Related papers: Stochastic integrability and the KPZ equation
Some new integrals involving the Stieltjes constants are developed in this paper.
This essay explores the meaning of stochastic differential equations and stochastic integrals. It sets these subjects in a context of Riemann-Stieltjes integration. It is intended as a comment or supplement to \cite{MTRV}.
These notes are based on a talk given at the 2018 Arizona School of Analysis and Mathematical Physics. We give a comprehensive introduction to the KPZ universality class, a conjectured class of stochastic process with local interactions…
A class of (possibly) degenerate stochastic integro-differential equations of parabolic type is considered, which includes the Zakai equation in nonlinear filtering for jump diffusions. Existence and uniqueness of the solutions are…
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the…
We construct some new Integrable Systems (IS) both classical and quantum associated with elliptic algebras. Our constructions are partly based on the algebraic integrability mechanism given by the existence of commuting families in skew…
We discuss the formation of stochastic fractals and multifractals using the kinetic equation of fragmentation approach. We also discuss the potential application of this sequential breaking and attempt to explain how nature creats fractals.
One-dimensional interacting particle systems, 1+1 random growth models, and two-dimensional directed polymers define 2d height fields. The KPZ universality conjecture posits that an appropriately scaled height function converges to a…
This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…
The aim of this work is to give an overview of the recent developments in the area of statistical inference for parabolic stochastic partial differential equations. Significant part of the paper is devoted to the spectral approach, which is…
We derive the KPZ equation as a continuum limit of height functions in asymmetric simple exclusion processes with drift that depends on the local particle configuration. To our knowledge, it is a first such result for a class of particle…
A new tool for modeling electrochemical kinetics is presented. An extension of the Stochastic Simulation Algorithm framework to electrochemical systems is proposed. The physical justifications and constraints for the derivation of a…
Exploiting the residual gauge freedom in the formulation of constrained KP hierarchy a number of new integrable systems are derived including hierarchies of Kundu-Eckhaus equation and higher order nonlinear extensions of Yajima-Oikawa and…
Cosmological solutions of the equations with scalar interaction are being studied. It is shown, that the scalar field can effectively change the equation of state of statistical system, that leads to series of cosmological consequences.
Our understanding of the one-dimensional KPZ equation, \textit{alias} noisy Burgers equation, has advanced substantially over the past five years. We provide a non-technical review, where we limit ourselves to the stochastic PDE and lattice…
We make some observation on the logarithmic version of K-stability.
A version of the nonlinear Hodge equations is introduced in which the irrotationality condition is weakened. An elliptic estimate for solutions is derived.
A stochastic solution is constructed for a fractional generalization of the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses a fractional generalization of the branching exponential process and propagation processes which…
We consider a linear partial integro-differential equation that arises in the modeling of various physical and biological processes. We study the problem in a spatial periodic domain. We analyze numerical stability and numerical convergence…
This article reviews a recently-discovered link between integrable quantum field theories and certain ordinary differential equations in the complex domain. Along the way, aspects of PT-symmetric quantum mechanics are discussed, and some…