相关论文: Effective Radius of a Discrete Moving Polymer
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…
In the continuum theory the time evolution of surfaces eroded by ion bombardment is modelled by stochastic partial differential equations (SPDEs). These determine the scaling regimes and universality classes of the evolving surfaces.…
In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…
We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of…
Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…
We experimentally investigate the dynamics of a sphere rolling down a granular slope by varying the initial velocity, slope angle, and sphere density. The results show that the sphere rolls down with constant deceleration while sinking into…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by the environment. We study statistical properties for two…
In this paper we introduce 1-$D$ and 2-$D$ discrete models for the dynamic granular matter formation process in the form of a system of difference equations. This approach allows us to differentiate between the influx of the rolling layer…
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…
The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…
Stochastic gradient descent (SGD) undergoes complicated multiplicative noise for the mean-square loss. We use this property of SGD noise to derive a stochastic differential equation (SDE) with simpler additive noise by performing a random…
The main purpose of this paper is to formulate new conditions for smooth linearization of nonautonomous systems with discrete and continuous time. Our results assume that the linear part admits a nonuniform polynomial dichotomy and that the…
We investigate the longtime behavior of stochastic partial differential equations (SPDEs) with differential operators that depend on time and the underlying probability space. In particular, we consider stochastic parabolic evolution…
McKean-Vlasov SDEs describe systems where the dynamics depend on the law of the process. The corresponding Fokker-Planck equation is a nonlinear, nonlocal PDE for the corresponding measure flow. In the presence of common noise and…
We introduce a new disorder regime for directed polymers in dimension $1+1$ that sits between the weak and strong disorder regimes. We call it the intermediate disorder regime. It is accessed by scaling the inverse temperature parameter…
We report extensive simulations of the relaxation dynamics of a self-avoiding polymer confined inside a cylindrical pore. In particular, we concentrate on examining how confinement influences the scaling behavior of the global relaxation…
The moving mesh PDE (MMPDE) method for variational mesh generation and adaptation is studied theoretically at the discrete level, in particular the nonsingularity of the obtained meshes. Meshing functionals are discretized geometrically and…
We consider flexible branched polymer, with quenched branch structure, and show that its conformational entropy as a function of its gyration radius $R$, at large $R$, obeys, in the scaling sense, $\Delta S \sim R^2/(a^2L)$, with $a$ bond…