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In this paper we consider directed walks on a tree with a fixed branching ratio K at a finite temperature T. We consider the case where each site (or link) is assigned a random energy uncorrelated in time, but correlated in the transverse…

Condensed Matter · Physics 2009-10-31 Yadin Y. Goldschmidt

In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…

Computation · Statistics 2015-10-12 Alexandros Beskos , Gareth Roberts , Alexandre Thiery , Natesh Pillai

Numerical evidence of non-diffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of test particles' radial displacements is…

Plasma Physics · Physics 2009-11-10 D. del-Castillo-Negrete , B. A. Carreras , V. E. Lynch

We propose a simulation model to study the properties of directed percolation in two-dimensional (2D) anisotropic random media. The degree of anisotropy in the model is given by the ratio $\mu$ between the axes of a semi-ellipse enclosing…

Condensed Matter · Physics 2009-10-30 V. Lien Nguyen , Enrique Canessa

Diffuse domain methods (DDMs) have gained significant attention for solving partial differential equations (PDEs) on complex geometries. These methods approximate the domain by replacing sharp boundaries with a diffuse layer of thickness…

Analysis of PDEs · Mathematics 2025-04-25 Toai Luong , Tadele Mengesha , Steven M. Wise , Ming Hei Wong

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

In this paper we study a two-dimensional directed self-avoiding walk model of a random copolymer in a random emulsion. The copolymer is a random concatenation of monomers of two types, $A$ and $B$, each occurring with density 1/2. The…

Probability · Mathematics 2009-11-13 Frank den Hollander , Nicolas Pétrélis

We study random lattice networks consisting of resistor like and diode like bonds. For investigating the transport properties of these random resistor diode networks we introduce a field theoretic Hamiltonian amenable to renormalization…

Statistical Mechanics · Physics 2009-10-31 Hans-Karl Janssen , Olaf Stenull

A novel methodology to analyze non-Gaussian probability distribution functions (PDFs) of intermittent turbulent transport in global full-f gyrokinetic simulations is presented. In this work, the Auto-Regressive Integrated Moving Average…

Plasma Physics · Physics 2017-06-13 J. Anderson , K. Imadera , Y. Kishimoto , J. Q. Li , H. Nordman

We consider a one-dimensional directed polymer in a random potential which is characterized by the Gaussian statistics with the finite size local correlations. It is shown that the well-known Kardar's solution obtained originally for a…

Statistical Mechanics · Physics 2009-10-30 S. E. Korshunov , Vik. S. Dotsenko

We considered diffusion-driven processes on small-world networks with distance-dependent random links. The study of diffusion on such networks is motivated by transport on randomly folded polymer chains, synchronization problems in…

Statistical Mechanics · Physics 2007-09-05 Balazs Kozma , Matthew B. Hastings , G. Korniss

Results of experiments on the dynamics and kinetic roughening of one-dimensional slow-combustion fronts in three grades of paper are reported. Extensive averaging of the data allows a detailed analysis of the spatial and temporal…

Statistical Mechanics · Physics 2009-11-07 M. Myllys , J. Maunuksela , M. Alava , T. Ala-Nissila , J. Merikoski , J. Timonen

Directed Percolation (DP) is a classic model for nonequilibrium phase transitions into a single absorbing state (fixation). It has been extensively studied by analytical and numerical techniques in diverse contexts. Recently, DP has…

Statistical Mechanics · Physics 2019-05-01 Jordan M. Horowitz , Mehran Kardar

Perturbation Theory (PT) applied to a cosmological density field with Gaussian initial fluctuations suggests a specific hierarchy for the correlation functions when the variance is small. In particular quantitative predictions have been…

Astrophysics · Physics 2009-10-30 D. Munshi , F. Bernardeau , A. L. Melott , R. Schaeffer

Diffusion through semipermeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular…

Statistical Mechanics · Physics 2023-01-11 Paul C Bressloff

We study the directed polymer model for general graphs (beyond $\mathbb Z^d$) and random walks. We provide sufficient conditions for the existence or non-existence of a weak disorder phase, of an $L^2$ region, and of very strong disorder,…

Probability · Mathematics 2021-03-17 Clement Cosco , Inbar Seroussi , Ofer Zeitouni

We show that the directed landscape is a black noise in the sense of Tsirelson and Vershik. As a corollary, we show that for any microscopic system in which the height profile converges in law to the directed landscape, the driving noise is…

Probability · Mathematics 2025-04-08 Zoe Himwich , Shalin Parekh

Normal diffusion in corrugated potentials with spatially uncorrelated Gaussian energy disorder famously explains the origin of non-Arrhenius $\exp[-\sigma^2/(k_BT^2)]$ temperature-dependence in disordered systems. Here we show that unbiased…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk , V. O. Kharchenko

The Gaussian Mixture Probability Hypothesis Density (GM-PHD) filter is an almost exact closed-form approximation to the Bayes-optimal multi-target tracking algorithm. Due to its optimality guarantees and ease of implementation, it has been…

Signal Processing · Electrical Eng. & Systems 2025-05-20 Shiraz Khan , Yi-Chieh Sun , Inseok Hwang

The diffusive transport distance, a novel pseudo-metric between probability measures on the real line, is introduced. It generalizes Martingale optimal transport, and forms a hierarchy with the Hellinger and the Wasserstein metrics. We…

Analysis of PDEs · Mathematics 2025-01-27 Daniel Matthes , Eva-Maria Rott , André Schlichting