相关论文: Fokker-Planck Equation of Schramm-Loewner Evolutio…

The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…

In the paper we prove that, for $\kappa\in(0,8)$, the $n$-point boundary Green's function of exponent $\frac8\kappa -1$ for chordal SLE$_\kappa$ exists. We also prove that the convergence is uniform over compact sets and the Green's…

We find optimal (up to constant) bounds for the following measures for the regularity of the Schramm-Loewner evolution (SLE): variation regularity, modulus of continuity, and law of the iterated logarithm. For the latter two we consider the…

We show that, for $\kappa\in(0,8)$, the integral of the laws of two-sided radial SLE$_\kappa$ curves through different interior points against a measure with SLE$_\kappa$ Green function density is the law of a chordal SLE$_\kappa$ curve,…

This review provides an introduction to two dimensional growth processes. Although it covers a variety processes such as diffusion limited aggregation, it is mostly devoted to a detailed presentation of stochastic Schramm-Loewner evolutions…

In this study, we investigate the relationship between the one-dimensional (1D) Kardar-Parisi-Zhang (KPZ) equation and the stochastic Loewner equation (SLE), which is a one parameter family of the conformal mappings involving stochasticity.…

In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…

We prove refined (variation and H\"older-type) regularity statements for the SLE trace (under capacity parametrisation). More precisely, we show that the trace has finite $\psi$-variation for $\psi(x) = x^d(\log 1/x)^{-d-\varepsilon}$ and…

This paper concerns the proof of the exponential rate of convergence of the solution of a Fokker-Planck equation, with a drift term not being the gradient of a potential function and endowed by Robin type boundary conditions. This kind of…

Stochastic Loewner evolution (SLE) is a differential equation driven by a one-dimensional Brownian motion (BM), whose solution gives a stochastic process of conformal transformation on the upper half complex-plane $\H$. As an evolutionary…

The Schramm-Loewner evolution (SLE) describes the continuum limit of domain walls at phase transitions in two dimensional statistical systems. We consider here the SLEs in the self-dual Z(N) spin models at the critical point. For N=2 and…

We consider the fractional Langevin equation far from equilibrium (FLEFE) to describe stochastic dynamics which do not obey the fluctuation-dissipation theorem, unlike the conventional fractional Langevin equation (FLE). The solution of…

We propose a Langevin model with Coulomb friction. Through the analysis of the corresponding Fokker-Planck equation, we have obtained the steady velocity distribution function under the influence of the external field.

We define multiple-paths Schramm-Loewner evolution ($SLE_\kappa$) in multiply connected domains when $\kappa\leq 4$ and prove that in annuli, the partition function is smooth. Moreover, we give up-to-constant estimates for the partition…

In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker-Planck equation (HFPE) of the system, taking into…

Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent $\beta(x) \in (0,1)$ varies in space. This type of situation occurs e.g. in biophysics, where the density of the intracellular matrix…

This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time evolution of the probability distribution function (PDF) of…

We consider the Kinetic Fokker-Planck (FKP) equation in a domain with Maxwell reflection condition on the boundary. We establish the ultracontractivity of the associated semigroup and the hypocoercivity of the associated operator. We deduce…

We consider non-Fuchsian monodromy preserving deformations on a Riemann sphere. The associated isomonodromic deformation parameters on this surface comprise the positions of the singularities, together with the Birkhoff (spectral)…

I consider several Langevin and Fokker-Planck classes of dynamics for scalar field theories in contact with a thermal bath at temperature T. These models have been applied recently in the numerical description of the dynamics of second…