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Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…

Statistics Theory · Mathematics 2019-11-26 Florian Hildebrandt , Mathias Trabs

The dynamic structure factor of semiflexible polymers in solution is derived from the wormlike chain model. Special attention is paid to the rigid constraint of an inextensible contour and to the hydrodynamic interactions. For the cases of…

Soft Condensed Matter · Physics 2009-10-28 Klaus Kroy , Erwin Frey

We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a…

Probability · Mathematics 2012-01-12 François Bolley , José Alfredo Cañizo , José Antonio Carrillo

We study the discretisation of a uniaxial (rank-one) reduction of the Oldroyd-B model for dilute polymer solutions, in which the conformation tensor is represented as $\sig = \vec b \otimes \vec b$. Building on structural analogies with…

Numerical Analysis · Mathematics 2025-11-26 Ben S. Ashby , Gabriel R. Barrenechea , Alex Lukyanov , Tristan Pryer , Alex Trenam

Recently, it has been shown in [Jentzen, A., M\"uller-Gronbach, T., and Yaroslavtseva, L., Commun. Math. Sci., 14, 2016] that there exists a system of autonomous stochastic differential equations (SDE) on the time interval $[0,T]$ with…

Probability · Mathematics 2017-07-28 Thomas Müller-Gronbach , Larisa Yaroslavtseva

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

Quantitative Methods · Quantitative Biology 2025-01-22 Nathalie Wehlitz , Mohsen Sadeghi , Alberto Montefusco , Christof Schütte , Grigorios A. Pavliotis , Stefanie Winkelmann

This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…

Statistics Theory · Mathematics 2018-07-30 Ricardo Carrizo Vergara , Denis Allard , Nicolas Desassis

We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness.We then…

Probability · Mathematics 2024-03-08 Elena Issoglio , Francesco Russo

This paper introduces a system of stochastic differential equations (SDE) of mean-field type that models pedestrian motion. The system lets the pedestrians spend time at, and move along, walls, by means of sticky boundaries and boundary…

Optimization and Control · Mathematics 2020-03-09 Alexander Aurell , Boualem Djehiche

For a self-repelling polymer chain consisting of n segments we calculate the persistence length L(j,n), defined as the projection of the end-to-end vector on the direction of the j`th segment. This quantity shows some pronounced variation…

Soft Condensed Matter · Physics 2009-11-10 Lothar Schäfer , Knut Elsner

An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…

Numerical Analysis · Mathematics 2018-04-11 Yoshihito Kazashi

Recently, it has been shown in [Hairer, M., Hutzenthaler, M., Jentzen, A., Loss of regularity for Kolmogorov equations, Ann. Probab. 43, 2 (2015), 468--527] that there exists a system of stochastic differential equations (SDE) on the time…

Probability · Mathematics 2016-09-27 Larisa Yaroslavtseva

The mean square end-to-end distance of a N-step polymer on a Bethe lattice is calculated. We consider semiflexible polymers placed on isotropic and anisotropic lattices. The distance on the Cayley tree is defined by embedding the tree on a…

Statistical Mechanics · Physics 2009-10-31 J. F. Stilck , C. E. Cordeiro , R. L. P. G. do Amaral

Using the pruned-enriched Rosenbluth Monte Carlo algorithm, the scattering functions of semiflexible macromolecules in dilute solution under good solvent conditions are estimated both in $d=2$ and $d=3$ dimensions, considering also the…

Soft Condensed Matter · Physics 2015-06-11 Hsiao-Ping Hsu , Wolfgang Paul , Kurt Binder

A fundamental paradigm in polymer physics is that macromolecular conformations in equilibrium can be described by universal scaling laws, being key for structure, dynamics, and function of soft (biological) matter and in the materials…

Soft Condensed Matter · Physics 2021-09-22 Michael Bley , Upayan Baul , Joachim Dzubiella

The conformational states of a semiflexible polymer enclosed in a volume $V:=\ell^{3}$ are studied as stochastic realizations of paths using the stochastic curvature approach developed in [Rev. E 100, 012503 (2019)], in the regime whenever…

Soft Condensed Matter · Physics 2021-05-24 Pavel Castro-Villarreal , J. E. Ramírez

We investigate the stretching mechanism of Finitely Extensible Nonlinear Elastic (FENE) model of polymers in a random turbulent flow. The turbulent model includes a dominant space-scale $\ell\sim N^{-1}$, a dominant time-scale $\tau$, and…

Probability · Mathematics 2026-05-18 Federico Butori , Yassine Tahraoui

We report the results of extensive Dynamic Monte Carlo simulations of systems of self-assembled Equilibrium Polymers without rings in good solvent. Confirming recent theoretical predictions, the mean-chain length is found to scale as $\Lav…

Soft Condensed Matter · Physics 2009-10-31 J. P. Wittmer , A. Milchev , M. E. Cates

The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution system of measures for time-inhomogeneous Markov…

Probability · Mathematics 2024-12-16 Xiaobin Sun , Jian Wang , Yingchao Xie

Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…

Graphics · Computer Science 2022-02-01 Rohan Sawhney , Dario Seyb , Wojciech Jarosz , Keenan Crane
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