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There have been increasing reports that the diffusion coefficient of macromolecules depends on time and fluctuates randomly. Here, a novel method to elucidate the fluctuating diffusivity from trajectory data is developed. The time-averaged…

Statistical Mechanics · Physics 2017-10-25 Tomoshige Miyaguchi

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

Graphics · Computer Science 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

In this paper, we study the so-called intermediate disorder regime for a directed polymer in a random environment with heavy-tail. Consider a simple symmetric random walk $(S_n)_{n\geq 0}$ on $\mathbb{Z}^d$, with $d\geq 1$, and modify its…

Probability · Mathematics 2021-04-28 Quentin Berger , Hubert Lacoin

We study self-avoiding walks on the square lattice restricted to a square box of side $L$ weighted by a length fugacity without restriction of their end points. This models a confined polymer in dilute solution. The model admits a phase…

Statistical Mechanics · Physics 2022-07-22 C. J. Bradly , A. L. Owczarek

We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…

Numerical Analysis · Mathematics 2021-12-23 Can Huang , Jie Shen

A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…

Numerical Analysis · Mathematics 2015-05-28 A. Abdulle , G. A. Pavliotis

By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…

Probability · Mathematics 2010-01-18 Damir Filipovic , Stefan Tappe , Josef Teichmann

Active polymers are driven out of equilibrium by internal forces and exhibit conformational properties that differ fundamentally from those of passive chains. Here we study how spatially modulated tangential activity reshapes the…

Soft Condensed Matter · Physics 2025-12-17 Paolo Malgaretti , Emanuele Locatelli

Ecological Momentary Assessment (EMA) studies enable the collection of high-frequency self-reports of suicidal thoughts and behaviors (STBs) via smartphones. Latent stochastic differential equations (SDEs) are a promising model class for…

Machine Learning · Statistics 2026-05-26 Malinda Lu , Yue-Jane Liu , Matthew K. Nock , Yaniv Yacoby

The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space.…

Statistics Theory · Mathematics 2021-03-30 Randolf Altmeyer , Markus Reiß

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

Many physical, chemical and biological systems have an inherent discrete spatial structure that strongly influences their dynamical behaviour. Similar remarks apply to internal or external noise, as well as to nonlocal coupling. In this…

Probability · Mathematics 2020-03-10 Carina Geldhauser , Christian Kuehn

We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…

Probability · Mathematics 2015-03-06 Lorick Huang , Stephane Menozzi

We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…

Probability · Mathematics 2012-01-05 Yutaka Terasawa , Nobuo Yoshida

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

The conformational properties of flexible polymers in d dimensions in environments with extended defects are analyzed both analytically and numerically. We consider the case, when structural defects are correlated in \varepsilon_d…

Disordered Systems and Neural Networks · Physics 2013-02-06 V. Blavatska , K. Haydukivska

A popular approach for modeling and inference in spatial statistics is to represent Gaussian random fields as solutions to stochastic partial differential equations (SPDEs) of the form $L^{\beta}u = \mathcal{W}$, where $\mathcal{W}$ is…

Methodology · Statistics 2019-12-03 David Bolin , Kristin Kirchner

We analyze a system of nonlinear stochastic partial differential equations (SPDEs) of mixed elliptic-parabolic type that models the propagation of electric signals and their effect on the deformation of cardiac tissue. The system governs…

Analysis of PDEs · Mathematics 2024-05-29 Mostafa Bendahmane , Kenneth H. Karlsen , Fatima Mroue

We present the statistical-mechanical theory of semiflexible polymers based on the connection between the Kratky-Porod model and the quantum rigid rotator in an external homogeneous field, and treatment of the latter using the quantum…

Soft Condensed Matter · Physics 2009-11-10 Semjon Stepanow

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…

Numerical Analysis · Mathematics 2023-07-10 Yukun Li , Liet Vo , Guanqian Wang