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Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift

David J. Knezevic, Endre Süli (2009)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential U that is equal to + along the boundary D of the computational domain D . Using a symmetrization...

Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift

David J. Knezevic, Endre Süli (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper is concerned with the analysis and implementation of spectral Galerkin methods for a class of Fokker-Planck equations that arises from the kinetic theory of dilute polymers. A relevant feature of the class of equations under consideration from the viewpoint of mathematical analysis and numerical approximation is the presence of an unbounded drift coefficient, involving a smooth convex potential U that is equal to +∞ along the boundary ∂D of the computational domain D. Using a symmetrization...

Strong disorder in semidirected random polymers

N. Zygouras (2013)

Annales de l'I.H.P. Probabilités et statistiques

We consider a random walk in a random potential, which models a situation of a random polymer and we study the annealed and quenched costs to perform long crossings from a point to a hyperplane. These costs are measured by the so called Lyapounov norms. We identify situations where the point-to-hyperplane annealed and quenched Lyapounov norms are different. We also prove that in these cases the polymer path exhibits localization.

Superdiffusive bounds on self-repellent precesses in d = 2 — extended abstract

Bálint Tóth, Benedek Valkó (2010)

Actes des rencontres du CIRM

We prove superdiffusivity with multiplicative logarithmic corrections for a class of models of random walks and diffusions with long memory. The family of models includes the “true” (or “myopic”) self-avoiding random walk, self-repelling Durrett-Rogers polymer model and diffusion in the curl-field of (mollified) massless free Gaussian field in 2D. We adapt methods developed in the context of bulk diffusion of ASEP by Landim-Quastel-Salmhofer-Yau (2004).

Superdiffusivity for brownian motion in a poissonian potential with long range correlation I: Lower bound on the volume exponent

Hubert Lacoin (2012)

Annales de l'I.H.P. Probabilités et statistiques

We study trajectories of d -dimensional Brownian Motion in Poissonian potential up to the hitting time of a distant hyper-plane. Our Poissonian potential V is constructed from a field of traps whose centers location is given by a Poisson Point Process and whose radii are IID distributed with a common distribution that has unbounded support; it has the particularity of having long-range correlation. We focus on the case where the law of the trap radii ν has power-law decay and prove that superdiffusivity...

Superdiffusivity for brownian motion in a poissonian potential with long range correlation II: Upper bound on the volume exponent

Hubert Lacoin (2012)

Annales de l'I.H.P. Probabilités et statistiques

This paper continues a study on trajectories of Brownian Motion in a field of soft trap whose radius distribution is unbounded. We show here that for both point-to-point and point-to-plane model the volume exponent (the exponent associated to transversal fluctuation of the trajectories) ξ is strictly less than 1 and give an explicit upper bound that depends on the parameters of the problem. In some specific cases, this upper bound matches the lower bound proved in the first part of this work and...

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