Regularity for eigenfunctions of Schr\"odinger operators

We prove a regularity result in weighted Sobolev spaces (or Babuska--Kondratiev spaces) for the eigenfunctions of a Schr\"odinger operator. More precisely, let K_{a}^{m}(\mathbb{R}^{3N}) be the weighted Sobolev space obtained by blowing up the set of singular points of the Coulomb type potential V(x) = \sum_{1 \le j \le N} \frac{b_j}{|x_j|} + \sum_{1 \le i < j \le N} \frac{c_{ij}}{|x_i-x_j|}, x in \mathbb{R}^{3N}, b_j, c_{ij} in \mathbb{R}. If u in L^2(\mathbb{R}^{3N}) satisfies (-\Delta + V) u = \lambda u in distribution sense, then u belongs to K_{a}^{m} for all m \in \mathbb{Z}_+ and all a \le 0. Our result extends to the case when b_j and c_{ij} are suitable bounded functions on the blown-up space. In the single-electron, multi-nuclei case, we obtain the same result for all a<3/2.Comment: to appear in Lett. Math. Phy

Swing Options Valuation: a BSDE with Constrained Jumps Approach

We introduce a new probabilistic method for solving a class of impulse control problems based on their representations as Backward Stochastic Differential Equations (BSDEs for short) with constrained jumps. As an example, our method is used for pricing Swing options. We deal with the jump constraint by a penalization procedure and apply a discrete-time backward scheme to the resulting penalized BSDE with jumps. We study the convergence of this numerical method, with respect to the main approximation parameters: the jump intensity $\lambda$, the penalization parameter $p > 0$ and the time step. In particular, we obtain a convergence rate of the error due to penalization of order $(\lambda p)^{\alpha - \frac{1}{2}}, \forall \alpha \in \left(0, \frac{1}{2}\right)$. Combining this approach with Monte Carlo techniques, we then work out the valuation problem of (normalized) Swing options in the Black and Scholes framework. We present numerical tests and compare our results with a classical iteration method.Comment: 6 figure

Directed polymer in a random medium of dimension 1+1 and 1+3: weights statistics in the low-temperature phase

We consider the low-temperature $T<T_c$ disorder-dominated phase of the directed polymer in a random potentiel in dimension 1+1 (where $T_c=\infty$) and 1+3 (where $T_c<\infty$). To characterize the localization properties of the polymer of length $L$, we analyse the statistics of the weights $w_L(\vec r)$ of the last monomer as follows. We numerically compute the probability distributions $P_1(w)$ of the maximal weight $w_L^{max}= max_{\vec r} [w_L(\vec r)]$, the probability distribution $\Pi(Y_2)$ of the parameter $Y_2(L)= \sum_{\vec r} w_L^2(\vec r)$ as well as the average values of the higher order moments $Y_k(L)= \sum_{\vec r} w_L^k(\vec r)$. We find that there exists a temperature $T_{gap}<T_c$ such that (i) for $T<T_{gap}$, the distributions $P_1(w)$ and $\Pi(Y_2)$ present the characteristic Derrida-Flyvbjerg singularities at $w=1/n$ and $Y_2=1/n$ for $n=1,2..$. In particular, there exists a temperature-dependent exponent $\mu(T)$ that governs the main singularities $P_1(w) \sim (1-w)^{\mu(T)-1}$ and $\Pi(Y_2) \sim (1-Y_2)^{\mu(T)-1}$ as well as the power-law decay of the moments $\bar{Y_k(i)} \sim 1/k^{\mu(T)}$. The exponent $\mu(T)$ grows from the value $\mu(T=0)=0$ up to $\mu(T_{gap}) \sim 2$. (ii) for $T_{gap}<T<T_c$, the distribution $P_1(w)$ vanishes at some value $w_0(T)<1$, and accordingly the moments $\bar{Y_k(i)}$ decay exponentially as $(w_0(T))^k$ in $k$. The histograms of spatial correlations also display Derrida-Flyvbjerg singularities for $T<T_{gap}$. Both below and above $T_{gap}$, the study of typical and averaged correlations is in full agreement with the droplet scaling theory.Comment: 13 pages, 29 figure

New bounds for the free energy of directed polymers in dimension 1+1 and 1+2

We study the free energy of the directed polymer in random environment in dimension 1+1 and 1+2. For dimension 1, we improve the statement of Comets and Vargas concerning very strong disorder by giving sharp estimates on the free energy at high temperature. In dimension 2, we prove that very strong disorder holds at all temperatures, thus solving a long standing conjecture in the field.Comment: 31 pages, 4 figures, final version, accepted for publication in Communications in Mathematical Physic

A new numerical approach to Anderson (de)localization

We develop a new approach for the Anderson localization problem. The implementation of this method yields strong numerical evidence leading to a (surprising to many) conjecture: The two dimensional discrete random Schroedinger operator with small disorder allows states that are dynamically delocalized with positive probability. This approach is based on a recent result by Abakumov-Liaw-Poltoratski which is rooted in the study of spectral behavior under rank-one perturbations, and states that every non-zero vector is almost surely cyclic for the singular part of the operator. The numerical work presented is rather simplistic compared to other numerical approaches in the field. Further, this method eliminates effects due to boundary conditions. While we carried out the numerical experiment almost exclusively in the case of the two dimensional discrete random Schroedinger operator, we include the setup for the general class of Anderson models called Anderson-type Hamiltonians. We track the location of the energy when a wave packet initially located at the origin is evolved according to the discrete random Schroedinger operator. This method does not provide new insight on the energy regimes for which diffusion occurs.Comment: 15 pages, 8 figure

Thermodynamic limits of sperm swimming precision

Sperm swimming is crucial to fertilise the egg, in nature and in assisted reproductive technologies. Modelling the sperm dynamics involves elasticity, hydrodynamics, internal active forces, and out-of-equilibrium noise. Here we demonstrate experimentally the relevance of energy dissipation for sperm beating fluctuations. For each motile cell, we reconstruct the time-evolution of the two main tail's spatial modes, which together trace a noisy limit cycle characterised by a maximum level of precision $p_{max}$. Our results indicate $p_{max} \sim 10^2 s^{-1}$, remarkably close to the estimated precision of a dynein molecular motor actuating the flagellum, which is bounded by its energy dissipation rate according to the Thermodynamic Uncertainty Relation. Further experiments under oxygen deprivation show that $p_{max}$ decays with energy consumption, as it occurs for a single molecular motor. Both observations can be explained by conjecturing a high level of coordination among the conformational changes of dynein motors. This conjecture is supported by a theoretical model for the beating of an ideal flagellum actuated by a collection of motors, including a motor-motor nearest neighbour coupling of strength $K$: when $K$ is small the precision of a large flagellum is much higher than the single motor one. On the contrary, when $K$ is large the two become comparable.Comment: Main Text with Appendices (14 pages, 9 figures) plus Supplementary Information, Accepted for Publication in PRX-Lif