Related papers: A PDE hierarchy for directed polymers in random en…
As a counterpoint to classical stochastic particle methods for linear diffusion equations, we develop a deterministic particle method for the weighted porous medium equation (WPME) and prove its convergence on bounded time intervals. This…
We consider n non-intersecting Brownian motion paths with p prescribed starting positions at time t=0 and q prescribed ending positions at time t=1. The positions of the paths at any intermediate time are a determinantal point process,…
A simple application of classical density functional theory is derived and applied to a system of polymers grafted to a plane. The system is assumed to have symmetry in directions parallel to the grafting plane hence it being a…
In last passage percolation models, the energy of a path is maximized over all directed paths with given endpoints in a random environment, and the maximizing paths are called geodesics. The geodesics and their energy can be scaled so that…
The aim of this paper is twofold. Firstly, we derive upper and lower non-Gaussian bounds for the densities of the marginal laws of the solutions to backward stochastic differential equations (BSDEs) driven by fractional Brownian motions.…
We consider a one-dimensional aggregation-diffusion equation, which is the gradient flow in the Wasserstein space of a functional with competing attractive-repulsive interactions. We prove that the fully deterministic particle…
In dimensions 3 or larger, it is a classical fact that the directed polymer model has two phases: Brownian behavior at high temperature, and non-Brownian behavior at low temperature. We consider the response of the polymer to an external…
It is well known that the mean field theory of directed polymers in a random medium exhibits replica symmetry breaking with a distribution of overlaps which consists of two delta functions. Here we show that the leading finite size…
We consider directed random polymers in $(d+1)$ dimensions with nearly gamma i.i.d. disorder. We study the partition function $Z_{N,\omega}$ and establish exponential concentration of $\log Z_{N,\omega}$ about its mean on the subgaussian…
The statistical mechanics of directed line-like objects, such as directed polymers in an external field, strands of dipoles in both ferro- and electrorheological fluids, and flux lines in high-$T_{\tiny C}$ superconductors bears a close…
We compute the joint probability density function (jpdf) P_N(M, \tau_M) of the maximum M and its position \tau_M for N non-intersecting Brownian excursions, on the unit time interval, in the large N limit. For N \to \infty, this jpdf is…
We introduce a random walk in random environment associated to an underlying directed polymer model in $1+1$ dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit…
We obtain an exact result for the midpoint probability distribution function (pdf) of the stationary continuum directed polymer, when averaged over the disorder. It is obtained by relating that pdf to the linear response of the stochastic…
In this paper we look at the pinning of a directed polymer by a one-dimensional linear interface carrying random charges. There are two phases, localized and delocalized, depending on the inverse temperature and on the disorder bias. Using…
In this paper, we present a comprehensive account of quantum dissipation theories with the quadratic environment couplings. The theoretical development includes the Brownian solvation mode embedded hierarchical quantum master equations, a…
We are interested in the high-order approximation of anisotropic, potential-driven advection-diffusion models on general polytopal partitions. We study two hybrid schemes, both built upon the Hybrid High-Order technology. The first one…
We study the Directed Polymer model subject to a particular form of disorder, $\eta(x,t)=\eta_X(x) \eta_T(t)$, recently proposed in biological applications. We find that two new universality classes arise, depending on the the lattice…
In this paper, we first study one-dimensional quadratic backward stochastic differential equations driven by $G$-Brownian motions ($G$-BSDEs) with unbounded terminal values. With the help of a $\theta$-method of Briand and Hu [4] and…
Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and…
We explore the effect of random permanent cross-links on a system of directed polymers confined between two planes with their end-points free to slide on them. We treat the cross-links as quenched disorder and we use a semimicroscopic…