相关论文: On the two-point function of the one-dimensional K…
We introduce a collection of nonlinear integrable partial differential-difference equations that are satisfied by the one-point distribution functions of some classical integrable KPZ models. Moreover, these equations can be regarded as…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
We provide the first exact calculation of the height distribution at arbitrary time $t$ of the continuum KPZ growth equation in one dimension with flat initial conditions. We use the mapping onto a directed polymer (DP) with one end fixed,…
We demonstrate that all the known single- and double-logarithm summations for a parton distribution function can be unified in the Collins-Soper resummation technique by applying soft approximations appropriate in different kinematic…
It is shown that when $d\ge 3$, the growing random surface generated by the $(d+1)$-dimensional directed polymer model at sufficiently high temperature, after being smoothed by taking microscopic local averages, converges to a solution of…
The Kardar-Parisi-Zhang (KPZ) equation on the real line is well-known to admit Brownian motion with a linear drift as a stationary distribution (modulo additive constants). We show that these solutions are attractive, a result known as a…
We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…
The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Brownian motion. We use the spectral approximation and the…
Motivated by recent developments on solvable directed polymer models, we define a 'multi-layer' extension of the stochastic heat equation involving non-intersecting Brownian motions.
Although partition temperature derived using the Darwin-Fowler method is exact for simple scenarios, the derivation for complex systems might reside on specific approximations whose viability is not ensured if the thermodynamic limit is not…
As the new-generation precision experiments such as MOLLER and P2 look for physics beyond Standard Model, it is becoming increasingly important to evaluate the higher-order electroweak radiative corrections to a sub-percent level of…
The surface plasmonic waves excited by a vertical or horizontal oriented Hertzian dipole above anisotropic and spatially dispersive two-dimensional surfaces of infinite extent embedded in planarly layered uniaxial media is investigated…
We present a method for computing parameter sensitivities and response coefficients in Brownian dynamics simulations. The method involves tracking auxiliary variables (Malliavin weights) in addition to the usual particle positions, in an…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
We propose a bivariate model for a pair of dependent unit vectors which is generated by Brownian motion. Both marginals have uniform distributions on the sphere, while the conditionals follow so-called ``exit'' distributions. Some…
We report on the first exact solution of the KPZ equation in one dimension, with an initial condition which physically corresponds to the motion of a macroscopically curved height profile. The solution provides a determinantal formula for…
By using Brownian motion and stochastic calculus, we establish a second main theorem for holomorphic curves into a projective subvariety $V\subset\mathbb P^n(\mathbb C)$ with an arbitrary family $\mathcal Q$ of $q$ hypersurfaces…
We present an extension of relativistic single-particle distribution function for weakly interacting particles at local thermodynamical equilibrium including spin degrees of freedom, for massive spin 1/2 particles. We infer, on the basis of…
A stochastic algorithm is proposed, finding the set of generalized means associated to a probability measure on a compact Riemannian manifold M and a continuous cost function on the product of M by itself. Generalized means include p-means…
We present a systematic short time expansion for the generating function of the one point height probability distribution for the KPZ equation with droplet initial condition, which goes much beyond previous studies. The expansion is checked…