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In the first part of the thesis we construct models, called integrable, in which we can perform exact computations of physical quantities. We introduce several new out-of-equilibrium models that are obtained by solving, in specific cases,…

Mathematical Physics · Physics 2017-08-09 Matthieu Vanicat

We consider a general model of a heterogeneous polymer chain fluctuating in the proximity of an interface between two selective solvents. The heterogeneous character of the model comes from the fact that the monomer units interact with the…

Probability · Mathematics 2009-09-29 Francesco Caravenna , Giambattista Giacomin , Lorenzo Zambotti

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…

Statistical Mechanics · Physics 2009-11-11 Jan Naudts , Erik Van der Straeten

A local equilibrium approach for the kinetics of a simplified protein folding model, whose equilibrium thermodynamics is exactly solvable, was developed in [M. Zamparo and A. Pelizzola, Phys. Rev. Lett. 97, 068106 (2006)]. Important…

Statistical Mechanics · Physics 2007-05-23 Marco Zamparo , Alessandro Pelizzola

We introduce a new class of "random" subsets of natural numbers, WM sets. This class contains normal sets (sets whose characteristic function is a normal binary sequence). We establish necessary and sufficient conditions for solvability of…

Combinatorics · Mathematics 2009-11-10 Alexander Fish

Discretizations of infinite-dimensional variational inequalities lead to linear and nonlinear complementarity problems with many degrees of freedom. To solve these problems in a parallel computing environment, we propose two active-set…

Optimization and Control · Mathematics 2007-05-23 Steven J. Benson , Todd S. Munson

Path-dependent PDEs (PPDEs) are natural objects to study when one deals with non Markovian models. Recently, after the introduction of the so-called pathwise (or functional or Dupire) calculus (see [15]), in the case of finite-dimensional…

Probability · Mathematics 2017-03-07 Andrea Cosso , Salvatore Federico , Fausto Gozzi , Mauro Rosestolato , Nizar Touzi

The invariance for the equation of fast diffusion in the 2D coordinate space has been proved, and its reduction to the 1D (with respect to the spatial variable) analog is demonstrated. On the basis of these results, new exact…

Mathematical Physics · Physics 2007-05-23 E. I. Semenov

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

The work deals with the existence of solutions of a certain system of quadratic integral equations in H^2(R^d,R^N), d = 2, 3. We demonstrate the existence of a perturbed solution by virtue of a fixed point technique.

Analysis of PDEs · Mathematics 2025-06-19 Vitali Vougalter

We define and study a family of Markov processes with state space the compact set of all partitions of N that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of exchangeable fragmentation as…

Probability · Mathematics 2007-05-23 Julien Berestycki

We define nearest-neighbour point processes on graphs with Euclidean edges and linear networks. They can be seen as the analogues of renewal processes on the real line. We show that the Delaunay neighbourhood relation on a tree satisfies…

Statistics Theory · Mathematics 2026-01-14 M. N. M. van Lieshout

We report on a computational study of the statics and dynamics of long flexible linear polymers that spontaneously knot and unknot. Specifically, the equilibrium self-entanglement properties, such as the knotting probability, knot length…

Soft Condensed Matter · Physics 2013-04-15 Luca Tubiana , Angelo Rosa , Filippo Fragiacomo , Cristian Micheletti

In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are…

Probability · Mathematics 2014-12-24 Florent Malrieu

Based on the Suzuki product-formula approach, we construct a family of unconditionally stable algorithms to solve the time-dependent Maxwell equations. We describe a practical implementation of these algorithms for one-, two-, and…

Computational Physics · Physics 2009-11-07 J. S. Kole , M. T. Figge , H. De Raedt

In this paper, we first show the existence of solutions to the following system of nonlinear equations \begin{eqnarray*}\left\{\begin{array}{l} a_{11}x_1+a_{12}x_2+a_{13}x_3+\cdots+a_{1n}x_{n} =…

Probability · Mathematics 2017-05-11 Ze-Chun Hu , Wei Sun , Jing Zhang

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

Multi-species reaction-diffusion systems, with more-than-two-site interaction on a one-dimensional lattice are considered. Necessary and sufficient constraints on the interaction rates are obtained, that guarantee the closedness of the time…

Statistical Mechanics · Physics 2007-05-23 Amir Aghamohammadi , Mohammad Khorrami

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

We consider a model of a discrete time "interacting particle system" on the integer line where infinitely many changes are allowed at each instance of time. We describe the model using chameleons of two different colours, {\it viz}., red…

Probability · Mathematics 2009-07-23 Antar Bandyopadhyay , Rahul Roy , Anish Sarkar
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