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We prove an invariance principle for the two-dimensional lattice parabolic Anderson model with small potential. As applications we deduce a Donsker type convergence result for a discrete random polymer measure, as well as a universality…

Probability · Mathematics 2016-09-09 Khalil Chouk , Jan Gairing , Nicolas Perkowski

Many measurements on soft condensed matter (e.g., biological and materials) systems track low-dimensional observables projected from the full system phase space as a function of time. Examples are dynamic structure factors, spectroscopic…

Statistical Mechanics · Physics 2021-02-03 Alessio Lapolla , Jeremy C. Smith , Aljaž Godec

A diffusion taking value in probability measures on a graph with a vertex set $V$, $\sum_{i\in V}x_i\delta_i$, is studied. The masses on each vertices satisfy the stochastic differential equation of the form $dx_i=\sum_{j\in…

Probability · Mathematics 2023-03-13 Shuhei Mano

This paper provides a new characterization of the stochastic invariance of a closed subset of R^d with respect to a diffusion. We extend the well-known inward pointing Stratonovich drift condition to the case where the diffusion matrix can…

Probability · Mathematics 2018-06-22 Eduardo Abi Jaber , Bruno Bouchard , Camille Illand , Eduardo Jaber

If we perturb a completely integrable Hamiltonian system with two degrees of freedom, the perturbed flow might display, on every energy level, invariant sets that are laminations over Aubry-Mather sets of a Poincar\'e section of the flow.…

Dynamical Systems · Mathematics 2007-05-23 Bassam Fayad

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

We consider estimation of the quadratic (co)variation of a semimartingale from discrete observations which are irregularly spaced under high-frequency asymptotics. In the univariate setting, results by Jacod (2008) are generalized to the…

Statistics Theory · Mathematics 2013-05-15 Markus Bibinger , Mathias Vetter

The full spectrum of transfer matrices of the general eight-vertex model on a square lattice is obtained by numerical diagonalization. The eigenvalue spacing distribution and the spectral rigidity are analyzed. In non-integrable regimes we…

Condensed Matter · Physics 2009-10-28 Hendrik Meyer , Jean-Christian Anglès d'Auriac , Henrik Bruus

We formulate a stochastic description of entropy production in scattering theory for coherent transport. We distinguish between the information entropy change due to partial knowledge of the leads' state and the thermodynamic entropy change…

Mesoscale and Nanoscale Physics · Physics 2026-04-29 Ludovico Tesser , Henning Kirchberg , Matteo Acciai , Janine Splettstoesser

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

Time-averaged two-point currents are derived and shown to be spatially invariant within domains of local translation or inversion symmetry for arbitrary time-periodic quantum systems in one dimension. These currents are shown to provide a…

Quantum Physics · Physics 2016-05-25 Thomas Wulf , Christian V. Morfonios , Fotis K. Diakonos , Peter Schmelcher

We prove the existence of a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. The…

Mathematical Physics · Physics 2019-07-09 Wolfgang Bock , Torben Fattler , Ludwig Streit

In a one-dimensional lattice, the induced metric (from a noncommutative geometry calculation) breaks translation invariance. This leads to some inconsistencies among different spectator frames, in the observation of the hoppings of a test…

High Energy Physics - Theory · Physics 2009-10-30 E. Atzmon

We define an uncertainty observable, acting on several replicas of a continuous-variable bosonic state, whose trivial uncertainty lower bound induces nontrivial phase-space uncertainty relations for a single copy of the state. By exploiting…

Quantum Physics · Physics 2019-11-20 Anaelle Hertz , Ognyan Oreshkov , Nicolas J. Cerf

In this paper we present the asymptotic theory for spectral distributions of high dimensional covariation matrices of Brownian diffusions. More specifically, we consider $N$-dimensional Ito integrals with time varying matrix-valued…

Probability · Mathematics 2014-10-27 Claudio Heinrich , Mark Podolskij

Many 2D lattice models of physical phenomena are conjectured to have conformally invariant scaling limits: percolation, Ising model, self-avoiding polymers, ... This has led to numerous exact (but non-rigorous) predictions of their scaling…

Mathematical Physics · Physics 2008-11-26 Stanislav Smirnov

High-speed boundary-layer transition is extremely sensitive to the free-stream disturbances which are often uncertain. This uncertainty compromises predictions of models and simulations. To enhance the fidelity of simulations, we directly…

Fluid Dynamics · Physics 2021-04-28 David A. Buchta , Tamer A. Zaki

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Ofer Zeitouni , Martin P. W. Zerner

Recent results on the cohomological reformulation of the problem of consistent interactions between gauge fields are illustrated in the case of the Yang-Mills models. By evaluating the local BRST cohomology through descent equation…

High Energy Physics - Theory · Physics 2011-04-15 G. Barnich , M. Henneaux , R. Tatar

Traditional models of wormlike chains in shear flows at finite temperature approximate the equation of motion via finite difference discretization (bead and rod models). We introduce here a new method based on a spectral representation in…

Soft Condensed Matter · Physics 2007-05-23 Chris H. Wiggins , Alberto Montesi , Matteo Pasquali