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Recent developments in the analysis of Langevin equations with multiplicative noise (MN) are reported. In particular, we: (i) present numerical simulations in three dimensions showing that the MN equation exhibits, like the…

Condensed Matter · Physics 2009-10-31 W. Genovese , Miguel A. Munoz

We introduce a framework, which is a mesoscopic-fluctuation-scale analog of Yau's method [46] for hydrodynamic limits, for deriving KPZ equations with time-dependent coefficients from time-inhomogeneous interacting particle systems. To our…

Probability · Mathematics 2025-01-23 Kevin Yang

A host of spatially extended systems, both in physics and in other disciplines, are well described at a coarse-grained scale by a Langevin equation with multiplicative-noise. Such systems may exhibit non-equilibrium phase transitions, which…

Condensed Matter · Physics 2015-06-24 Miguel A. Munoz , F. de los Santos , A. Achahbar

Control of generically scale-invariant systems, i.e., targeting specific cooperative features in non-linear stochastic interacting systems with many degrees of freedom subject to strong fluctuations and correlations that are characterized…

Statistical Mechanics · Physics 2020-02-05 Priyanka , Uwe C. Täuber , Michel Pleimling

We consider a discrete one-dimensional random interface on the half-space whose height at any positive point is composed of a function of the heights at its two closest neighbours and an independent random noise background. In [AC24],…

Probability · Mathematics 2025-08-26 Yiming Tang

We study a stochastic PDE model for an evolving set $\mathbb{M}(t)\subseteq\mathbb{R}^{\mathrm{d}+1}$ that resembles a continuum version of origin-excited or reinforced random walk. We show that long-time fluctuations of an associated…

Probability · Mathematics 2025-07-16 Amir Dembo , Kevin Yang

We study the scaling regimes for the Kardar-Parisi-Zhang equation with noise correlator R(q) ~ (1 + w q^{-2 \rho}) in Fourier space, as a function of \rho and the spatial dimension d. By means of a stochastic Cole-Hopf transformation, the…

Statistical Mechanics · Physics 2009-10-31 Erwin Frey , Uwe C. T"auber , Hans-Karl Janssen

One of the main difficulties in proving convergence of discrete models of surface growth to the Kardar-Parisi-Zhang (KPZ) equation in dimensions higher than one is that the correct way to take a scaling limit, so that the limit is…

Probability · Mathematics 2022-11-30 Sourav Chatterjee

This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the continuum equation admits a unique invariant measure in the…

Numerical Analysis · Mathematics 2025-12-09 Nan Deng , Yibo Wang , Wanrong Cao

To investigate universal behavior and effects of long-range temporal correlations in kinetic roughening, we perform extensive simulations on the Kardar-Parisi-Zhang (KPZ) equation with temporally correlated noise based on pseudospectral…

Statistical Mechanics · Physics 2023-04-18 Xiongpeng Hu , Dapeng Hao , Hui Xia

We show that several aspects of the low-temperature hydrodynamics of a discrete Gross-Pitaevskii equation (GPE) can be understood by mapping it to a nonlinear version of fluctuating hydrodynamics. This is achieved by first writing the GPE…

Quantum Gases · Physics 2015-10-21 Manas Kulkarni , David A. Huse , Herbert Spohn

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…

Probability · Mathematics 2024-12-11 Kevin Yang

We consider the stochastic heat equation $\partial_tZ= \partial_x^2 Z - Z \dot W$ on the real line, where $\dot W$ is space-time white noise. $h(t,x)=-\log Z(t,x)$ is interpreted as a solution of the KPZ equation, and $u(t,x)=\partial_x…

Probability · Mathematics 2011-10-20 Marton Balazs , Jeremy Quastel , Timo Seppalainen

Motivated by the recent exact solution of the {\it stationary-state} Kardar-Parisi-Zhang (KPZ) statistics by Imamura & Sasamoto (Phys. Rev. Lett. {\bf 108}, 190603 (2012)), as well as a precursor experimental signature unearthed by Takeuchi…

Statistical Mechanics · Physics 2014-03-31 Timothy Halpin-Healy , Yuexia Lin

The Kardar-Parisi-Zhang (KPZ) universality class describes a large class of 2-dimensional models of random growth, which exhibit universal scaling exponents and limiting statistics. The last ten years has seen remarkable progress in this…

Probability · Mathematics 2023-10-16 Evan Sorensen

The Kardar-Parisi-Zhang (KPZ) class is a paradigmatic example of universality in nonequilibrium phenomena, but clear experimental evidences of asymptotic 2D-KPZ statistics are still very rare, and far less understanding stems from its…

Statistical Mechanics · Physics 2017-06-26 R. A. L. Almeida , S. O. Ferreira , I. Ferraz , T. J. Oliveira

We use a version of the Skorokhod integral to give a simple and rigorous formulation of the Wick-ordered (stochastic) heat equation with planar white noise, representing the free energy of an undirected random polymer. The solution for all…

Probability · Mathematics 2025-09-09 Jeremy Quastel , Alejandro Ramirez , Balint Virag

We prove here that the height function associated to non-simple exclusion processes with arbitrary jump-length converges to the solution of the Kardar-Parisi-Zhang SPDE under suitable scaling and renormalization. This extends the work of…

Probability · Mathematics 2022-12-23 Kevin Yang

We study the stochastic Kardar-Parisi-Zhang equation for kinetic roughening where the time-independent (columnar or spatially quenched) Gaussian random noise $f(t,{\bf x})$ is specified by the pair correlation function $\langle f(t,{\bf…

Statistical Mechanics · Physics 2022-02-04 P. I. Kakin , M. A. Reiter , M. M. Tumakova , N. M. Gulitskiy , N. V. Antonov

The logarithm of the diagonal matrix element of a high power of a random matrix converges to the Cole-Hopf solution of the Kardar-Parisi-Zhang equation in the sense of one-point distributions.

Probability · Mathematics 2018-12-14 Vadim Gorin , Sasha Sodin
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