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This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…

Dynamical Systems · Mathematics 2017-07-18 Shenglan Yuan , Jianyu Hu , Xianming Liu , Jinqiao Duan

We present the exact solutions of various directed walk models of polymers confined to a slit and interacting with the walls of the slit via an attractive potential. We consider three geometric constraints on the ends of the polymer and…

Statistical Mechanics · Physics 2009-11-11 R Brak , A L Owczarek , A Rechnitzer , S G Whittington

We calculate statistical properties of amorphous polymer chains between crystalline lamellae by self-consistent field model simulations. In our model, an amorphous subchain is modelled as a polymer chain of which ends are grafted onto the…

Soft Condensed Matter · Physics 2015-06-23 Takashi Uneyama , Takafumi Miyata , Koh-hei Nitta

Ring, or cyclic, polymers have unique properties compared to linear polymers, due to their topologically closed structure that has no beginning or end. Experimental measurements on molecular ring polymers are challenging due to their…

Soft Condensed Matter · Physics 2023-03-15 Ruben Verweij , Julio Melio , Indrani Chakraborty , Daniela J Kraft

We study the stochastic motion of an intruder in a dilute driven granular gas. All particles are coupled to a thermostat, representing the external energy source, which is the sum of random forces and a viscous drag. The dynamics of the…

Statistical Mechanics · Physics 2010-04-27 Alessandro Sarracino , Dario Villamaina , Giulio Costantini , Andrea Puglisi

We solve the problem of characterizing the existence of a polynomial matrix of fixed degree when its eigenstructure (or part of it) and some of its rows (columns) are prescribed. More specifically, we present a solution to the row (column)…

Rings and Algebras · Mathematics 2024-02-07 A. Amparan , I. Baragaña , S. Marcaida , A. Roca

This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…

Probability · Mathematics 2020-09-09 Yunwen Wang , Jinfeng Li

We numerically analyze the random matrix ensembles of real-symmetric matrices with column/row constraints for many system conditions e.g. disorder type, matrix-size and basis-connectivity. The results reveal a rich behavior hidden beneath…

Statistical Mechanics · Physics 2015-10-28 Suchetana Sadhukhan , Pragya Shukla

A bargraph is a self-avoiding lattice path with steps $U=(0,1)$, $H=(1,0)$ and $D=(0,-1)$ that starts at the origin and ends on the $x$-axis, and stays strictly above the $x$-axis everywhere except at the endpoints. Bargraphs have been…

Combinatorics · Mathematics 2016-09-02 Emeric Deutsch , Sergi Elizalde

In this note we show that the area of the partitions making up an oscillating tableaux is described by a random walk on the first quadrant of $\mathbb{Z}^2$ with certain position dependent weights. We are able to recursively calculate the…

Combinatorics · Mathematics 2020-10-21 David Keating

We introduce a very general model of an inhomogenous random graph with independence between the edges, which scales so that the number of edges is linear in the number of vertices. This scaling corresponds to the p=c/n scaling for G(n,p)…

Probability · Mathematics 2011-11-10 Bela Bollobas , Svante Janson , Oliver Riordan

A phase diagram for a surface interacting long flexible partially directed polymer chain in a two-dimensional poor solvent where the possibility of collapse in the bulk exists is determined using exact enumeration method. We used a model of…

Statistical Mechanics · Physics 2020-12-29 Pramod K Mishra , Yashwant Singh

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Statistics Theory · Mathematics 2012-01-05 Yuqiang Li , Hongshuai Dai

We study a version of the proximal gradient algorithm for which the gradient is intractable and is approximated by Monte Carlo methods (and in particular Markov Chain Monte Carlo). We derive conditions on the step size and the Monte Carlo…

Statistics Theory · Mathematics 2016-11-22 Yves F. Atchade , Gersende Fort , Eric Moulines

We study the distribution of the area and perimeter of the convex hull of the "true" self-avoiding random walk in a plane. Using a Markov chain Monte Carlo sampling method, we obtain the distributions also in their far tails, down to…

Statistical Mechanics · Physics 2019-10-31 Hendrik Schawe , Alexander K. Hartmann

This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the…

Analysis of PDEs · Mathematics 2024-03-20 Charles Bertucci , Jean-Michel Lasry , Pierre Louis Lions

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…

Dynamical Systems · Mathematics 2007-10-08 Wei Wang , Jinqiao Duan

We give an explicit construction of the scaling limit of the minimum spanning tree of the complete graph. The limit object is described using a recursive construction involving the convex minorants of a Brownian motion with parabolic drift…

Probability · Mathematics 2023-07-25 Nicolas Broutin , Jean-François Marckert

We consider free multiple stochastic measures in the combinatorial framework of the lattice of all diagonals of an n-dimensional space. In this free case, one can restrict the analysis to only the noncrossing diagonals. We give definitions…

Operator Algebras · Mathematics 2007-05-23 Michael Anshelevich

We consider consistent dynamics for non-intersecting birth and death chains, originating from dualities of stochastic coalescing flows and one dimensional orthogonal polynomials. As corollaries, we obtain unified and simple probabilistic…

Probability · Mathematics 2019-02-15 Theodoros Assiotis
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