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This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…

最优化与控制 · 数学 2025-03-11 Chenhui Hao , Jingtao Shi , Shuaiqi Zhang

We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…

统计力学 · 物理学 2015-06-05 P. L. Krapivsky , Baruch Meerson

Optical tweezers allow the measurement of fluctuations at the nano-scale, in particular fluctuations in the end-to-end distance in single molecules. Fluctuation spectra can yield valuable information, but they can easily be contaminated by…

生物物理 · 物理学 2015-09-30 Marco Ribezzi-Crivellari , Anna Alemany , Felix Ritort

Order parameter fluctuations (the largest cluster size distribution) are studied within a three-dimensional bond percolation model on small lattices. Cumulant ratios measuring the fluctuations exhibit distinct features near the percolation…

核理论 · 物理学 2007-05-23 Janusz Brzychczyk

We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…

统计力学 · 物理学 2008-10-10 D. Villamaina , A. Puglisi , A. Vulpiani

A systematic analysis of large scale fluctuations in the low temperature pinned phase of a directed polymer in a random potential is described. These fluctuations come from rare regions with nearly degenerate ``ground states''. The…

凝聚态物理 · 物理学 2016-08-31 Terence Hwa , Daniel S. Fisher

We study learning problems involving arbitrary classes of functions $F$, distributions $X$ and targets $Y$. Because proper learning procedures, i.e., procedures that are only allowed to select functions in $F$, tend to perform poorly unless…

机器学习 · 统计学 2018-04-17 Shahar Mendelson

The tube model is a central concept in polymer physics, and allows to reduce the complex many-filament problem of an entangled polymer solution to a single filament description. We investigate the probability distribution function of…

软凝聚态物质 · 物理学 2009-08-12 Hauke Hinsch , Erwin Frey

A polymer chain pinned in space exerts a fluctuating force on the pin point in thermal equilibrium. The average of such fluctuating force is well understood from statistical mechanics as an entropic force, but little is known about the…

统计力学 · 物理学 2015-07-22 James T. Waters , Harold D. Kim

We prove the emergence of stable fluctuations for reaction-diffusion in random environment with Weibull tails. This completes our work around the quenched to annealed transition phenomenon in this context of reaction diffusion. In [9], we…

概率论 · 数学 2017-06-22 Gérard Ben Arous , Stanislav Molchanov , Alejandro F. Ramírez

This is an archival document; the work contains theoretical development to be used in new publications and to stimulate further development. Here, we develop a statistical mechanical treatment of a braid formed of two molecules subject to…

统计力学 · 物理学 2014-03-31 D. J. Lee

We present a systematic statistical mechanical analysis of the conformational properties of a stiff polyelectrolyte chain with intrachain attractions that are due to counterion correlations. We show that the mean-field solution corresponds…

软凝聚态物质 · 物理学 2007-05-23 Per Lyngs Hansen , Rudi Podgornik , Daniel Svenšek , V. Adrian Parsegian

In this paper, we consider an opioid epidemic dynamical model with random perturbation that typically describes the interplay between regular prescription use, addictive use, and the process of rehabilitation from addiction and vice-versa.…

最优化与控制 · 数学 2018-06-19 Getachew K. Befekadu , Quanyan Zhu

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

统计力学 · 物理学 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

We report on the distribution spectra of the fluctations in the amount of power injected into a liquid crystal undergoing electroconvective flow. The probability distribution functions (PDFs) of the fluctuations as well as the magnitude of…

斑图形成与孤子 · 物理学 2009-11-10 Tibor Tóth-Katona , James T. Gleeson

We review the density of states and related quantities of quasi one-dimensional disordered Peierls systems in which fluctuation effects of a backscattering potential play a crucial role. The low-energy behavior of non-interacting fermions…

强关联电子 · 物理学 2017-09-27 Lorenz Bartosch

The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…

统计力学 · 物理学 2020-02-21 Matteo Polettini , Massimiliano Esposito

We study the effects of thermal fluctuations on a small elastic ring. We derive analytical expressions for the correlation functions of the Euler angles, for the real space two--point correlation functions and for the probability…

软凝聚态物质 · 物理学 2007-05-23 Y. Rabin , S. Panyukov

The difference Delta F between free energies has applications in biology, chemistry, and pharmacology. The value of Delta F can be estimated from experiments or simulations, via fluctuation theorems developed in statistical mechanics.…

统计力学 · 物理学 2016-06-03 Nicole Yunger Halpern , Christopher Jarzynski

In this paper we focus on a general type of mean-field stochastic control problem with partial observation, in which the coefficients depend in a non-linear way not only on the state process $X_t$ and its control $u_t$ but also on the…

最优化与控制 · 数学 2021-11-23 Juan Li , Hao Liang , Chao Mi