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We consider the solution of the stochastic heat equation \partial_T \mathcal{Z} = 1/2 \partial_X^2 \mathcal{Z} - \mathcal{Z} \dot{\mathscr{W}} with delta function initial condition \mathcal{Z} (T=0)= \delta_0 whose logarithm, with…

Probability · Mathematics 2011-03-01 Gideon Amir , Ivan Corwin , Jeremy Quastel

Heat flows in 1+1 dimensional stochastic environment converge after scaling to the random geometry described by the directed landscape. In this first part, we show that the O'Connell-Yor polymer and the KPZ equation converge to the KPZ…

Probability · Mathematics 2020-08-18 Balint Virag

We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…

Probability · Mathematics 2008-12-26 Remi Rhodes , Vincent Vargas

A full viscous quantum hydrodynamic system for particle density, current density, energy density and electrostatic potential coupled with a Poisson equation in one dimensional bounded intervals is studied. First, the existence and…

Analysis of PDEs · Mathematics 2023-07-03 Xiaoying Han , Yuming Qin , Wenlong Sun

The dynamics of ionization fronts that generate a conducting body, are in simplest approximation equivalent to viscous fingering without regularization. Going beyond this approximation, we suggest that ionization fronts can be modeled by a…

Pattern Formation and Solitons · Physics 2009-11-11 B. Meulenbroek , U. Ebert , L. Schaefer

In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…

Probability · Mathematics 2025-12-02 Hongjiang Qian

We investigate the possibility of characterizing the different thermalization pathways through a large-deviation approach. Specifically, we consider clean, disordered and quasi-periodic harmonic chains under energy and momentum-conserving…

Statistical Mechanics · Physics 2024-08-21 Stefano Lepri

We continue with the study of the mollified stochastic heat equation in $d\geq 3$ given by $d u_{\epsilon,t}=\frac 12\Delta u_{\epsilon,t}+ \beta \epsilon^{(d-2)/2} \,u_{\epsilon,t} \,d B_{\epsilon,t}$ with spatially smoothened cylindrical…

Probability · Mathematics 2018-09-25 Yannic Broeker , Chiranjib Mukherjee

We construct explicit one-parameter families of stationary measures for the Kardar-Parisi-Zhang equation in half-space with Neumann boundary conditions at the origin, as well as for the log-gamma polymer model in a half-space. The…

Probability · Mathematics 2023-05-10 Guillaume Barraquand , Ivan Corwin

We analyze the localized phase of a general model of a directed polymer in the proximity of an interface that separates two solvents. Each monomer unit carries a charge, $\omega_n$, that determines the type (attractive or repulsive) and the…

Probability · Mathematics 2007-05-23 G. Giacomin , F. L. Toninelli

Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…

Probability · Mathematics 2012-09-25 Amarjit Budhiraja , Jiang Chen , Paul Dupuis

We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. The system is supplemented with non-homogeneous Neumann boundary…

Analysis of PDEs · Mathematics 2021-02-09 Dominic Breit , Eduard Feireisl , Martina Hofmanová

We analyze the recently proposed "pattern-matching" phase of a Gaussian random heteropolymer adsorbed on a disordered substrate [S. Srebnik, A.K. Chakraborty and E.I. Shakhnovich, Phys. Rev. Lett. 77, 3157 (1996)]. By mapping the problem to…

Statistical Mechanics · Physics 2009-10-30 T. Hwa , D. Cule

In this paper, we study a model of directed polymers in random environment, where the environment is restricted to a time-space tube whose spatial width grows polynomially with time. It can be viewed as an interpolation between the…

Probability · Mathematics 2022-02-23 Ran Wei , Jinjiong Yu

The purpose of this paper is to study a one-dimensional polymer penalized by its range and placed in a random environment $\omega$. The law of the simple symmetric random walk up to time $n$ is modified by the exponential of the sum of…

Probability · Mathematics 2024-03-29 Nicolas Bouchot

In 2018, Krishnan and Quastel showed that the fluctuations of Sepp\"al\"ainen's log-gamma polymer converge in law to the Tracy--Widom GUE distribution in the intermediate disorder regime, which corresponds to taking the inverse temperature…

Probability · Mathematics 2023-04-20 Julian Ransford

We study the $1+1$-dimensional random directed polymer problem, i.e., an elastic string $\phi(x)$ subject to a Gaussian random potential $V(\phi,x)$ and confined within a plane. We mainly concentrate on the short-scale and…

Disordered Systems and Neural Networks · Physics 2015-05-19 V. S. Dotsenko , V. B. Geshkenbein , D. A. Gorokhov , G. Blatter

We consider the quantum dynamics of interacting bosons in the mean-field regime when they are subjected to a disordered potential, which is either random or quasi-periodic. Starting from a spatially localized Bose-Einstein condensate, we…

Mathematical Physics · Physics 2025-11-13 Marius Lemm , Simone Rademacher , Jingxuan Zhang

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

The dynamics of the domains is studied in a two-dimensional model of the microphase separation of diblock copolymers in the vicinity of the transition. A criterion for the validity of the mean field theory is derived. It is shown that at…

Condensed Matter · Physics 2009-10-28 C. B. Muratov