Related papers: Directed polymer in random environment and two poi…
In this work, we provide a method which allows to compute exactly the multipoint and multi-time correlation functions of a one-dimensional stochastic model of dimer adsorption-evaporation with random (uncorrelated) initial states. In…
Recently, an exact Green's function of the diffusion equation for a pair of spherical interacting particles in two dimensions subject to a backreaction boundary condition was derived. Here, we use the obtained Green's function to calculate…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
We study the semi-discrete directed polymer model introduced by O'Connell-Yor in its stationary regime, based on our previous work on the stationary $q$-totally asymmetric simple exclusion process ($q$-TASEP) using a two-sided $q$-Whittaker…
The fractional Fokker-Planck system with multiple internal states is derived in [Xu and Deng, Math. Model. Nat. Phenom., $\mathbf{13}$, 10 (2018)], where the space derivative is Laplace operator. If the jump length distribution of the…
We compare the relation between dispersion and dissipation for two random variables that can be used to characterize the precision of a Brownian clock. The first random variable is the current between states. In this case, a certain…
We set up a discrete space-time dynamical model of molecules with thermalised kinetic energy and repulsive cores, in an external potential. The state is specified by a probability on the sample space. One time-step is given by a…
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. Our approach subsumes other existing definitions and agrees with the…
We compute the limit of the moments of the partition function $Z_{N}^{\beta_N} $ of the directed polymer in dimension $d=2$ in the subcritical regime, i.e. when the inverse temperature is scaled as $\beta_N \sim \hat{\beta}…
In this paper, we consider four integrable models of directed polymers for which the free energy is known to exhibit KPZ fluctuations. A common framework for the analysis of these models was introduced in our recent work on the…
In this paper, we first obtain an algebraic formula for the moments of a centered Wishart matrix, and apply it to obtain new convergence results in the large dimension limit when both parameters of the distribution tend to infinity at…
We prove the complete spectral and the strong dynamical Anderson localization in a two-particle random Schr\"odinger operators with the Poisson potential. The results apply with sufficiently weak interaction between the particle system.
We propose to solve a constrained distribution steering problem, i.e., steering a stochastic linear system from an initial distribution to some final, desired distribution subject to chance constraints. We do so by characterizing the…
We propose a class of temporally high-order parametric finite element methods for simulating solid-state dewetting of thin films in two dimensions using a sharp-interface model. The process is governed by surface diffusion and contact point…
We present a new method based on functional tensor decomposition and dynamic tensor approximation to compute the solution of a high-dimensional time-dependent nonlinear partial differential equation (PDE). The idea of dynamic approximation…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a new time discretisation of…
The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…
We investigate the motion of two overlapping polymers with self-avoidance confined in a narrow 2d box. A statistical model is constructed using blob free-energy arguments. We find spontaneous segregation under the condition: $L > R_{//}$,…
We provide an exact expression of the moment of the partition function for random energy models of finite system size, generalizing an earlier expression for a grand canonical version of the discrete random energy model presented by the…
Powerspaces of directed spaces play an important role in modeling the semantics of nondeterministic functional programming languages. The notions of upper,lower and convex powerspace of a directed space are defined by the way of free…