English
Related papers

Related papers: On the Brownian directed polymer in a Gaussian ran…

200 papers

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,…

Probability · Mathematics 2023-03-06 Ryoki Fukushima , Stefan Junk

We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introduced by Durrett and Rogers [Probab. Theory Related Fields 92 (1992) 337--349]. The polymer describes a stochastic process with a drift which…

Probability · Mathematics 2012-06-11 Pierre Tarrès , Bálint Tóth , Benedek Valkó

Asymptotic behavior of the one-dimensional Brownian motion in general random environments has been investigated by many researchers. However, many of the methods used in the argument are available only for the one-dimensional case. In this…

Probability · Mathematics 2015-07-14 Seiichiro Kusuoka , Hiroshi Takahashi , Yozo Tamura

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

We study a model of directed polymers with an exponentially recurrent Markov chain and an indefinitely divisible random environment. We prove that the normalized partition function converges exponentially fast towards zero at all…

Probability · Mathematics 2007-05-23 Philippe Carmona , Francesco Guerra , Yueyun Hu , Olivier Mejane

We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly…

Disordered Systems and Neural Networks · Physics 2007-05-23 Alain Comtet , Jean Desbois , Christophe Texier

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…

Probability · Mathematics 2008-12-20 Francesco Caravenna , Giambattista Giacomin , Massimiliano Gubinelli

We consider a model of a polymer in $\mathbb{Z}^{d+1}$, constrained to join 0 and a hyperplane at distance $N$. The polymer is subject to a quenched nonnegative random environment. Alternatively, the model describes crossing random walks in…

Probability · Mathematics 2012-04-11 Dmitry Ioffe , Yvan Velenik

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

Statistical Mechanics · Physics 2012-02-09 Lin Tongling , Pujos Cyril , Ou Congjie , Bi Wenping , Calvayrac Florent , Wang Qiuping A

We consider a microscopic model of an inhomogeneous environment where an arbitrary quantum system is locally coupled to a harmonic bath via a finite-range interaction. We show that in the overdamped regime the position distribution obeys a…

Statistical Mechanics · Physics 2025-02-28 Arthur M. Faria , Marcus V. S. Bonanca , Eric Lutz

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

Very recently, Junk [11] showed that for directed polymers in bounded random environments, the weak disorder (uniform integrable) phase implies that the polymer martingale is bounded in $L^p$ for some $p>1$ and also in $L^q$ for some $q<0$.…

Probability · Mathematics 2022-12-13 Rodrigo Bazaes , Chiranjib Mukherjee

We study the directed polymer model in a bounded environment in weak disorder but without $L^2$-boundedness, specifically the speed of homogenization for the field $(W_n^{0,x})_{x\in\mathbb Z^d}$, where $W_n^{0,x}$ denotes the associated…

Probability · Mathematics 2023-07-11 Stefan Junk

In this article, we try to give a rather complete picture of the behavior of the free energy for a model of directed polymer in a random environment, in which the polymer is a simple symmetric random walk on the lattice $\Z^d$, and the…

Probability · Mathematics 2008-02-25 David Marquez-Carreras , Carles Rovira , Samy Tindel

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Soft Condensed Matter · Physics 2015-06-09 Gerald John Lapeyre

The properties of semiflexible polymers tethered by one end to an impenetrable wall and exposed to oscillatory shear flow are investigated by mesoscale simulations. A polymer, confined in two dimensions, is described by a linear bead-spring…

Soft Condensed Matter · Physics 2021-12-14 Antonio Lamura , Roland G. Winkler , Gerhard Gompper

Numerical algorithms are proposed for simulating the Brownian dynamics of charged particles in an external magnetic field, taking into account the Brownian motion of charged particles, damping effect and the effect of magnetic field…

Computational Physics · Physics 2009-05-21 L. J. Hou , Z. L. Mišković , A. Piel , P. K. Shukla

We develop a polymer expansion with large/small field conditions for the mean resolvent of a weakly disordered system. Then we show that we can apply our result to a two-dimensional model, for energies outside the unperturbed spectrum or in…

Disordered Systems and Neural Networks · Physics 2008-02-03 Gilles Poirot

For a Brownian directed polymer in a Gaussian random environment, with $q(t,\cdot)$ denoting the quenched endpoint density and \[ Q_n(t,x_1,\ldots,x_n)=\mathbf{E}[q(t,x_1)\ldots q(t,x_n)], \] we derive a hierarchical PDE system satisfied by…

Probability · Mathematics 2021-10-27 Yu Gu , Christopher Henderson

In this paper, we consider directed polymers in random environment with long range jumps in discrete space and time. We extend to this case some techniques, results and classifications known in the usual short range case. However, some…

Probability · Mathematics 2007-05-23 Francis Comets