The inverse problem for rough controlled differential equations

We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled evolution. Physical examples and applications in stochastic filtering and statistics demonstrate the practical relevance of our result.Comment: added section on rough path theor

Stochastic analysis of different rough surfaces

This paper shows in detail the application of a new stochastic approach for the characterization of surface height profiles, which is based on the theory of Markov processes. With this analysis we achieve a characterization of the scale dependent complexity of surface roughness by means of a Fokker-Planck or Langevin equation, providing the complete stochastic information of multiscale joint probabilities. The method is applied to several surfaces with different properties, for the purpose of showing the utility of this method in more details. In particular we show the evidence of Markov properties, and we estimate the parameters of the Fokker-Planck equation by pure, parameter-free data analysis. The resulting Fokker-Planck equations are verified by numerical reconstruction of conditional probability density functions. The results are compared with those from the analysis of multi-affine and extended multi-affine scaling properties which is often used for surface topographies. The different surface structures analysed here show in details advantages and disadvantages of these methods.Comment: Minor text changes to be identical with the published versio

A tree approach to pp-variation and to integration

We consider a real-valued path; it is possible to associate a tree to this path, and we explore the relations between the tree, the properties of $p$-variation of the path, and integration with respect to the path. In particular, the fractal dimension of the tree is estimated from the variations of the path, and Young integrals with respect to the path, as well as integrals from the rough paths theory, are written as integrals on the tree. Examples include some stochastic paths such as martingales, L\'evy processes and fractional Brownian motions (for which an estimator of the Hurst parameter is given)

Rough interfaces, accurate predictions: The necessity of capillary modes in a minimal model of nanoscale hydrophobic solvation

Modern theories of the hydrophobic effect highlight its dependence on length scale, emphasizing in particular the importance of interfaces that emerge in the vicinity of sizable hydrophobes. We recently showed that a faithful treatment of such nanoscale interfaces requires careful attention to the statistics of capillary waves, with significant quantitative implications for the calculation of solvation thermodynamics. Here we show that a coarse-grained lattice model in the spirit of those pioneered by Chandler and coworkers, when informed by this understanding, can capture a broad range of hydrophobic behaviors with striking accuracy. Specifically, we calculate probability distributions for microscopic density fluctuations that agree very well with results of atomistic simulations, even many standard deviations from the mean, and even for probe volumes in highly heterogeneous environments. This accuracy is achieved without adjustment of free parameters, as the model is fully specified by well-known properties of liquid water. As illustrative examples of its utility, we characterize the free energy profile for a solute crossing the air-water interface, and compute the thermodynamic cost of evacuating the space between extended nanoscale surfaces. Together, these calculations suggest that a highly reduced model for aqueous solvation can serve as the basis for efficient multiscale modeling of spatial organization driven by hydrophobic and interfacial forces.Comment: 14 pages, 7 figure