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Our previous work on the one-dimensional KPZ equation with sharp wedge initial data is extended to the case of the joint height statistics at n spatial points for some common fixed time. Assuming a particular factorization, we compute an…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
We study the numerical evaluation of several functions appearing in the small time expansion of the distribution of the time-integral of the geometric Brownian motion as well as its joint distribution with the terminal value of the…
Mathematical models of biological populations commonly use discrete structure classes to capture trait variation among individuals (e.g. age, size, phenotype, intracellular state). Upscaling these discrete models into continuum descriptions…
We consider the exponential last passage percolation (LPP) with thick two-sided boundary that consists of a few inhomogeneous columns and rows. Ben Arous and Corwin previously studied the limit fluctuations in this model except in a…
Given a set of $K$ probability densities, we consider the multimarginal generative modeling problem of learning a joint distribution that recovers these densities as marginals. The structure of this joint distribution should identify…
The stochastic solution to diffusion equations with polynomial coefficients is called a Pearson diffusion. If the time derivative is replaced by a distributed fractional derivative, the stochastic solution is called a fractional Pearson…
The paper investigates a non-intrusive parallel time integration with multigrid for space-fractional diffusion equations in two spatial dimensions. We firstly obtain a fully discrete scheme via using the linear finite element method to…
In this paper, a multiscale approach with partially explicit time discretization is proposed. The idea is to use a partially explicit time scheme, considering a filtration problem in a fractured medium, where the implicit scheme is used for…
Generalised parton distributions are instrumental to study both the three-dimensional structure and the energy-momentum tensor of the nucleon, and motivate numerous experimental programmes involving hard exclusive measurements. Based on a…
We discuss variational formulas for the limits of certain models of motion in a random medium: namely, the limiting time constant for last-passage percolation and the limiting free energy for directed polymers. The results are valid for…
We consider a preferential growth model where particles are added one by one to the system consisting of clusters of particles. A new particle can either form a new cluster (with probability q) or join an already existing cluster with a…
We study the evolution of the energy (mode-power) distribution for a class of randomly perturbed Hamiltonian partial differential equations and derive {\it master equations} for the dynamics of the expected power in the discrete modes. In…
Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…
We have studied front dynamics for the discrete $A+A \leftrightarrow A$ reaction-diffusion system, which in the continuum is described by the (stochastic) Fisher-Kolmogorov-Petrovsky-Piscunov equation. We have revisited this discrete model…
The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling…
We consider a continuous-time stochastic volatility model. The model contains a stationary volatility process, the multivariate density of the finite dimensional distributions of which we aim to estimate. We assume that we observe the…
The KPZ fixed point is a 2d random field, conjectured to be the universal limiting fluctuation field for the height function of models in the KPZ universality class. Similarly, the periodic KPZ fixed point is a conjectured universal field…