English
Related papers

Related papers: Stochastic Komatu-Loewner evolutions and SLEs

200 papers

We consider the stochastic Swift-Hohenberg equation on a large domain near its change of stability. We show that, under the appropriate scaling, its solutions can be approximated by a periodic wave, which is modulated by the solutions to a…

Mathematical Physics · Physics 2009-11-10 D. Blömker , M. Hairer , G. A. Pavliotis

One way to uniquely define Schramm-Loewner Evolution (SLE) in multiply connected domains is to use the restriction property. This gives an implicit definition of a $\sigma$-finite measure on curves; yet it is in general not clear how to…

Probability · Mathematics 2026-02-02 Juhan Aru , Philémon Bordereau

In this paper we statistically analyze the Fokker-Planck (FP) equation of Schramm-Loewner evolution (SLE) and its variant SLE($\kappa,\rho_c$). After exploring the derivation and the properties of the Langevin equation of the tip of the SLE…

Statistical Mechanics · Physics 2015-08-19 M. N. Najafi

The broad-band spectral distributions of non-thermal sources, such as those of several known blazars, are well described by a log-parabolic fit. The second degree term in these fits measures the curvature in the spectrum. In this paper we…

High Energy Astrophysical Phenomena · Physics 2015-05-28 A. Tramacere , E. Massaro , A. M. Taylor

We develop a class of averaging lemmas for stochastic kinetic equations. The velocity is multiplied by a white noise which produces a remarkable change in time scale. Compared to the deterministic case and as far as we work in $L^2$, the…

Analysis of PDEs · Mathematics 2012-04-03 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…

Probability · Mathematics 2023-06-01 Davide Addona , Federica Masiero , Enrico Priola

Fix a number field $K$. For each nonzero $\alpha \in \mathbb{Z}_K$, let $\nu(\alpha)$ denote the number of distinct, nonassociate irreducible divisors of $\alpha$. We show that $\nu(\alpha)$ is normally distributed with mean proportional to…

Number Theory · Mathematics 2016-03-18 Paul Pollack

The natural paramterization or length for the Schramm-Loewner evolution (SLE{\kappa}) is the candidate for the scaling limit of the length of discrete curves for \kappa < 8. We improve the proof of the existence of the parametrization and…

Probability · Mathematics 2012-09-13 Gregory F. Lawler , Mohammad A. Rezaei

A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…

Statistical Finance · Quantitative Finance 2025-02-18 Stephen H. Lihn

The stochastic block model (SBM) is a popular tool for community detection in networks, but fitting it by maximum likelihood (MLE) involves a computationally infeasible optimization problem. We propose a new semidefinite programming (SDP)…

Machine Learning · Computer Science 2016-03-17 Arash A. Amini , Elizaveta Levina

This paper reviews advances in Stein-type shrinkage estimation for spherically symmetric distributions. Some emphasis is placed on developing intuition as to why shrinkage should work in location problems whether the underlying population…

Methodology · Statistics 2012-03-22 Ann Cohen Brandwein , William E. Strawderman

We consider collections of $N$ chordal random curves obtained from a critical lattice model on a planar graph, in the limit when a fine-mesh graph approximates a simply-connected domain. We define and study candidates for such limits in…

Mathematical Physics · Physics 2019-03-26 Alex Karrila

In the present paper we study a stochastic evolution equation for shell (SABRA \& GOY) models with pure jump \levy noise $L=\sum_{k=1}^\infty l_k(t)e_k$ on a Hilbert space $\h$. Here $\{l_k, k\in \mathbb{N}\}$ is a family of independent and…

Probability · Mathematics 2016-01-14 Hakima Bessaih , Erika Hausenblas , Paul A. Razafimandimby

The purpose of the present Comment is to point out the connection between an approach to spawning and regularization that was recently introduced by D. Mendive-Tapia and H.-D. Meyer [J. Chem. Phys. 153, 234114 (2020)] in the context of the…

Quantum Physics · Physics 2021-02-25 Rocco Martinazzo , Irene Burghardt

In this survey, we provide an in-depth exposition of our recent results on the well-posedness theory for stochastic evolution equations, employing maximal regularity techniques. The core of our approach is an abstract notion of critical…

Probability · Mathematics 2025-08-28 Antonio Agresti , Mark Veraar

We report a detailed and systematic study of wave propagation through a stochastic absorbing random medium. Stochastic absorption is modeled by introducing an attenuation constant per unit length $\alpha$ in the free propagation region of…

Disordered Systems and Neural Networks · Physics 2009-10-31 Sandeep K. Joshi , Debendranath Sahoo , A. M. Jayannavar

In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness of weak and strong solutions are obtained. Moreover, some…

Probability · Mathematics 2020-04-21 Xing Huang , Yulin Song

We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example,…

Probability · Mathematics 2025-07-01 Sandra Cerrai , Zdzislaw Brzeźniak

Propagation of a particle accelerated by an external field through a scattering medium is studied within the generalized Lorentz model allowing inelastic collisions. Energy losses at collisions are proportional to $(1-\alpha^{2})$, where…

Statistical Mechanics · Physics 2015-06-25 Ph. A. Martin , J. Piasecki

We derive the large deviation principle for radial Schramm-Loewner evolution ($\operatorname{SLE}$) on the unit disk with parameter $\kappa \rightarrow \infty$. Restricting to the time interval $[0,1]$, the good rate function is finite only…

Probability · Mathematics 2020-08-31 Morris Ang , Minjae Park , Yilin Wang