相关论文: 2D growth processes: SLE and Loewner chains

We numerically test the correspondence between the scaling limit of self-avoiding walks (SAW) in the plane and Schramm-Loewner evolution (SLE) with k=8/3. We introduce a discrete-time process approximating SLE in the exterior of the unit…

Stochastic Loewner Evolution (SLE_kappa) has been introduced as a description of the continuum limit of cluster boundaries in two-dimensional critical systems. We show that the problem of N radial SLEs in the unit disc is equivalent to…

We show that in the continuum limit watersheds dividing drainage basins are Schramm-Loewner Evolution (SLE) curves, being described by one single parameter $\kappa$. Several numerical evaluations are applied to ascertain this. All…

We numerically show that the statistical properties of the shortest path on critical percolation clusters are consistent with the ones predicted for Schramm-Loewner evolution (SLE) curves for $\kappa=1.04\pm0.02$. The shortest path results…

Simulations of the self-avoiding walk (SAW) are performed in a half-plane and a cut-plane (the complex plane with the positive real axis removed) using the pivot algorithm. We test the conjecture of Lawler, Schramm and Werner that the…

Bessel process is defined as the radial part of the Brownian motion (BM) in the $D$-dimensional space, and is considered as a one-parameter family of one-dimensional diffusion processes indexed by $D$, BES$^{(D)}$. It is well-known that…

Many growth processes lead to intriguing stochastic patterns and complex fractal structures which exhibit local scale invariance properties. Such structures can often be described effectively by space-time trajectories of interacting…

We study the growth of slip line in a plastically deforming crystal by numerical simulation of a double-ended pile-up model with a dislocation source at one end, and an absorbing wall at the other end. In presence of defects, the pile-up…

Various features of the two-parameter family of Schramm-Loewner evolutions SLE(\kappa,\rho) are studied. In particular, we derive certain restriction properties that lead to a ``strong duality'' conjecture, which is an identity in law…

The natural paramterization or length for the Schramm-Loewner evolution (SLE{\kappa}) is the candidate for the scaling limit of the length of discrete curves for \kappa < 8. We improve the proof of the existence of the parametrization and…

We consider in this work the convergence of a split-step Euler type scheme (SSM) for the numerical simulation of interacting particle Stochastic Differential Equation (SDE) systems and McKean-Vlasov Stochastic Differential Equations…

The development of Schramm--Loewner evolution (SLE) as the scaling limits of discrete models from statistical physics makes direct simulation of SLE an important task. The most common method, suggested by Marshall and Rohde \cite{MR05}, is…

The problem of Laplacian growth in two dimensions is considered within the Loewner-equation framework. Initially the problem of fingered growth recently discussed by Gubiec and Szymczak [T. Gubiec and P. Szymczak, Phys. Rev. E 77, 041602…

We study the first passage time processes of anomalous diffusion on self similar curves in two dimensions. The scaling properties of the mean square displacement and mean first passage time of the ballistic motion, fractional Brownian…

This is an introductory account of the emergence of conformal invariance in the scaling limit of planar critical percolation. We give an exposition of Smirnov's theorem (2001) on the conformal invariance of crossing probabilities in site…

By analogy with Carleson's observation on Cardy's formula describing crossing probabilities for the scaling limit of critical percolation, we exhibit ``privileged geometries'' for Stochastic Loewner Evolutions with various parameters, for…

The scaling limits of a variety of critical two-dimensional lattice models are equal to the Schramm-Loewner evolution (SLE) for a suitable value of the parameter kappa. These lattice models have a natural parametrization of their random…

The scaling limit of planar loop-erased random walks is described by a stochastic Loewner evolution with parameter kappa=2. In this note SLE(2) in the upper half-plane H minus a simply-connected compact subset K of H is studied. As a main…

This paper explores the application of Stochastic Differential Equations (SDE) to interpret the text generation process of Large Language Models (LLMs) such as GPT-4. Text generation in LLMs is modeled as a stochastic process where each…

Karhunen-Loeve expansions (KLE) of stochastic processes are important tools in mathematics, the sciences, economics, and engineering. However, the KLE is primarily useful for those processes for which we can identify the necessary…