Related papers: A class of d-dimensional directed polymers in a Ga…
We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…
We investigate modifications of a stochastic polymer picture through a shift in the boundary between the system and an external environment. A conventional bead-and-spring model serving as the coarse-graining model is given by the Langevin…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
We consider the smoothed multiplicative noise stochastic heat equation $$d u_{\eps,t}= \frac 12 \Delta u_{\eps,t} d t+ \beta \eps^{\frac{d-2}{2}}\, \, u_{\eps, t} \, d B_{\eps,t} , \;\;u_{\eps,0}=1,$$ in dimension $d\geq 3$, where…
It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…
The dynamics of polymers in a random smooth flow is investigated in the framework of the Hookean dumbbell model. The analytical expression of the time-dependent probability density function of polymer elongation is derived explicitly for a…
We investigate and solve the weak noise theory for the semi-discrete O'Connell-Yor directed polymer. In the large deviation regime, the most probable evolution of the partition function obeys a classical non-linear system which is a…
We study the empirical process arising from a multi-dimensional diffusion process with periodic drift and diffusivity. The smoothing properties of the generator of the diffusion are exploited to prove the Donsker property for certain…
We study the maximum $\phi_N^*$ of the partition function of the two dimensional (subcritical) Gaussian directed polymer over an $\sqrt N \times \sqrt N$ box. We show that $\phi_N^*/\log N$ converges towards a constant $\sigma^*$, which we…
In this paper, we consider four integrable models of directed polymers for which the free energy is known to exhibit KPZ fluctuations. A common framework for the analysis of these models was introduced in our recent work on the…
For a directed polymer model in random environment, a characterization of the weak disorder phase in terms of the moment of the renormalized partition function has been proved in [S. Junk: Communications in Mathematical Physics 389,…
In this paper, we study the stochastic heat equation with a general multiplicative Gaussian noise that is white in time and colored in space. Both regularity and strict positivity of the densities of the solution have been established. The…
It is shown that when $d\ge 3$, the growing random surface generated by the $(d+1)$-dimensional directed polymer model at sufficiently high temperature, after being smoothed by taking microscopic local averages, converges to a solution of…
In this paper we display a family of Gaussian processes, with explicit formulas and transforms. This is presented with the use of duality tools in such a way that the corresponding path-space measures are mutually singular. We make use of a…
We study Gaussian random fields on certain Banach spaces and investigate conditions for their existence. Our results apply inter alia to spaces of Radon measures and H\"older functions. In the former case, we are able to define Gaussian…
The Feynman quantum-classical isomorphism between classical statistical mechanics in 3+1 dimensions and quantum statistical mechanics in 3 dimensions is used to connect classical polymer self-consistent field theory with quantum…
We explore the critical behaviour of two and three dimensional lattice models of polymers in dilute solution where the monomers carry a magnetic moment which interacts ferromagnetically with near-neighbour monomers. Specifically, the model…
We consider a general discrete model for heterogeneous semiflexible polymer chains. Both the thermal noise and the inhomogeneous character of the chain (the disorder) are modeled in terms of random rotations. We focus on the quenched…
We consider two models for directed polymers in space-time independent random media (the O'Connell-Yor semi-discrete directed polymer and the continuum directed random polymer) at positive temperature and prove their KPZ universality via…
We develop a continuous-time model for the long-term dynamics of adaptive stochastic optimization, focusing on bias-corrected Adam-type methods. Starting from a finite-sum setting, we identify a canonical scaling of learning rates, decay…