Related papers: Directed polymer in random environment and two poi…
We derive a simple expression for the probability of trajectories of a master equation. The expression is particularly useful when the number of states is small and permits the calculation of observables that can be defined as functionals…
The purpose of the present paper consists in proposing and discussing a doubly probabilistic representation for a stochastic porous media equation in the whole space R^1 perturbed by a multiplicative coloured noise. For almost all random…
The impact of polymer-polymer interactions of various types on the thermodynamics, structure, and accommodation of topological constraints is addressed for systems comprising many directed polymers in two spatial dimensions. The approach is…
We study a finite-element based space-time discretisation for the 2D stochastic Navier-Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to…
We derive the exact partition function for a discrete model of random trees embedded in a one-dimensional space. These trees have vertices labeled by integers representing their position in the target space, with the SOS constraint that…
We study discrete-time finite-horizon optimal control problems in probability spaces, whereby the state of the system is a probability measure. We show that, in many instances, the solution of dynamic programming in probability spaces…
The probability that a randomly accelerated particle in two dimensions has not yet left a simply connected domain ${\cal A}$ after a time $t$ decays as $e^{-E_0t}$ for long times. The same quantity $E_0$ also determines the confinement free…
We consider directed polymers in a random potential given by a deterministic profile with a strong maximum at the origin taken with random sign at each integer time. We study two main objects based on paths in this random potential. First,…
We consider the unbinding of a directed polymer in a random media from a wall in $d=1+1$ dimensions and a simple one-dimensional model for DNA unzipping. Using the replica trick we show that the restricted partition functions of these…
We provide a new short and elementary proof of diffusivity for directed polymer in a random environment in the weak disorder phase.
This work proposes a decision-making framework for partially observable systems in continuous time with discrete state and action spaces. As optimal decision-making becomes intractable for large state spaces we employ approximation methods…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
We study directed transport of overdamped particles in a periodically rocked random sawtooth potential. Two transport regimes can be identified which are characterized by a nonzero value of the average velocity of particles and a zero…
The partition function of the discretized superstring in a target superspace of three (Euclidean) bosonic dimensions, is shown, for a fixed triangulation of the random world sheet, to be derived from the partition function of a discretized…
We consider an overdamped run-and-tumble particle in two dimensions, with self propulsion in an orientation that stochastically rotates by 90 degrees at a constant rate, clockwise or counter-clockwise with equal probabilities. In addition,…
We derive an exact equation governing two-particle backwards mean-squared dispersion for both deterministic and stochastic tracer particles in turbulent flows. For the deterministic trajectories, we probe the consequences of our formula for…
We study a one dimensional directed polymer model in an inverse-gamma random environment, known as the log-gamma polymer, in three different geometries: point-to-line, point-to-half line and when the polymer is restricted to a half space…
We study right tail large deviations of the logarithm of the partition function for directed lattice paths in i.i.d. random potentials. The main purpose is the derivation of explicit formulas for the $1+1$-dimensional exactly solvable case…
In this paper, we study the localization length of the $1+1$ continuum directed polymer, defined as the distance between the endpoints of two paths sampled independently from the quenched polymer measure. We show that the localization…
We study directed polymers subject to a quenched random potential in d transversal dimensions. This system is closely related to the Kardar-Parisi-Zhang equation of nonlinear stochastic growth. By a careful analysis of the perturbation…