Related papers: Stochastic integrability and the KPZ equation
We trace the evolution of the theory of stochastic partial differential equations from the foundation to its development, until the recent solution of long-standing problems on well-posedness of the KPZ equation and the stochastic…
We discuss some recent advances concerning the symmetry of stochastic differential equations, and in particular the interrelations between these and the integrability -- complete or partial -- of the equations.
Integrable probability has emerged as an active area of research at the interface of probability/mathematical physics/statistical mechanics on the one hand, and representation theory/integrable systems on the other. Informally, integrable…
A stochastic dynamics framework for the study of complex systems is presented.
In its original version the KPZ equation models the dynamics of an interface bordering a stable phase against a metastable one. Over past years the corresponding two-dimensional field theory has been applied to models with different…
In this study, a new form of quadratic spline is obtained, where the coefficients are determined explicitly by variational methods. Convergence is studied and parity conservation is demonstrated. Finally, the method is applied to solve…
Stochastic PDEs are ubiquitous in mathematical modeling. Yet, many such equations are too singular to admit classical treatment. In this article we review some recent progress in defining, approximating and studying the properties of a few…
This is an overview of the area of Stochastic Portfolio Theory, and can be seen as an updated and extended version of the survey paper by Fernholz and Karatzas (Handbook of Numerical Analysis Vol.15:89-167, 2009).
This paper is a survey of author's mathematical and logical study of the problem of quantization of fields.
We discuss the interrelations between symmetry of an Ito stochastic differential equations (or systems thereof) and its integrability, extending in party results by R. Kozlov [J. Phys. A ${\bf 43}$ (2010) \& ${\bf 44}$ (2011)]. Together…
We derive a stochastic AKNS hierarchy using geometrical methods. The integrability is shown via a stochastic zero curvature relation associated with a stochastic isospectral problem. We expose some of the stochastic integrable partial…
An integrable theory is developed for the perturbation equations engendered from small disturbances of solutions. It includes various integrable properties of the perturbation equations: hereditary recursion operators, master symmetries,…
We present a variational formulation for the Kardar-Parisi-Zhang (KPZ) equation that leads to a thermodynamic-like potential for the KPZ as well as for other related kinetic equations. For the KPZ case, with the knowledge of such a…
We present a variational formulation for the Kardar-Parisi-Zhang (KPZ) equation that leads to a thermodynamic-like potential for the KPZ as well as for other related kinetic equations. For the KPZ case, with the knowledge of such a…
Recently, a variational approach has been introduced for the paradigmatic Kardar--Parisi--Zhang (KPZ) equation. Here we review that approach, together with the functional Taylor expansion that the KPZ nonequilibrium potential (NEP) admits.…
The paper studies stochastic integration with respect to Gaussian processes and fields. It is more convenient to work with a field than a process: by definition, a field is a collection of stochastic integrals for a class of deterministic…
The KPZ fixed point is a scaling invariant Markov process which arises as the universal scaling limit of a broad class of models of random interface growth in one dimension, the one-dimensional KPZ universality class. In this survey we…
A review of the stochastic stability property for the Gaussian spin glass models is presented and some perspectives discussed.
We demonstrate that statistics for several types of set partitions are described by generating functions which appear in the theory of integrable equations.
By using concrete scenarios, we present and discuss a new concept of probabilistic Self-Stabilization in Distributed Systems.