner evolution (SLE) curve with parameter $\kappa = \gamma^2$ as the interface, and Duplantier-Miller-Sheffield proved…

Probability · Mathematics 2024-08-15 Morris Ang

This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…

Analysis of PDEs · Mathematics 2013-12-06 Isabelle Tristani

By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the corresponding criteria on these properties established in [3, 5] for…

Probability · Mathematics 2021-03-15 Panpan Ren

We study the connection between polymers at the theta temperature on the lattice and Schramm-Loewner chains with constant step length in the continuum. The latter realize a useful algorithm for the exact sampling of tricritical polymers,…

Statistical Mechanics · Physics 2015-06-16 Marco Gherardi

Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…

Statistical Mechanics · Physics 2023-08-17 Qing Wei , Wei Wang , Hongwei Zhou , Ralf Metzler , Aleksei Chechkin

Appreciation of Stochastic Loewner evolution (SLE$_\kappa$), as a powerful tool to check for conformal invariant properties of geometrical features of critical systems has been rising. In this paper we use this method to check conformal…

Statistical Mechanics · Physics 2012-07-30 A. A. Saberi , S. Moghimi-Araghi , H. Dashti-Naserabadi , S. Rouhani

We make use of the fact that a two-sided whole-plane Schramm-Loewner evolution (SLE$_\kappa$) curve $\gamma$ for $\kappa\in(0,8)$ from $\infty$ to $\infty$ through $0$ may be parametrized by its $d$-dimensional Minkowski content, where…

Probability · Mathematics 2018-12-17 Dapeng Zhan