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Related papers: The endpoint distribution of directed polymers

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We show that nontrivial bi-infinite polymer Gibbs measures do not exist in typical environments in the inverse-gamma (or log-gamma) directed polymer model on the planar square lattice. The precise technical result is that, except for…

Probability · Mathematics 2020-11-12 Ofer Busani , Timo Seppäläinen

The subdiffusion model that involves a Caputo fractional derivative in time is widely used to describe anomalously slow diffusion processes. In this work we aim at recovering the locations of small conductivity inclusions in the model from…

Numerical Analysis · Mathematics 2025-05-29 Jiho Hong , Bangti Jin , Zhizhang Wu

The endpoint distribution and dynamics of semiflexible fibers is studied by numerical simulation. A brief overview is given over the analytical theory of flexible and semiflexible polymers. In particular, a closed expression is given for…

Soft Condensed Matter · Physics 2013-06-13 Robert D. Groot

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

Probability · Mathematics 2015-11-11 Kristina Schubert , Martin Venker

We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…

Probability · Mathematics 2023-07-05 Theodoros Assiotis

We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

Statistics Theory · Mathematics 2007-06-13 Yacine Ait-Sahalia , Per A. Mykland

We consider the point-to-point continuum directed random polymer ($\mathsf{CDRP}$) model that arises as a scaling limit from $1+1$ dimensional directed polymers in the intermediate disorder regime. We show that the annealed law of a…

Probability · Mathematics 2024-12-25 Sayan Das , Weitao Zhu

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

We study a model of directed polymers with an exponentially recurrent Markov chain and an indefinitely divisible random environment. We prove that the normalized partition function converges exponentially fast towards zero at all…

Probability · Mathematics 2007-05-23 Philippe Carmona , Francesco Guerra , Yueyun Hu , Olivier Mejane

This paper presents mathematical results in support of the methodology of the probabilistic learning on manifolds (PLoM) recently introduced by the authors, which has been used with success for analyzing complex engineering systems. The…

Statistics Theory · Mathematics 2020-03-02 Christian Soize , Roger Ghanem

We present a finite volume method preserving the invariant region property (IRP) for the reaction-diffusion systems with quasimonotone functions, including nondecreasing, decreasing, and mixed quasimonotone systems. The diffusion terms and…

Numerical Analysis · Mathematics 2024-01-26 Huifang Zhou

We study the statistical properties of one-dimensional directed polymers in a short-range random potential by mapping the replicated problem to a many body quantum boson system with attractive interactions. We find the full set of…

Statistical Mechanics · Physics 2015-05-14 Victor Dotsenko , Boris Klumov

The equilibrium statistical mechanics of classical directed polymers in 2 dimensions is well known to be equivalent to the imaginary-time quantum dynamics of a 1+1-dimensional many-particle system, with polymer configurations corresponding…

Soft Condensed Matter · Physics 2013-05-30 D. Zeb Rocklin , Shina Tan , Paul M. Goldbart

We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a…

Statistics Theory · Mathematics 2017-05-08 Kai Zhang

We extend our theory of amorphous packings of hard spheres to binary mixtures and more generally to multicomponent systems. The theory is based on the assumption that amorphous packings produced by typical experimental or numerical…

Disordered Systems and Neural Networks · Physics 2015-05-13 Indaco Biazzo , Francesco Caltagirone , Giorgio Parisi , Francesco Zamponi

The problem of one-dimensional randomly forced Burgers turbulence is considered in terms of (1+1) directed polymers. In the limit of strong turbulence (which corresponds to the zero temperature limit for the directed polymer system) using…

Statistical Mechanics · Physics 2018-09-26 Victor Dotsenko

We provide a general methodology for unbiased estimation for intractable stochastic models. We consider situations where the target distribution can be written as an appropriate limit of distributions, and where conventional approaches…

Methodology · Statistics 2014-12-01 Sergios Agapiou , Gareth O. Roberts , Sebastian J. Vollmer

The aim of this paper is to investigate the distribution of a continuous homopolymer in the presence of an attractive finitely supported potential. The most intricate behavior can be observed if we simultaneously vary two parameters: the…

Probability · Mathematics 2013-01-23 Leonid Koralov , Zsolt Pajor-Gyulai

Asymptotic formulae for the mechanical and electric fields in a piezoelectric body with a small void are derived and justified. Such results are new and useful for applications in the field of design of smart materials. In this way the…

Optimization and Control · Mathematics 2012-01-11 G. Cardone , S. A. Nazarov , J. Sokolowski

For a class of particle systems in continuous space with local interactions, we show that the asymptotic diffusion matrix is an infinitely differentiable function of the density of particles. Our method allows us to identify relatively…

Probability · Mathematics 2022-03-15 Arianna Giunti , Chenlin Gu , Jean-Christophe Mourrat , Maximilian Nitzschner
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