Related papers: Stochastic symplectic ice
Colored lattice models can be used to describe many different types of special functions of interest in both algebraic combinatorics and representation theory, for example Schur polynomials, nonsymmetric Macdonald polynomials, and…
In this paper, we introduce and analyze a new switch operator for the six-vertex model. This operator, derived from the Yang-Baxter equation, allows us to express the partition function with arbitrary boundaries in terms of a base case with…
We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…
We have found a family of solvable nineteen vertex model with statistical configurations invariant by the time reversal symmetry within a systematic study of the respective Yang-Baxter relation. The Boltzmann weights sit on a degree seven…
This letter is concerned with the analysis of the six-vertex model with domain-wall boundaries in terms of partial differential equations (PDEs). The model's partition function is shown to obey a system of PDEs resembling the celebrated…
Multivariate fluctuation relations are established in three stochastic models of transistors, which are electronic devices with three ports and thus two coupled currents. In the first model, the transistor has no internal state variable and…
An analytically tractable model is introduced which exhibits both, a glass--like freezing transition, and a collection of double--well configurations in its zero--temperature potential energy landscape. The latter are generally believed to…
We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…
We analyze the numerical solutions of a stochastic Arctic sea ice model with constant additive noise over a wide range of external heat-fluxes, $\Delta F_0$, which correspond to greenhouse gas forcing. The variability that the stochasticity…
Weight-balanced and doubly stochastic digraphs are two classes of digraphs that play an essential role in a variety of cooperative control problems, including formation control, distributed averaging, and optimization. We refer to a digraph…
A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the two-dimensional white…
In this paper we provide an extensive classification of one and two dimensional diffusion processes which admit an exact solution to the Kolmogorov (and hence Black-Scholes) equation (in terms of hypergeometric functions). By identifying…
We show how to compute the exact partition function for lattice statistical-mechanical models whose Boltzmann weights obey a special "crossing" symmetry. The crossing symmetry equates partition functions on different trivalent graphs,…
We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our…
A method to describe unresolved processes in meteorological models by physically based stochastic processes (SP) is proposed by the example of an energy budget model (EBM). Contrary to the common approach using additive white noise, a…
The physics of planetary climate features a variety of complex systems that are challenging to model as they feature turbulent flows. A key example is the heat flux from the upper ocean to the underside of sea ice which provides a key…
This paper deals with the stochastic Ising model with a temperature shrinking to zero as time goes to infinity. A generalization of the Glauber dynamics is considered, on the basis of the existence of simultaneous flips of some spins. Such…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…
This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…