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Related papers: The continuum directed polymer in L\'evy Noise

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We present a constructive approach to bounded $\ell_2$-gain adaptive control with noisy measurements for linear time-invariant scalar systems with uncertain parameters belonging to a finite set. The gain bound refers to the closed-loop…

Optimization and Control · Mathematics 2022-02-18 Olle Kjellqvist , Anders Rantzer

In this study, we propose new global stabilization approaches for a class of polynomial systems in both model-based and data-driven settings. The existing model-based approach guarantees global asymptotic stability of the closed-loop system…

Optimization and Control · Mathematics 2025-05-21 Huayuan Huang , M. Kanat Camlibel , Raffaella Carloni , Henk J. van Waarde

We construct continuum directed polymer measures corresponding to the critical 2d stochastic heat flow (2d SHF) introduced by Caravenna, Sun, and Zygouras in their recent article [Inventiones mathematicae 233, 325--460 (2023)]. For this…

Probability · Mathematics 2024-09-04 Jeremy Clark , Barkat Mian

In the present work, we investigate the case of Directed Polymer in a Random Environment (DPRE), when the increments of the random walk are heavy-tailed with tail-exponent equal to zero ($\mathbf{P}[|X_1|\geq n]$ decays slower than any…

Probability · Mathematics 2020-04-01 Roberto Viveros

In this article, we consider the following class of stochastic partial differential equations (SPDE): \begin{equation*} \left\{\begin{aligned}\mathrm{d} \mathbf{X}(t)&=\mathrm{A}(t,\mathbf{X}(t))\mathrm{d}…

Probability · Mathematics 2022-09-15 Ankit Kumar , Manil T. Mohan

A copolymer is a chain of repetitive units (monomers) that are almost identical, but they differ in their degree of affinity for certain solvents. This difference leads to striking phenomena when the polymer fluctuates in a nonhomogeneous…

Probability · Mathematics 2010-11-11 Francesco Caravenna , Giambattista Giacomin

Structures with heavy-tailed distributions of disorder occur widely in nature. The evolution of such systems, as in foraging for food or the occurrence of earthquakes is generally analyzed in terms of an incoherent series of events. But the…

Disordered Systems and Neural Networks · Physics 2021-04-13 L. A. Razo-López , Azriel Z. Genack , Victor A. Gopar

L\'evy noise is a paradigmatic noise used to describe out-of-equilibrium systems. Typically, properties of L\'evy noise driven systems are very different from their Gaussian white noise driven counterparts. In particular, under action of…

Statistical Mechanics · Physics 2024-07-17 Przemysław Pogorzelec , Bartłomiej Dybiec

We study the stability of the glassy equilibrium state of a directed polymer in random media against weak perturbations including the intriguing problem of temperature-chaos. The statistical correlation of two real replica systems under…

Disordered Systems and Neural Networks · Physics 2007-05-23 Marta Sales , Hajime Yoshino

In this paper, we study the Besov regularity of L\'evy white noises on the $d$-dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as generalized stochastic fields. We, initially, obtain…

Probability · Mathematics 2017-06-20 Julien Fageot , Michael Unser , John Paul Ward

We extend the taming techniques for explicit Euler approximations of stochastic differential equations (SDEs) driven by L\'evy noise with super-linearly growing drift coefficients. Strong convergence results are presented for the case of…

Probability · Mathematics 2015-01-23 Konstantinos Dareiotis , Chaman Kumar , Sotirios Sabanis

We establish a Freidlin-Wentzell type large deviation principle (LDP) for a class of stochastic partial differential equations with locally monotone coefficients driven by L\'evy noise. Our results essentially improve a recent work on this…

Probability · Mathematics 2024-01-23 Weina Wu , Jianliang Zhai , Jiahui Zhu

A brief review of our recent studies aiming at a better understanding of the scaling behaviour of polymers in disordered environments is given. The main emphasis is on a simple generic model where the polymers are represented by…

Soft Condensed Matter · Physics 2014-11-19 V. Blavatska , N. Fricke , W. Janke

We study a model of directed polymers in random environment in dimension $1+d$, given by a Brownian motion in a Poissonian potential. We study the effect of the density and the strength of inhomogeneities, respectively the intensity…

Probability · Mathematics 2016-01-25 Francis Comets , Nobuo Yoshida

A geometrically nonlinear continuum mechanical theory is formulated for deformation and failure behaviors of amorphous polymers. The model seeks to capture material response over a range of loading rates, temperatures, and stress states…

Materials Science · Physics 2026-02-10 John D. Clayton

The objective in stochastic filtering is to reconstruct information about an unobserved (random) process, called the signal process, given the current available observations of a certain noisy transformation of that process. Usually X and Y…

Probability · Mathematics 2017-01-31 B. P. W. Fernando , E. Hausenblas

Stationary states of overdamped anharmonic stochastic oscillators driven by L\'evy noise are typically multimodal. The very same situation is recorded for an underdamped L\'evy noise driven motion in single-well potentials with linear…

Statistical Mechanics · Physics 2020-08-26 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

Probability · Mathematics 2023-03-23 Raluca M. Balan

We make use of the previously developed formalism for a monomer ensemble and include angular dependence of the segments of the polymer chains thus described. In particular we show how to deal with stiffness when the polymer chain is…

Soft Condensed Matter · Physics 2015-06-24 K. K. Muller-Nedebock , H. L. Frisch , J. K. Percus

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…

Dynamical Systems · Mathematics 2018-04-18 Alexis Arnaudon , Nader Ganaba , Darryl Holm
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